3 papers
stat.ME2025
A new non-parametric Kendall's tau for matrix-valued elliptical observations
Yong He, Yalin Wang, Long Yu +2
In this article, we first propose generalized row/column matrix Kendall's tau for matrix-variate observations that are ubiquitous in areas such as finance and medical imaging. For…
stat.ME2025
Statistical inference for large-dimensional tensor factor model by iterative projections
Matteo Barigozzi, Yong He, Lingxiao Li +1
Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical…
stat.ME2024
Simultaneous Estimation and Dataset Selection for Transfer Learning in High Dimensions by a Non-convex Penalty
Zeyu Li, Dong Liu, Yong He +1
In this paper, we propose to estimate model parameters and identify informative source datasets simultaneously for high-dimensional transfer learning problems with the aid of a non…