Qiu, Y., Chen, S. and Nettleton, D. (2015). Thresholding Tests for Signal Detection on High-Dimensional Count Distributions.
Qiu, Y. and Chen, S. (2014). Band Width Selection for High-dimensional Covariance Matrix Estimation. Accepted by the Journal of the American Statistical Association.
Qiu, Y. and Chen, S. (2012). Test for Bandedness of High-dimensional Covariance Matrices and Bandwidth Estimation. The Annals of Statistics 40 1285-1314.
pdf, supplement, banded-test-code, bandwidth-estimation-code