Zeng Li

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications The Annals of Statistics	2023-08-31	Paper
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications The Annals of Statistics	2023-08-31	Paper
On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices Journal of Multivariate Analysis	2023-08-08	Paper
Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications The Annals of Statistics	2021-09-28	Paper
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model The Annals of Statistics	2021-02-26	Paper
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model The Annals of Statistics	2021-02-26	Paper
On testing for high-dimensional white noise The Annals of Statistics	2020-01-15	Paper
On testing for high-dimensional white noise The Annals of Statistics	2020-01-15	Paper
Joint central limit theorem for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application Scandinavian Journal of Statistics	2018-10-08	Paper
On testing for high-dimensional white noise (available as arXiv preprint)	2018-08-10	Paper
Identifying the number of factors from singular values of a large sample auto-covariance matrix The Annals of Statistics	2017-05-02	Paper
Identifying the number of factors from singular values of a large sample auto-covariance matrix The Annals of Statistics	2017-05-02	Paper
Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size Electronic Journal of Statistics	2017-01-11	Paper
Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size Electronic Journal of Statistics	2017-01-11	Paper
On singular value distribution of large-dimensional autocovariance matrices Journal of Multivariate Analysis	2015-06-12	Paper
NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS Journal of Time Series Analysis	2015-03-04	Paper
On testing mean of high dimensional compositional data (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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