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Li, J. and Chen, S.X. (2012). Two Sample Tests for High Dimensional Covariance Matrices. The Annals of Statistics. 40, 908-940. (pdf) (R function)(Fortran subroutines called in R)

Other Publications

Vary, J., Honkanen, H., Li, J., Maris, P., Brodsky, S., Harindranath, A., Teramond, G., Sternberg, P., Ng, E. and Yang, C. (2010) Hamiltonian light-front field theory in a basis function approach. Physical Review C. 81, 035205.

Burikham, P., and Li, J. (2007) Effective quark antiquark potential in the quark gluon plasma from gravity dual models. Journal of High Energy Physics. 0706, 046.

Burikham, P., and Li, J. (2007) Aspects of the Screening Length and Drag Force in Two Alternative Gravity Duals of the Quark-gluon Plasma. Journal of High Energy Physics. 0703, 067.