1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2020★ 1 cited
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
Junshan Xie, Yicheng Zeng, Lixing Zhu
Consider the matrix that is the product of a population covariance matrix and the inverse of another population covariance matrix. Suppose that their difference has a d…
stat.ME2019
Order Determination for Spiked Models
Yicheng Zeng, Lixing Zhu
Motivated by dimension reduction in regression analysis and signal detection, we investigate the order determination for large dimension matrices including spiked models of which t…