69 citations · 113 across the 4 of their papers we have counts for
4 papers
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…
A Neighborhood-Assisted Hotelling's Test for High-Dimensional Means
Jun Li, Yumou Qiu, Lingjun Li
Many tests have been proposed to remedy the classical Hotelling's test in the "large , small " paradigm, but the existence of an optimal sum-of-squares type test has no…
Confidence regions for entries of a large precision matrix
Jinyuan Chang, Yumou Qiu, Qiwei Yao +1
Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the…
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…