| Publication | Date of Publication | Type |
|---|
| A new model for preferential attachment scheme with time-varying parameters | 2024-10-07 | Paper |
| Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference | 2024-09-20 | Paper |
| Distributed inference for the quantile regression model based on the random weighted bootstrap | 2024-08-30 | Paper |
| Factor Modeling for Clustering High-Dimensional Time Series | 2024-07-05 | Paper |
| Separable sample covariance matrices under elliptical populations with applications | 2024-05-27 | Paper |
| Nonparametric conditional mean testing via an extreme-type statistic in high dimension | 2024-05-14 | Paper |
| Random or Nonrandom Signal in High-Dimensional Regimes | 2024-03-14 | Paper |
| Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices | 2024-01-16 | Paper |
| Large-dimensional random matrix theory and its applications in deep learning and wireless communications | 2023-11-08 | Paper |
| Asymptotic properties of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with their applications | 2023-10-21 | Paper |
| Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices | 2023-03-09 | Paper |
| Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices | 2022-11-02 | Paper |
| CLT for random quadratic forms based on sample means and sample covariance matrices | 2022-10-20 | Paper |
| Testing independence between two spatial random fields | 2022-10-18 | Paper |
| Efficient and positive semidefinite pre-averaging realized covariance estimator | 2021-10-06 | Paper |
| Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices | 2020-09-25 | Paper |
| Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices | 2020-09-23 | Paper |
| LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE | 2020-05-27 | Paper |
| A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test | 2019-09-18 | Paper |
| Weighted covariance matrix estimation | 2019-07-12 | Paper |
| Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices | 2019-06-14 | Paper |
| High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications | 2019-05-09 | Paper |
| Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case | 2019-03-14 | Paper |
| CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series | 2018-10-24 | Paper |
| On the Relationship Between MMSE-SIC and BI-GDFE Receivers for Large Multiple-Input Multiple-Output Channels | 2018-06-27 | Paper |
| A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications | 2018-05-18 | Paper |
| Covariance estimation via sparse Kronecker structures | 2018-05-18 | Paper |
| A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test | 2017-12-23 | Paper |
| Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory | 2017-11-09 | Paper |
| The logarithmic law of sample covariance matrices near singularity | 2017-09-21 | Paper |
| Testing Independence Among a Large Number of High-Dimensional Random Vectors | 2017-08-04 | Paper |
| A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels | 2017-06-08 | Paper |
| Test of independence for high-dimensional random vectors based on freeness in block correlation matrices | 2017-05-16 | Paper |
| On high-dimensional change point problem | 2017-05-05 | Paper |
| Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices | 2017-04-28 | Paper |
| Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case | 2017-04-20 | Paper |
| The Tracy-Widom law for the largest eigenvalue of F type matrices | 2016-09-07 | Paper |
| Spectral statistics of large dimensional Spearman's rank correlation matrix and its application | 2015-11-18 | Paper |
| Large dimensional empirical likelihood | 2015-10-26 | Paper |
| Shrinkage estimation of large dimensional precision matrix using random matrix theory | 2015-10-08 | Paper |
| Convergence of the empirical spectral distribution function of beta matrices | 2015-08-05 | Paper |
| The logarithmic law of random determinant | 2015-08-05 | Paper |
| CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size | 2015-06-15 | Paper |
| On singular value distribution of large-dimensional autocovariance matrices | 2015-06-12 | Paper |
| Independence test for high dimensional data based on regularized canonical correlation coefficients | 2015-05-11 | Paper |
| Universality for the largest eigenvalue of sample covariance matrices with general population | 2015-03-27 | Paper |
| High dimensional mean-variance optimization through factor analysis | 2014-11-28 | Paper |
| Canonical correlation coefficients of high-dimensional normal vectors: finite rank case | 2014-07-27 | Paper |
| Comparison between two types of large sample covariance matrices | 2014-05-26 | Paper |
| Universality for a global property of the eigenvectors of Wigner matrices | 2014-05-07 | Paper |
| Nonparametric statistical inference for \(\operatorname{P}(X < Y < Z)\) | 2013-08-07 | Paper |
| Central limit theorem for partial linear eigenvalue statistics of Wigner matrices | 2013-03-18 | Paper |
| The convergence of the empirical distribution of canonical correlation coefficients | 2012-10-23 | Paper |
| Tracy-Widom law for the extreme eigenvalues of sample correlation matrices | 2012-10-23 | Paper |
| A note on rate of convergence in probability to semicircular law | 2012-06-22 | Paper |
| Independence Test for High Dimensional Random Vectors | 2012-05-30 | Paper |
| Limiting behavior of eigenvectors of large Wigner matrices | 2012-03-02 | Paper |
| Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension | 2012-01-04 | Paper |
| Universality of sample covariance matrices: CLT of the smoothed empirical spectral distribution | 2011-11-23 | Paper |
| Nonparametric estimate of spectral density functions of sample covariance matrices: a first step | 2011-01-19 | Paper |
| Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices | 2010-08-23 | Paper |
| Limiting Spectral Distribution for Large Sample Covariance Matrices withm-Dependent Elements | 2010-06-08 | Paper |
| Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix | 2010-05-05 | Paper |
| Circular law, extreme singular values and potential theory | 2010-02-12 | Paper |
| Asymptotic Performance of MMSE Receivers for Large Systems Using Random Matrix Theory | 2008-12-21 | Paper |
| Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter | 2008-12-21 | Paper |
| Central limit theorem for signal-to-interference ratio of reduced rank linear receiver | 2008-07-01 | Paper |
| Central limit theorem of random quadratics forms involving random matrices | 2008-04-28 | Paper |
| Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications | 2008-01-18 | Paper |
| On asymptotics of eigenvectors of large sample covariance matrix | 2007-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5479000 | 2006-07-14 | Paper |
| Some limiting theorems of some random quadratic forms | 2006-04-28 | Paper |
| The limiting theorems of random quadratic forms and their application | 2005-11-30 | Paper |
| Large sample properties of the SIR in CDMA with matched filter receivers | 2005-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828312 | 2004-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810742 | 2004-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4710108 | 2003-09-09 | Paper |
| A new element used in the non-orthogonal boundary plate bending theory—an arbitrarily quadrilateral element | 1987-01-01 | Paper |
| Asymptotic distribution of spiked eigenvalues in the large signal-plus-noise models | N/A | Paper |
| Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators | N/A | Paper |
