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math.PR2013★ 4 cited
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…
math.ST2013★ 79 cited
On the sphericity test with large-dimensional observations
Qinwen Wang, Jianfeng Yao
In this paper, we propose corrections to the likelihood ratio test and John's test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linea…