79 citations · 170 across the 10 of their papers we have counts for
Showing 2014Show all
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math.PR2014★ 8 cited
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- (…
stat.ME2014★ 42 cited
Identifying the number of factors from singular values of a large sample auto-covariance matrix
Zeng Li, Qinwen Wang, Jianfeng Yao
Identifying the number of factors in a high-dimensional factor model has attracted much attention in recent years and a general solution to the problem is still lacking. A promisin…
math.PR2014★ 2 cited
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…