165 citations · 636 across the 49 of their papers we have counts for
51 papers
Testing the Deviation of a High-dimensional Mean
Zengjing Chen, Ruihan Liu, Jianfeng Yao
This paper investigates the high-dimensional one-sample equivalence testing problem for a reference mean vector $\bbmu_0$: $H_0:\|\bbmu-\bbmu_0\|>d_0$ versus $H_1: \|\bbmu-\bbmu_0\…
Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models
Zhenhong Huang, Zhaoyuan Li, Jianfeng Yao
This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence in large panel data models. We propose a unified test procedure and i…
Multiple Descent in the Multiple Random Feature Model
Xuran Meng, Jianfeng Yao, Yuan Cao
Recent works have demonstrated a double descent phenomenon in over-parameterized learning. Although this phenomenon has been investigated by recent works, it has not been fully und…
On spectral distribution of sample covariance matrices from large dimensional and large -fold tensor products
Benoît Collins, Jianfeng Yao, Wangjun Yuan
We study the eigenvalue distributions for sums of independent rank-one -fold tensor products of large -dimensional vectors. Previous results in the literature assume that $k=…
Central limit theorem for linear spectral statistics of block-Wigner-type matrices
Zhenggang Wang, Jianfeng Yao
Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with certain block structures, and establish a CLT for the corresponding linear spectral sta…
Recent advances on eigenvalues of matrix-valued stochastic processes
Jian Song, Jianfeng Yao, Wangjun Yuan
Since the introduction of Dyson's Brownian motion in early 1960's, there have been a lot of developments in the investigation of stochastic processes on the space of Hermitian matr…