Zeng Li

Available identifiers

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

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