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20192026
most citedPrincipal components of spiked covariance matrices in the supercritical regime

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math.ST2026

Applications of Royen's Gaussian Correlation Inequality in high-dimensional testing

Jiashun Jin, Zheng Tracy Ke, Jingming Wang

Royen's Gaussian Correlation Inequality (GCI) is a fundamental result in statistics and probability, but unfortunately, at least by now, the result is not very well known in the st…