16 citations · 16 across the 2 of their papers we have counts for
2 papers
stat.ME2018★ 16 cited
Estimating a change point in a sequence of very high-dimensional covariance matrices
H. Dette, G. M. Pan, Q. Yang
This paper considers the problem of estimating a change point in the covariance matrix in a sequence of high-dimensional vectors, where the dimension is substantially larger than t…
math.ST2016
A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications
Xiao Han, Guangming Pan, Qing Yang
Let $\bbZ_{M_1\times N}=\bbT^{\frac{1}{2}}\bbX$ where $(\bbT^{\frac{1}{2}})^2=\bbT$ is a positive definite matrix and $\bbX$ consists of independent random variables with mean zero…