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Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article
Journal of Financial and Quantitative Analysis, 2019,Page: 1-62
Authors:  Fangquan Shi;  Lianjie Shu;  Aijun Yang;  Fangyi He
Favorite | View/Download:9/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/10
High-dimensional covariance matrices in elliptical distributions with application to spherical test Journal article
Annals of Statistics, 2019,Volume: 47,Issue: 1,Page: 527-555
Authors:  Hu J.;  Li W.;  Liu Z.;  Zhou W.
Favorite | View/Download:7/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/02/14
Covariance matrix  Elliptical distribution  High-dimensional data  Sphericity test  
HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST Journal article
ANNALS OF STATISTICS, 2019,Volume: 47,Issue: 1,Page: 527-555
Authors:  Hu, Jiang;  Li, Weiming;  Liu, Zhi;  Zhou, Wang
Favorite | View/Download:14/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/01/17
Covariance Matrix  High-dimensional Data  Elliptical Distribution  Sphericity Test  
Two-dimensional Quaternion PCA and Sparse PCA Journal article
IEEE Transactions on Neural Networks and Learning Systems, 2018,Page: 1 - 15
Authors:  Xiaolin Xiao;  Yicong Zhou
Favorite | View/Download:11/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/03/26
2d-principle Component Analysis (2d-pca)  2d-quaternion Pca (2d-qPca)  2d-quaternion Sparse Pca (2d-qsPca)  Color Face Recognition  Feature Extraction  Partial Occlusions  Qpca  
Nonparametric Bayesian Correlated Group Regression with Applications to Image Classification Journal article
IEEE Transactions on Neural Networks and Learning Systems, 2018,Volume: 29,Issue: 11,Page: 5330-5344
Authors:  Luo L.;  Yang J.;  Zhang B.;  Jiang J.;  Huang H.
Favorite | View/Download:9/0 | TC[WOS]:5 TC[Scopus]:0 | Submit date:2019/04/04
Correlated group regression  expectation-maximization (EM)  robust image classification  scale mixture of matrix Gaussian distribution  sparse Bayesian learning (SBL)  
Nonparametric Bayesian Correlated Group Regression With Applications to Image Classification Journal article
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2018,Volume: 29,Issue: 11,Page: 5330-5344
Authors:  Luo, Lei;  Yang, Jian;  Zhang, Bob;  Jiang, Jielin;  Huang, Heng
Favorite | View/Download:10/0 | TC[WOS]:5 TC[Scopus]:0 | Submit date:2019/01/17
Correlated group regression  expectation-maximization (EM)  robust image classification  scale mixture of matrix Gaussian distribution  sparse Bayesian learning (SBL)  
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018,Volume: 7,Issue: 3
Authors:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
Favorite | View/Download:12/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Correlation-Based Meta-Analytic Structural Equation Modeling: Effects of Parameter Covariance on Point and Interval Estimates Journal article
Organizational Research Methods, 2018,Page: 1-25
Authors:  Shu Fai Cheung;  Rong Wei Sun1;  Darius K.-S. Chan
Favorite | View/Download:8/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/08/02
Meta-analysis  Structural Equation Modeling  Meta-analytic Structural Equation Modeling  
Color Image Noise Covariance Estimation with Cross-Channel Image Noise Modeling Conference paper
proceeding of 2018 IEEE International Conference on Multimedia and Expo (ICME), San Diego, CA, USA, 23-27 July 2018
Authors:  Li Dong;  Jiantao Zhou;  Tao Dai
Favorite | View/Download:10/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/04/17
Noise Covariance Estimation  Weakly Textured Patch  Color Image Denoising  
Monitoring multivariate process variability via eigenvalues Journal article
Computers and Industrial Engineering, 2017,Volume: 113,Page: 269-281
Authors:  Fan,Jinyu;  Shu,Lianjie;  Zhao,Honghao;  Yeung,Hangfai
Favorite | View/Download:6/0 | TC[WOS]:5 TC[Scopus]:0 | Submit date:2019/08/01
Covariance Matrix  Eigenvalues  Multivariate Statistical Process Control  Sparsity  Variability