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Your search keyword '"Erqian Li"' showing total 2 results
Start Over Author "Erqian Li" Topic 010104 statistics & probability
2 results on '"Erqian Li"'

1. Quantile regression for varying coefficient spatial error models

Author

Erqian Li, Maozai Tian, and Xiaowen Dai

Subjects
Statistics and Probability, Statistics::Theory, Polynomial, 021103 operations research, Spatial error, 0211 other engineering and technologies, 02 engineering and technology, 01 natural sciences, Statistics::Computation, Quantile regression, 010104 statistics & probability, Statistics::Methodology, Applied mathematics, 0101 mathematics, Mathematics
Abstract

This paper investigates the quantile regression estimation for spatial error models with possibly varying coefficients. The local polynomial fitting scheme is employed to approximate the varying co...

Published
2019

2. Hypothesis testing for the identity of high-dimensional covariance matrices

Author

Maozai Tian, Li Tao, Manling Qian, and Erqian Li

Subjects
Statistics and Probability, Clustering high-dimensional data, Covariance matrix, 010102 general mathematics, Identity matrix, Covariance, 01 natural sciences, Identity (music), 010104 statistics & probability, Test statistic, Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Eigenvalues and eigenvectors, Mathematics, Statistical hypothesis testing
Abstract

A new test statistic is proposed by utilizing the eigenvalues of the sample covariance matrix for the identity test. Under some general assumptions, asymptotic distributions of the proposed test statistic T and tests proposed in previous literature (denoted as T s , T 1 , T 2 ) are given. Simulations are also conducted to evaluate their performance in a finite sample.

Published
2020

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