323 citations · 607 across the 25 of their papers we have counts for
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math.ST2015★ 14 cited
Joint limiting laws for high-dimensional independence tests
Danning Li, Lingzhou Xue
Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using…
math.ST2015★ 2 cited
Sufficient Forecasting Using Factor Models
Jianqing Fan, Lingzhou Xue, Jiawei Yao
We consider forecasting a single time series when there is a large number of predictors and a possible nonlinear effect. The dimensionality was first reduced via a high-dimensional…