24 citations · 35 across the 7 of their papers we have counts for
7 papers
Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
Xiaoyi Wang, Gongjun Xu, Shurong Zheng
Estimation of the high-dimensional banded covariance matrix is widely used in multivariate statistical analysis. To ensure the validity of estimation, we aim to test the hypothesis…
On block-wise and reference panel-based estimators for genetic data prediction in high dimensions
Bingxin Zhao, Shurong Zheng, Hongtu Zhu
Genetic prediction of complex traits and diseases has attracted enormous attention in precision medicine, mainly because it has the potential to translate discoveries from genome-w…
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
Zhixiang Zhang, Shurong Zheng, Guangming Pan +1
We consider general high-dimensional spiked sample covariance models and show that their leading sample spiked eigenvalues and their linear spectral statistics are asymptotically i…
Estimating Number of Factors by Adjusted Eigenvalues Thresholding
Jianqing Fan, Jianhua Guo, Shurong Zheng
Determining the number of common factors is an important and practical topic in high dimensional factor models. The existing literatures are mainly based on the eigenvalues of the…
Community Detection Based on the convergence of eigenvectors in DCBM
Yan Liu, Zhiqiang Hou, Zhigang Yao +3
Spectral clustering is one of the most popular algorithms for community detection in network analysis. Based on this rationale, in this paper we give the convergence rate of eigenv…
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Huiqin Li, Yanqing Yin, Shurong Zheng
In this paper, we consider the separable covariance model, which plays an important role in wireless communications and spatio-temporal statistics and describes a process where the…