3 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
Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series
Baojun Dou, Jing He, Sudhir Tiwari +1
Motivated by predicting intraday trading volume curves, we consider two spatio-temporal autoregressive models for matrix time series, in which each column may represent daily tradi…
stat.CO2024
HDTSA: An R package for high-dimensional time series analysis
Jinyuan Chang, Jing He, Chen Lin +1
High-dimensional time series analysis has become increasingly important in fields such as finance, economics, and biology. The two primary tasks for high-dimensional time series an…