| Publication | Date of Publication | Type |
|---|
Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference
The Annals of Statistics | 2024-09-20 | Paper |
Separable sample covariance matrices under elliptical populations with applications
Transactions of the American Mathematical Society | 2024-05-27 | Paper |
Limiting behavior of bilinear forms for the resolvent of sample covariance matrices under elliptical distribution with applications
| 2023-12-26 | Paper |
Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices
Bernoulli | 2023-03-22 | Paper |
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
The Annals of Applied Probability | 2022-12-20 | Paper |
Spectral Properties of Rescaled Sample Correlation Matrix
STATISTICA SINICA | 2022-10-13 | Paper |
Some strong convergence theorems for eigenvalues of general sample covariance matrices
Random Matrices: Theory and Applications | 2022-07-26 | Paper |
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm
Bernoulli | 2022-05-16 | Paper |
Test for high-dimensional mean vector under missing observations
Journal of Multivariate Analysis | 2021-10-28 | Paper |
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm
| 2021-04-07 | Paper |
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
On the singular value distribution of large-dimensional data matrices whose columns have different correlations
Statistics | 2020-04-01 | Paper |
Model-free tests for series correlation in multivariate linear regression
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
Test | 2019-09-18 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
TEST | 2019-09-18 | Paper |
Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices
Linear Algebra and its Applications | 2018-08-01 | Paper |
Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
Journal of Mathematical Analysis and Applications | 2018-05-03 | Paper |
No eigenvalues outside the limiting support of the spectral distribution of general sample covariance matrices
| 2018-01-10 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
Test | 2017-12-23 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
TEST | 2017-12-23 | Paper |
On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices
Random Matrices: Theory and Applications | 2017-10-20 | Paper |
Test on the linear combinations of mean vectors in high-dimensional data
Test | 2017-08-15 | Paper |
On the semicircular law of large-dimensional random quaternion matrices
Journal of Theoretical Probability | 2016-10-11 | Paper |
On the limit of extreme eigenvalues of large dimensional random quaternion matrices
Physics Letters. A | 2016-03-01 | Paper |
Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
Journal of Statistical Physics | 2015-02-06 | Paper |
Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices
| N/A | Paper |
