| Publication | Date of Publication | Type |
|---|
Detecting Spectral Breaks in Spiked Covariance Models
(available as arXiv preprint) | N/A | Paper |
Ties, tails and spectra: on rank-based dependency measures in high dimensions
Stochastic Processes and their Applications | 2026-09-04 | Paper |
Detecting spectral breaks in spiked covariance models
Bernoulli | 2026-03-24 | Paper |
Two-sample covariance inference in high-dimensional elliptical models
Electronic Journal of Statistics | 2026-03-20 | Paper |
A CLT for the difference of eigenvalue statistics of sample covariance matrices
Bernoulli | 2026-02-10 | Paper |
Goodness-of-Fit Testing for Groupwise Spherical Error Structures
(available as arXiv preprint) | 2026-01-01 | Paper |
Quantitative Resolvent Calculus for Sample Covariance Matrices
(available as arXiv preprint) | 2026-01-01 | Paper |
Central limit theorems for high-dimensional ridge regression under uniform subsampling
(available as arXiv preprint) | 2026-01-01 | Paper |
Limiting spectral distribution for large sample correlation matrices
The Annals of Applied Probability | 2025-09-18 | Paper |
Monitoring time series with short detection delay
Electronic Journal of Statistics | 2025-05-23 | Paper |
Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA
(available as arXiv preprint) | 2025-01-01 | Paper |
A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues
(available as arXiv preprint) | 2025-01-01 | Paper |
Monitoring for a Phase Transition in a Time Series of Wigner Matrices
(available as arXiv preprint) | 2025-01-01 | Paper |
Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
(available as arXiv preprint) | 2025-01-01 | Paper |
Linear spectral statistics of sequential sample covariance matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-09-02 | Paper |
Detecting Change Points of Covariance Matrices in High Dimensions
(available as arXiv preprint) | 2024-01-01 | Paper |
Fluctuations of the diagonal entries of a large sample precision matrix
Statistics & Probability Letters | 2023-07-04 | Paper |
| A CLT for the difference of eigenvalue statistics of sample covariance matrices | 2023-06-15 | Paper |
Likelihood ratio tests under model misspecification in high dimensions
Journal of Multivariate Analysis | 2022-12-06 | Paper |
| Limiting spectral distribution for large sample correlation matrices | 2022-08-31 | Paper |
Likelihood ratio tests under model misspecification in high dimensions
(available as arXiv preprint) | 2022-03-10 | Paper |
| Linear spectral statistics of sequential sample covariance matrices | 2021-07-21 | Paper |
Likelihood ratio tests for many groups in high dimensions
Journal of Multivariate Analysis | 2020-05-19 | Paper |
