2 citations · 5 across the 5 of their papers we have counts for
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stat.ME2022
Determining the number of factors in a large-dimensional generalised factor model
Rui Wang, Dandan Jiang
This paper proposes new estimators of the number of factors for a generalised factor model with more relaxed assumptions than the strict factor model. Under the framework of large…
stat.ME2022
A universal test on spikes in a high-dimensional generalized spiked model and its applications
Dandan Jiang
This paper aims to test the number of spikes in a generalized spiked covariance matrix, the spiked eigenvalues of which may be extremely larger or smaller than the non-spiked ones.…
stat.ME2016
Modifications of Wald's score tests on large dimensional covariance matrices structure
Dandan Jiang, QiBin Zhang
This paper considers testing the covariance matrices structure based on Wald's score test in large dimensional setting. The hypothesis for a given matrix , which…