Zeng LI (李曾)

Zeng LI (李曾)

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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.

Pages

Posts

Future Blog Post

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Blog Post number 4

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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Blog Post number 3

less than 1 minute read

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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Blog Post number 2

less than 1 minute read

Published:

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

Blog Post number 1

less than 1 minute read

Published:

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

portfolio

publications

Publications

Published in , 2025

  1. Chao Yu, Yue Fang*, Zeng Li, Bo Zhang, Xujie Zhao, (2014). Non-parametric estimation of high-frequency spot volatility for Brownian semi-martingale with jumps, Journal of Time Series Analysis, 35.6: 572-591.
  2. Zeng Li, Guangming Pan, Jianfeng Yao*, (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137: 119-140.
  3. Zeng Li*, Jianfeng Yao, (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10, No.2, 2973-3010.
  4. Zeng Li, Qinwen Wang, Jianfeng Yao*, (2017). Identifying number of factors from singular values of lagged sample auto-covariance matrix, The Annals of Statistics, 45, No.1, 257-288.
  5. Weiming Li, Zeng Li, Jianfeng Yao*, (2018). Joint CLT for linear spectral statistics of dependent large dimensional sample covariance matrices, Scandinavian Journal of Statistics, 45(3), 699–728.
  6. Zeng Li, Clifford Lam, Jianfeng Yao*, Qiwei Yao, (2019). On testing a high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.
  7. Zeng Li, Fang Han*, Jianfeng Yao, (2020). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, 48(6), 3138-3160.
  8. Zeng Li, Qinwen Wang*, Runze Li, (2021). CLT for linear spectral statistics of large dimensional Kendall rank correlation matrices, The Annals of Statistics, 49(3), 1569-1593.
  9. Zeng Li, Qinwen Wang*, Chuanlong Xie, (2021). Asymptotic Normality and Confidence Intervals for Prediction Risk of the Min-norm Least Squares Estimator, in International Conference on Machine Learning (ICML), May 2021.
  10. Zhehan Kan, Shuoshuo Chen, Zeng Li, Zhihai He*, (2022). Self-Constrained Inference Optimization on Structural Groups for Human Pose Estimation, Proceedings of the 17th European Conference on Computer Vision (ECCV), 2022.
  11. Zeng Li, Cheng Wang*, Qinwen Wang (2023). On eigenvalues of a high dimensional Kendall’s rank correlation matrix with dependence, Science China Mathematics, 66, 2615-2640.
  12. Zhanting Long, Zeng Li*, Ruitao Lin, Jiaxin Qiu, (2023). On singular values of large dimensional lag-tau sample auto-correlation matrices. Journal of Multivariate Analysis, 197, 105205.
  13. Jiaxin Qiu, Zeng Li*, Jianfeng Yao, (2023). Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications. The Annals of Statistics, (51)3, 1427-1451.
  14. Xuanzhe Xiao, Zeng Li*, Chuanlong Xie, Fengwei Zhou, (2023). Heavy-tailed regularization of weight matrices in deep neural networks. 32nd International Conferences on Artificial Neural Networks, Sep 2023.
  15. Jiaxin Qiu, Zeng Li*, Jianfeng Yao, (2025). Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix, Journal of the American Statistical Association, 120(550), 1139-1151.
  16. Qianqian Jiang, Wenbo Li, Zeng Li*, (2025). On testing mean of high dimensinal compositional data, Statistics and Probability Letters, 222, 110396.
  17. Xiaoling Wu, Junpeng Zhu, Zeng Li*, (2025). Weight matrices compression based on PDB model in deep neural networks, International Conference on Machine Learning (ICML), July 2025. 

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