2 papers
stat.ME2026
Testing independence and conditional independence in high dimensions via coordinatewise Gaussianization
Jinyuan Chang, Yue Du, Jing He +1
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. T…
stat.ME2025
Identification and estimation for matrix time series CP-factor models
Jinyuan Chang, Yue Du, Guanglin Huang +1
We propose a new method for identifying and estimating the CP-factor models for matrix time series. Unlike the generalized eigenanalysis-based method of Chang et al. (2023) for whi…