Jing He

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All published works

Action	Title	Year	Authors
+ PDF Chat	Statistical Inferences for Complex Dependence of Multimodal Imaging Data	2023	Jinyuan Chang Jing He Jian Kang Mingcong Wu
+ PDF Chat	Modelling matrix time series via a tensor CP-decomposition	2023	Jinyuan Chang Jing He Lin Yang Qiwei Yao
+	HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS	2018	Jing He Song Xi Chen
+	Testing super-diagonal structure in high dimensional covariance matrices	2016	Jing He Song Xi Chen

Common Coauthors

Coauthor	Papers Together
Song Xi Chen	2
Jinyuan Chang	2
Lin Yang	1
Qiwei Yao	1
Jian Kang	1
Mingcong Wu	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Testing for complete independence in high dimensions	2005	James R. Schott	2
+ PDF Chat	On Some Test Criteria for Covariance Matrix	1973	Hisao Nagao	2
+	Corrgrams	2002	Michael Friendly	2
+	Two sample tests for high-dimensional covariance matrices	2012	Jun Li Song Xi Chen	2
+	Two-Sample Test of High Dimensional Means Under Dependence	2013	Tommaso Cai Weidong Liu Xia Yin	2
+ PDF Chat	Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size	2002	Olivier Ledoit Michael Wolf	2
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg	2
+ PDF Chat	High dimensional stochastic regression with latent factors, endogeneity and nonlinearity	2015	Jinyuan Chang Bin Guo Qiwei Yao	2
+ PDF Chat	Optimal rates of convergence for covariance matrix estimation	2010	Tommaso Cai Cun-Hui Zhang Harrison H. Zhou	2
+	Estimation of spatial autoregressive panel data models with fixed effects	2009	Lung-Fei Lee Jihai Yu	2
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	2
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	2
+ PDF Chat	Corrections to LRT on large-dimensional covariance matrix by RMT	2009	Zhidong Bai Dandan Jiang Jianfeng Yao Shurong Zheng	2
+	Test for bandedness of high-dimensional covariance matrices and bandwidth estimation	2012	Yumou Qiu Song Xi Chen	2
+	Tests for High-Dimensional Regression Coefficients With Factorial Designs	2011	Ping-Shou Zhong Song Xi Chen	1
+	Tensorial resolution: A direct trilinear decomposition	1990	Eugenio Sanchez Bruce R. Kowalski	1
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava	1
+	A Nonparametric Test of Independence between Two Vectors	1997	Peter W. Gieser Ronald H. Randles	1
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	1
+ PDF Chat	A Class of Statistics with Asymptotically Normal Distribution	1992	Wassily Hoeffding	1
+ PDF Chat	A new approach to Cholesky-based covariance regularization in high dimensions	2010	Adam J. Rothman Elizaveta Levina Ji Zhu	1
+ PDF Chat	Distribution Free Tests of Independence Based on the Sample Distribution Function	1961	J. R. Blum J. Kiefer M. Rosenblatt	1
+ PDF Chat	High dimensional covariance matrix estimation using a factor model	2008	Jianqing Fan Yingying Fan Jinchi Lv	1
+	Statistical analysis of factor models of high dimension	2012	Jushan Bai Kunpeng Li	1
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin	1
+ PDF Chat	Multivariate Nonparametric Tests of Independence	2005	Sara Taskinen Hannu Oja Ronald H. Randles	1
+ PDF Chat	Bandwidth Selection for High-Dimensional Covariance Matrix Estimation	2014	Yumou Qiu Song Xi Chen	1
+	Aspects of Multivariate Statistical Theory	1984	Leon Jay Gleser Robb J. Muirhead	1
+ PDF Chat	Estimation of latent factors for high-dimensional time series	2011	Clifford Lam Qiwei Yao Neil Bathia	1
+ 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	1
+ PDF Chat	A consistent multivariate test of association based on ranks of distances	2012	Ruth Heller Yair Heller Malka Gorfine	1
+	Testing High Dimensional Mean Under Sparsity	2015	Xianyang Zhang	1
+	On the Independence of k Sets of Normally Distributed Statistical Variables	1935	S. S. Wilks	1
+	Multivariate interactions modeling through their manifestations: low dimensional model building via the Cumulant Generating Function	2014	Rodríguez Jhan Bárdossy András	1
+ PDF Chat	Testing Mutual Independence in High Dimension via Distance Covariance	2017	Shun Yao Xianyang Zhang Xiaofeng Shao	1
+ PDF Chat	Tensor SVD: Statistical and Computational Limits	2018	Anru R. Zhang Dong Xia	1
+ PDF Chat	Projection correlation between two random vectors	2017	Li Zhu Kai Xu Runze Li Wei Zhong	1
+	Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics	2018	Ze Jin David S. Matteson	1
+	Simultaneous Covariance Inference for Multimodal Integrative Analysis	2019	Xia Yin Lexin Li Samuel N. Lockhart William J. Jagust	1
+	Factor modeling for high-dimensional time series: Inference for the number of factors	2012	Clifford Lam Qiwei Yao	1
+	Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors	2013	Victor Chernozhukov Denis Chetverikov Kengo Kato	1
+ PDF Chat	Distance Metrics for Measuring Joint Dependence with Application to Causal Inference	2018	Shubhadeep Chakraborty Xianyang Zhang	1
+ PDF Chat	Constrained Factor Models for High-Dimensional Matrix-Variate Time Series	2019	Elynn Chen Ruey S. Tsay Rong Chen	1
+ PDF Chat	Testing independence in high dimensions with sums of rank correlations	2018	Dennis Leung Mathias Drton	1
+ PDF Chat	Kernel-Based Tests for Joint Independence	2017	Niklas Pfister Peter Bühlmann Bernhard Schölkopf Jonas Peters	1
+ PDF Chat	Factor models for matrix-valued high-dimensional time series	2018	Dong Wang Xialu Liu Rong Chen	1
+ PDF Chat	Distribution-free tests of independence in high dimensions	2017	Fang Han Shizhe Chen Han Liu	1
+ PDF Chat	A new framework for distance and kernel-based metrics in high dimensions	2021	Shubhadeep Chakraborty Xianyang Zhang	1
+ PDF Chat	Improved central limit theorem and bootstrap approximations in high dimensions	2022	Victor Chernozhuokov Denis Chetverikov Kengo Kato Yuta Koike	1
+ PDF Chat	Provable Sparse Tensor Decomposition	2016	Will Wei Sun Junwei Lu Han Liu Guang Cheng	1