The following pages link to Junshan Xie (Q257791):
Displayed 23 items.
- A result on precise asymptotics for largest eigenvalues of \(\beta\) ensembles (Q257793) (← links)
- Limiting spectral distribution for a type of sample covariance matrices (Q395125) (← links)
- Precise asymptotics on spectral statistics of random matrices (Q397214) (← links)
- Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices (Q477066) (← links)
- Precise asymptotics on second-order complete moment convergence of uniform empirical process (Q1722176) (← links)
- The convergence on spectrum of sample covariance matrices for information-plus-noise type data (Q1931150) (← links)
- The moment convergence rates for largest eigenvalues of \(\beta\) ensembles (Q1940876) (← links)
- Limiting spectral distribution of normalized sample covariance matrices with \(p/n\to 0\) (Q1950660) (← links)
- Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460) (← links)
- A result on the limiting spectral distribution of random matrices with unequal variance entries (Q2069498) (← links)
- Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
- Second-order moment convergence rates for spectral statistics of random matrices (Q2318870) (← links)
- A limit theorem on moment convergence of centered spectral statistics of random matrices (Q2834717) (← links)
- The likelihood ratio test for high-dimensional linear regression model (Q4586583) (← links)
- A high-dimensional likelihood ratio test for circular symmetric covariance structure (Q4634825) (← links)
- High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound (Q5086635) (← links)
- (Q5194235) (← links)
- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
- Limit Theorems for the Counting Function of Eigenvalues up to Edge in Covariance Matrices (Q5254059) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors (Q6067515) (← links)
- Distributed testing on mutual independence of massive multivariate data (Q6170105) (← links)