Contact Information:

  • Jun Li
  • Department of Statistics, Iowa State University
  • Ames, IA 50011
  • Phone: 515-294-8927
  • junli@iastate.edu

Publications

  • Jun Li and Song Xi Chen (2012). Two Sample Tests for High Dimensional Covariance Matrices. The Annals of Statistics. 40, 908-940. (pdf) (code)

    • Papers in Progress

  • Two Sample Threshold Test of High Dimensional Means with Sparse Signals, with Song Xi Chen and Pingshou Zhong.
  • Efficient Quantile Estimation in Survey Sampling, with Jae-kwang Kim.

    Presentations

  • "Two Sample Threshold Test of High Dimensional Means under Sparse Signals". NSF Workshop for High-Dimensional Data, Yale 2012.
  • "Two Sample Tests for High Dimensional Covariance Matrices". Department of Statistics, ISU 2011.
  • "Two Sample Tests for High Dimensional Covariance Matrices". WNAR 2011.
  • "Test for the Equality of Two Covariance Matrices When the Dimension Is Much Larger Than Two Sample Sizes".JSM 2010.