185 citations · 323 across the 15 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.…