69 citations · 70 across the 2 of their papers we have counts for
2 papers
math.ST2019★ 1 cited
Multi-level Thresholding Test for High Dimensional Covariance Matrices
Song Xi Chen, Bin Guo, Yumou Qiu
We consider testing the equality of two high-dimensional covariance matrices by carrying out a multi-level thresholding procedure, which is designed to detect sparse and faint diff…
math.ST2012★ 69 cited
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Yumou Qiu, Song Xi Chen
Motivated by the latest effort to employ banded matrices to estimate a high-dimensional covariance , we propose a test for being banded with possible diverging bandwidth. Th…