 Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions
with ApplicationsJournal of Multivariate Analysis (JMA), 2014 |
 Sparse estimation via nonconcave penalized likelihood in a factor
analysis modelStatistics and computing (Stat. Comput.), 2012 |
 Large Covariance Estimation by Thresholding Principal Orthogonal
ComplementsJournal of The Royal Statistical Society Series B-statistical Methodology (JRSS-B), 2011 |
