Cross projection test for mean vectors via multiple random splits in high dimensions. - Guanpeng Wang; Jiujing Wu; Hengjian Cui (J. Multivar. Anal., 2024)

High dimensional T-type Estimator for robust covariance matrix estimation with applications to elliptical factor models. - Guanpeng Wang; Hengjian Cui (Comput. Stat., 2025)