Zeng Li

Statistics and Probability · 2014–2018

A researcher in the Science corpus: 2 papers; trusts 27 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 25 citations into it
• Economics and Econometrics — 14 citations into it
• Mathematical Physics — 10 citations into it
• Artificial Intelligence — 8 citations into it
• Discrete Mathematics and Combinatorics — 6 citations into it
• Finance — 6 citations into it
• Computational Theory and Mathematics — 5 citations into it

Whom Zeng Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Iain M. Johnstone
2. Z. Bai
3. Jushan Bai
4. Florent Benaych-Georges
5. M. Forni
6. Jianfeng Yao
7. A. Onatski
8. Serena Ng
9. James H. Stock
10. Muni S. Srivastava

Papers from Zeng Li's perspective

Ordered by how strongly the researchers Zeng Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Determining the Number of Factors in Approximate Factor Models
2. Eigenvalues of large sample covariance matrices of spiked population models
3. On the distribution of the largest eigenvalue in principal components analysis
4. Are more data always better for factor analysis
5. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
6. The Generalized Dynamic-Factor Model: Identification and Estimation
7. Determining the Number of Primitive Shocks in Factor Models
8. Forecasting Using Principal Components From a Large Number of Predictors
9. Some Tests Concerning the Covariance Matrix in High Dimensional Data
10. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Their papers

• Identifying the number of factors from singular values of a large sample auto-covariance matrix (2014) — 47 citations
• On testing for high-dimensional white noise (2018) — 48 citations