79 citations · 170 across the 10 of their papers we have counts for
4 papers · 1 filter
On singular values distribution of a large auto-covariance matrix in the ultra-dimensional regime
Qinwen Wang, Jianfeng Yao
Let be a sequence of independent real random vectors of -dimension and let be the lag- ($…
Moment approach for singular values distribution of a large auto-covariance matrix
Qinwen Wang, Jianfeng Yao
Let be a sequence of independent real random vectors of -dimension and let be the lag- (…
Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models
Qinwen Wang, Zhonggen Su, Jianfeng Yao
In this paper, we derive a joint central limit theorem for random vector whose components are function of random sesquilinear forms. This result is a natural extension of the exist…
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Qinwen Wang, Jack W. Silverstein, Jianfeng Yao
In this note, we establish an asymptotic expansion for the centering parameter appearing in the central limit theorems for linear spectral statistic of large-dimensional sample cov…