High Dimensional Hypothesis Testing
Key Words: Covariance structure, Joint limiting law, Sparse alternative, Dense alternative, Intermediate limiting law, Uniform convergence.
  • Li. D., Xue, L. and Zou, H. (2017)
    Applications of Peter Hall's Martingale Limit Theory to Estimating and Testing High Dimensional Covariance Matrices.
  • Technical Report, Penn State University.
  • Li. D. and Xue, L. (2015+)
    Joint Limiting Laws for High-Dimensional Independence Tests. (arXiv, pdf, bib)
  • Technical Report, Penn State University.
Factor Models and Forecasting
Key Words: Cross-sectional data; Approximate factor model; Sliced inverse regression; Sufficient forecasting.
  • Luo, W., Xue, L. and Yao, J. (2017)
    Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors. (arXiv, pdf, ssrn, bib)
    Technical Report, Penn State University.
  • Fan, J., Xue, L. and Yao, J. (2017)
    Sufficient Forecasting Using Factor Models. (arXiv, pdf, ssrn, bib)
    Jounral of Econometrics, in press.
Graphical and Network Models Variable Selection and Feature Screening
  • Fan, J., Xue, L. and Zou, H. (2014)
    Strong Oracle Optimality of Folded Concave Penalized Estimation. (website, arXiv, pdf, bib)
    The Annals of Statistics, 42: 819-849.
  • Xue, L. and Zou, H. (2011).
    Sure Independence Screening and Compressed Random Sensing. (website, pdf, bib)
    Biometrika, 98(2): 371-380.
Large Covariacne Matrix Estimation
  • Fan, J., Xue, L. and Zou, H. (2016)
    Multi-Task Quantile Regression Under the Transnormal Model. (website, bib)
    Journal of the American Statistical Association, 111: 1726-1735.
  • Xue, L. and Zou, H. (2014).
    Rank-based Tapering Estimation of Bandable Correlation Matrices. (website, pdf, bib)
    Statistica Sinica, 24: 83-100.
  • Xue, L. and Zou, H. (2013).
    Minimax Optimal Estimation of General Bandable Covariance Matrices. (website, pdf, bib)
    Journal of Multivariate Analysis, 116: 45-51.
  • Xue, L. and Zou, H. (2013).
    Invited Discussion of "Large Covariance Estimation by Thresholding Principal Orthogonal Complements". (website, pdf, bib)
    Journal of the Royal Statistical Society: Series B, 75: 672-674
  • Xue, L., Ma, S. and Zou, H. (2012).
    Positive-Definite L1-Penalized Estimation of Large Covariance Matrices. (website, arXiv, pdf, bib)
    Journal of the American Statistical Association, 107: 1480-1491.
  • Xue, L. and Zou, H. (2012).
    Invited Discussion of "Minimax Estimation of Large Covariance Matrices under L1-Norm". (website, pdf, bib)
    Statistica Sinica, 22(4): 1349-1354
Interdisciplinary Research
  • Lin, N., Jing, R., Wang, Y., Yonekura, E., Fan, F. and Xue L. (2017).
    A Statistical Investigation of the Dependence of Tropical Cyclone Intensity Change on the Surrounding Environment. (website, pdf, bib)
    Monthly Weather Review, 145, 2813-2831.
  • Ju, L., Chen, Y., Xue, L., Du, X. and Zhu C. (2016).
    Cooperative Unfolding of Distinctive Mechanoreceptor Domains Transduces Force into Signals. (website, pdf, bib)
    [Featured in NSF Science360, Georgia Tech News and Penn State News]
    eLife, e15447.
  • Ye, L., Geng, Z., Xue, L. and Liu, Z. (2007).
    A Novel Real Time Method of Signal Strength Based Indoor Localization.
    Lecture Notes in Computer Science, 4705, 678-688.
  • Ye, L., Liu, Z., Xue, L., He. P. and Geng, Z. (2007).
    A Gradually Locating Method of Indoor Locating Estimation Based on Likelihood.
    Mobility Conference: Singapore, 91-97.
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