Tianxing Mei
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Tianxing Mei has a total of 2 co-authors. Here are the top co-authors by number of shared publications:
- Chen Wang
Department of Statistics and Actuarial Science The University of Hong Kong
2 shared publications - Jianfeng Yao
School of Data Science, The Chinese University of Hong Kong (Shenzhen), Shenzhen, China
2 shared publications
Latest Publications
- Open Access
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample sizes from the $q$ populations grow to infinity in a proper manner, the proposed test statistics are shown to be asymptotically normal. Simulation results show that finite sample properties of the test procedures are satisfactory under both the null and alternatives. As an application, we derive a test procedure for the Kronecker product covariance specification for transposable data. Empirical analysis of datasets from the Mouse Aging Project and the 1000 Genomes Project (phase 3) is also conducted.Open AccessMany-sample tests for the equality and the proportionality hypotheses between large covariance matrices
This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of $q$ covariance matrices of dimension $p\times p$. Under a limiting scheme where $p$, $q$ and the sample sizes from the $q$ populations grow to infinity in a proper manner, the proposed test statistics are shown to be asymptotically normal. Simulation results show that finite sample properties of the test procedures are satisfactory under both the null and alternatives. As an application, we derive a test procedure for the Kronecker product covariance specification for transposable data. Empirical analysis of datasets from the Mouse Aging Project and the 1000 Genomes Project (phase 3) is also conducted. - Open Access
- 1 January 2024
- Published by Institute of Mathematical Statistics in Electronic Journal of Statistics
- Vol. 18 (2) , 4039-4074
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of q covariance matrices of dimension p×p. Under a limiting scheme where p, q and the sample sizes from the q populations grow to infinity in a proper manner, the proposed test statistics are shown to be asymptotically normal. Simulation results show that finite sample properties of the test procedures are satisfactory under both the null and alternatives. As an application, we derive a test procedure for the Kronecker product covariance specification for transposable data. Empirical analysis of datasets from the Mouse Aging Project and the 1000 Genomes Project (phase 3) is also conducted.
- 1 January 2024
- Published by Institute of Mathematical Statistics in Electronic Journal of Statistics
- Vol. 18 (2) , 4039-4074
Open AccessMany-sample tests for the equality and the proportionality hypotheses between large covariance matrices
This paper proposes procedures for testing the equality hypothesis and the proportionality hypothesis involving a large number of q covariance matrices of dimension p×p. Under a limiting scheme where p, q and the sample sizes from the q populations grow to infinity in a proper manner, the proposed test statistics are shown to be asymptotically normal. Simulation results show that finite sample properties of the test procedures are satisfactory under both the null and alternatives. As an application, we derive a test procedure for the Kronecker product covariance specification for transposable data. Empirical analysis of datasets from the Mouse Aging Project and the 1000 Genomes Project (phase 3) is also conducted.