155 citations · 294 across the 14 of their papers we have counts for
Showing 2014Show all
2 papers · 1 filter
math.ST2014★ 12 cited
Estimation of functionals of sparse covariance matrices
Jianqing Fan, Philippe Rigollet, Weichen Wang
High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such…
stat.ME2014★ 155 cited
Projected principal component analysis in factor models
Jianqing Fan, Yuan Liao, Weichen Wang
This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given line…