Author

Long Feng

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Preprint Aug 2026

Factor-Adjusted Location Tests for High-Dimensional Time Series

We study high-dimensional one-sample mean testing for time series with strong common serial dependence driven by latent dynamic factors. After estimating the dynamic factor loading space from lagged autocovariance, we project the data onto its orthogonal complement and construct three factor-adjusted tests: a max test...

Jiyang Wang, Xi-Fen Huang, Long Feng · 0 citations

Preprint Aug 2026

Spatial-sign-based multilinear principal component analysis for tensor data

Multilinear principal component analysis (MPCA) reduces the dimension of tensor-valued data while preserving their mode-specific structure, but its quadratic scatter criterion can be unstable under heavy-tailed distributions and contamination. We propose spatial-sign-based multilinear principal component analysis (SMPC...

Dong-Xu Yang, Wanfeng Liang, Le Zhou et al. · 0 citations