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20132024
most citedConvergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix

17 citations · 25 across the 7 of their papers we have counts for

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math.ST2024

Tests for principal eigenvalues and eigenvectors

Jianqing Fan, Yingying Li, Ningning Xia +1

We establish central limit theorems for principal eigenvalues and eigenvectors under a large factor model setting, and develop two-sample tests of both principal eigenvalues and pr…