
A general method for power analysis in testing high dimensional covariance matrices
Covariance matrix testing for high dimensional data is a fundamental pro...
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Maxsum tests for crosssectional dependence of highdemensional panel data
We consider a testing problem for crosssectional dependence for highdi...
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Limiting behavior of largest entry of random tensor constructed by highdimensional data
Let X_k=(x_k1, ..., x_kp)', k=1,...,n, be a random sample of size n comi...
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Asymptotic Analysis for Extreme Eigenvalues of Principal Minors of Random Matrices
Consider a standard white Wishart matrix with parameters n and p. Motiva...
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Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
Multivariate linear regressions are widely used statistical tools in man...
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Tiefeng Jiang
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