63 citations · 72 across the 6 of their papers we have counts for
6 papers
High-dimensional Precision Matrix Estimation with a Known Graphical Structure
Thien-Minh Le, Ping-Shou Zhong
A precision matrix is the inverse of a covariance matrix. In this paper, we study the problem of estimating the precision matrix with a known graphical structure under high-dimensi…
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
Zhixiang Zhang, Shurong Zheng, Guangming Pan +1
We consider general high-dimensional spiked sample covariance models and show that their leading sample spiked eigenvalues and their linear spectral statistics are asymptotically i…
Homogeneity Tests of Covariance and Change-Points Identification for High-Dimensional Functional Data
Shawn Santo, Ping-Shou Zhong
We consider inference problems for high-dimensional (HD) functional data with a dense number (T) of repeated measurements taken for a large number of p variables from a small numbe…
Change Point Detection in the Mean of High-Dimensional Time Series Data under Dependence
Jun Li, Minya Xu, Ping-Shou Zhong +1
High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detec…
Uncertainty Estimation in Functional Linear Models
Tapabrata Maiti, Abolfazl Safikhani, Ping-Shou Zhong
Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multi…
ANOVA for longitudinal data with missing values
Song Xi Chen, Ping-Shou Zhong
We carry out ANOVA comparisons of multiple treatments for longitudinal studies with missing values. The treatment effects are modeled semiparametrically via a partially linear regr…