53 citations · 75 across the 19 of their papers we have counts for
4 papers · 1 filter
Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications
Xiucai Ding, Zhenggang Wang
In this paper, under the assumption that the dimension is much larger than the sample size, i.e., we consider the (unnormalized) sample covariance matrices $Q…
Tracy-Widom distribution for the edge eigenvalues of elliptical model
Xiucai Ding, Jiahui Xie
In this paper, we study the largest eigenvalues of sample covariance matrices with elliptically distributed data. We consider the sample covariance matrix where the data…
Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
Xiucai Ding, Jiahui Xie, Long Yu +1
We consider the extreme eigenvalues of the sample covariance matrix under the generalized elliptical model that Here is a bounded positive…
Spiked multiplicative random matrices and principal components
Xiucai Ding, Hong Chang Ji
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the out…