Zeng Li

activity

20142026

most citedIdentifying the number of factors from singular values of a large sample auto-covariance matrix

42 citations · 65 across the 12 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.ST2018★ 4 cited

On testing for high-dimensional white noise

Zeng Li, Clifford Lam, Jianfeng Yao +1

Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional tim…

math.ST2018★ 1 cited

Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application

Weiming Li, Zeng Li, Jianfeng Yao

Let $X_{n} = (x_{ij})$ be a $k \times n$ data matrix with complex-valued, independent and standardized entries satisfying a Lindeberg-type moment condition. We consider simult…