Liuhua Peng

Variable importance assessments and backward variable selection for multi-sample problems

L Peng, L Qu, D Nettleton

Journal article  |  2021  |  Journal of Multivariate Analysis

Variable selection for multi-sample problems is of great interest in statistics. Existing methods for addressing this problem have..

Testing the equality of two high-dimensional spatial sign covariance matrices

G Cheng, B Liu, L Peng, B Zhang, S Zheng

Journal article  |  2019  |  Scandinavian Journal of Statistics

This paper is concerned with testing the equality of two high-dimensional spatial sign covariance matrices with applications to te..

More powerful tests for sparse high-dimensional covariances matrices

L Peng, SX Chen, W Zhou

Journal article  |  2016  |  Journal of Multivariate Analysis

This paper considers improving the power of tests for the identity and sphericity hypotheses regarding high dimensional covariance..

Multivariate sign-based high-dimensional tests for sphericity

C Zou, L Peng, L Feng, Z Wang

Journal article  |  2014  |  Biometrika

This article concerns tests for sphericity in cases where the data dimension is larger than the sample size. The existing multivar..