Qinwen Wang

activity

20132021

most citedOn the sphericity test with large-dimensional observations

79 citations · 170 across the 10 of their papers we have counts for

collaborators

Showing 2015Show all

2 papers · 1 filter

math.ST2015★ 22 cited

Extreme eigenvalues of large-dimensional spiked Fisher matrices with application

Qinwen Wang, Jianfeng Yao

Consider two $p$ -variate populations, not necessarily Gaussian, with covariance matrices $Σ_{1}$ and $Σ_{2}$ , respectively, and let $S_{1}$ and $S_{2}$ be the sample covariances matrices f…

math.PR2015★ 4 cited

On singular values distribution of a large auto-covariance matrix in the ultra-dimensional regime

Qinwen Wang, Jianfeng Yao

Let $(ε_{t})_{t > 0}$ be a sequence of independent real random vectors of $p$ -dimension and let $X_{T} = \sum_{t = s + 1}^{s + T} ε_{t} ε_{t - s}^{T} / T$ be the lag- $s$ ($…