25 citations · 31 across the 13 of their papers we have counts for
13 papers
Fisher's combined probability test for cross-sectional independence in panel data models with serial correlation
Hongfei Wang, Binghui Liu, Long Feng +1
Testing cross-sectional independence in panel data models is of fundamental importance in econometric analysis with high-dimensional panels. Recently, econometricians began to turn…
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets
Huifang MA, Long Feng, Zhaojun Wang
This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the…
Testing for high-dimensional white noise
Long Feng, Binghui Liu, Yanyuan Ma
Testing for multi-dimensional white noise is an important subject in statistical inference. Such test in the high-dimensional case becomes an open problem waiting to be solved, esp…
Sparse Kronecker Product Decomposition: A General Framework of Signal Region Detection in Image Regression
Sanyou Wu, Long Feng
This paper aims to present the first Frequentist framework on signal region detection in high-resolution and high-order image regression problems. Image data and scalar-on-image re…
Deep Kronecker Network
Long Feng, Guang Yang
We propose Deep Kronecker Network (DKN), a novel framework designed for analyzing medical imaging data, such as MRI, fMRI, CT, etc. Medical imaging data is different from general i…
Asymptotic Independence of the Quadratic form and Maximum of Independent Random Variables with Applications to High-Dimensional Tests
Dachuan Chen, Decai Liang, Long Feng
This paper establishes the asymptotic independence between the quadratic form and maximum of a sequence of independent random variables. Based on this theoretical result, we find t…
Rank Based Tests for High Dimensional White Noise
Dachuan Chen, Fengyi Song, Long Feng
The development of high-dimensional white noise test is important in both statistical theories and applications, where the dimension of the time series can be comparable to or exce…
Optimal Sign Test for High Dimensional Location Parameters
Long Feng
This article concerns tests for location parameters in cases where the data dimension is larger than the sample size. We propose a family of tests based on the optimality arguments…
High Dimensional Spatial Rank Test for Two-Sample Location Problem
Long Feng
This article concerns tests for the two-sample location problem when the dimension is larger than the sample size. The traditional multivariate-rank-based procedures cannot be used…
Spatial-Sign based High-Dimensional Location Test
Long Feng, Fasheng Sun
In this paper, we consider the problem of testing the mean vector in the high dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign.…
A Note on High Dimensional Two Sample Mean Test
Long Feng, Fasheng Sun
In this paper, we propose a new scalar and shift transform invariant test statistic for the high-dimensional two-sample location test. The expectation of our test is exactly zero u…
High Dimensional Rank Tests for Sphericity
Long Feng
Sphericity test plays a key role in many statistical problems. We propose Spearman's rho-type rank test and Kendall's tau-type rank test for sphericity in the high dimensional sett…
Scalar-Invariant Test for High-Dimensional Regression Coefficients
Long Feng
This article is concerned with simultaneous tests on linear regression coefficients in high-dimensional settings. When the dimensionality is larger than the sample size, the classi…