Yingli Qin

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All published works

Action	Title	Year	Authors
+	Two-sample inference for sparse functional data	2023	Chi Zhang Peijun Sang Yingli Qin
+	Controlling the False Discovery Rate of Grouped Hypotheses	2021	Peter W. MacDonald Nathan J. Wilson Kun Liang Yingli Qin
+ PDF Chat	High‐dimensional covariance matrix estimation using a low‐rank and diagonal decomposition	2019	Yilei Wu Yingli Qin Mu Zhu
+	A review of quadratic discriminant analysis for high‐dimensional data	2018	Yingli Qin
+	High-dimensional covariance matrix estimation using a low-rank and diagonal decomposition	2018	Yilei Wu Yingli Qin Mu Zhu
+	Quadratic Discriminant Analysis for High-Dimensional Data	2017	Yilei Wu Yingli Qin Mu Zhu
+	Bias-Reduced Moment Estimators of Population Spectral Distribution and Their Applications	2017	Yingli Qin Weiming Li
+	Testing the order of a population spectral distribution for high-dimensional data	2015	Yingli Qin Weiming Li
+	Hypothesis testing for high-dimensional covariance matrices	2014	Weiming Li Yingli Qin
+	Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix	2013	Ningning Xia Yingli Qin Zhidong Bai
+ PDF Chat	Estimation of the population spectral distribution from a large dimensional sample covariance matrix	2013	Weiming Li Jiaqi Chen Yingli Qin Zhidong Bai Jianfeng Yao
+	Estimation of the population spectral distribution from a large dimensional sample covariance matrix	2013	Weiming Li Jiaqi Chen Yingli Qin Jianfeng Yao Zhidong Bai
+	Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata	2011	Yingli Qin
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin
+	Statistical inference for high-dimensional data	2009	Yingli Qin

Common Coauthors

Coauthor	Papers Together
Weiming Li	5
Zhidong Bai	3
Mu Zhu	3
Jiaqi Chen	2
Jianfeng Yao	2
Yilei Wu	2
Kun Liang	1
Song Xi Chen	1
Yilei Wu	1
Ningning Xia	1
Nathan J. Wilson	1
Peijun Sang	1
Peter W. MacDonald	1
Chi Zhang	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	7
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein	5
+ PDF Chat	On the limit of the largest eigenvalue of the large dimensional sample covariance matrix	1988	Yanqing Yin Zhidong Bai P. R. Krishnaiah	5
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	4
+	ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX	2010	Zhidong Bai Jiaqi Chen Jianfeng Yao	4
+ PDF Chat	Statistical eigen-inference from large Wishart matrices	2008	N. Raj Rao James A. Mingo Roland Speicher Alan Edelman	4
+ PDF Chat	Regularized Discriminant Analysis	1989	Jerome H. Friedman	4
+ PDF Chat	Spectrum estimation for large dimensional covariance matrices using random matrix theory	2008	Noureddine El Karoui	4
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein	4
+	Sparse Quadratic Discriminant Analysis For High Dimensional Data	2014	Quefeng Li Jun Shao	4
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin	4
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	4
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg	3
+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin	3
+ PDF Chat	Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach	2003	John D. Storey Jonathan Taylor David Siegmund	3
+ PDF Chat	Estimation of the population spectral distribution from a large dimensional sample covariance matrix	2013	Weiming Li Jiaqi Chen Yingli Qin Zhidong Bai Jianfeng Yao	3
+ PDF Chat	Sparse linear discriminant analysis by thresholding for high dimensional data	2011	Jun Shao Yazhen Wang Xinwei Deng Sijian Wang	3
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava	3
+	Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates	2008	Xavier Mestre	3
+	Sparse PCA: Optimal rates and adaptive estimation	2013	Tommaso Cai Zongming Ma Yihong Wu	3
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai	3
+ PDF Chat	Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size	2002	Olivier Ledoit Michael Wolf	3
+ PDF Chat	Adapting to unknown sparsity by controlling the false discovery rate	2006	Felix Abramovich Yoav Benjamini David L. Donoho Iain M. Johnstone	2
+	On Differentiating Eigenvalues and Eigenvectors	1985	Jan R. Magnus	2
+ PDF Chat	High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation	2010	Noureddine El Karoui	2
+ PDF Chat	Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011	Tommaso Cai Weidong Liu	2
+ PDF Chat	Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization	2010	Benjamin Recht Maryam Fazel Pablo A. Parrilo	2
+	Some tests for the covariance matrix with fewer observations than the dimension under non-normality	2011	Muni S. Srivastava Tõnu Kollo Dietrich von Rosen	2
+ PDF Chat	On testing the significance of sets of genes	2007	Bradley Efron Robert Tibshirani	2
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	2
+ PDF Chat	How Close is the Sample Covariance Matrix to the Actual Covariance Matrix?	2011	Roman Vershynin	2
+ PDF Chat	Gene expression analysis with the parametric bootstrap	2001	Mark J. van der Laan	2
+	Model selection and estimation in the Gaussian graphical model	2007	Ming Yuan Yi Lin	2
+	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices	1995	Jack W. Silverstein Sang Il Choi	2
+ PDF Chat	High dimensional covariance matrix estimation using a factor model	2008	Jianqing Fan Yingying Fan Jinchi Lv	2
+ PDF Chat	Optimal rates of convergence for estimating Toeplitz covariance matrices	2012	Tommaso Cai Zhao Ren Harrison H. Zhou	2
+	Optimal detection of sparse principal components in high dimension	2013	Quentin Berthet Philippe Rigollet	2
+ PDF Chat	The control of the false discovery rate in multiple testing under dependency	2001	Yoav Benjamini Daniel Yekutieli	2
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	2
+ PDF Chat	On a model selection problem from high-dimensional sample covariance matrices	2011	Yang Chen Bernard Delyon Jianfeng Yao	2
+ PDF Chat	Multiple tests of association with biological annotation metadata	2008	Sandrine Dudoit Sündüz Keleş Mark J. van der Laan	2
+	A new test for sphericity of the covariance matrix for high dimensional data	2010	Thomas J. Fisher Xiaoqian Sun Colin Gallagher	2
+	Testing for complete independence in high dimensions	2005	James R. Schott	2
+	Minimax bounds for sparse PCA with noisy high-dimensional data	2013	Aharon Birnbaum Iain M. Johnstone Boaz Nadler Debashis Paul	2
+ PDF Chat	Marginal asymptotics for the “large $p$, small $n$” paradigm: With applications to microarray data	2007	Michael R. Kosorok Shuangge Ma	2
+ PDF Chat	A local moment estimator of the spectrum of a large dimensional covariance matrix	2013	Weiming Li Jianfeng Yao	2
+	On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size	2011	Thomas J. Fisher	2
+ PDF Chat	Large Covariance Estimation by Thresholding Principal Orthogonal Complements	2013	Jianqing Fan Yuan Liao Martina Mincheva	2
+ PDF Chat	On generalized expectation-based estimation of a population spectral distribution from high-dimensional data	2014	Weiming Li Jianfeng Yao	2
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein	2