3 citations · 12 across the 7 of their papers we have counts for
7 papers
Spectral Analysis of Gram Matrices with Missing at Random Observations: Convergence, Central Limit Theorems, and Applications in Statistical Inference
Huiqin Li, Guangming Pan, Yanqing Yin +1
Motivated by the statistical inference using the Gram matrix in the context of missing at random observations, this paper investigates the spectral properties of the random matrice…
Limiting eigen-structure of spiked sample covariance matrices under missing observations
Haotian Cheng, Huiqin Li, Yanqing Yin +1
High-dimensional Principal Component Analysis (PCA) has become an essential tool in modern data analysis, offering dimensionality reduction and feature extraction. However, the pre…
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Huiqin Li, Yanqing Yin, Shurong Zheng
In this paper, we consider the separable covariance model, which plays an important role in wireless communications and spatio-temporal statistics and describes a process where the…
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
Bai Zhidong, Li Huiqin, Pan Guangming
Suppose that is whose elements are independent real variables with mean zero, variance 1 and the fourth moment equal to three. The separable samp…
Convergence Rates of Spectral Distribution of Large Dimensional Quaternion Sample Covariance Matrix
Huiqin LI, Zhidong Bai
In this paper, we study the convergence rates of empirical spectral distribution of large dimensional quaternion sample covariance matrix. Assume that the entries of …
Extreme Eigenvalues of Large Dimensional Quaternion Sample Covariance Matrix
Huiqin Li, Zhidong Bai
In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that is a $p\time…
Convergence of Empirical Spectral Distributions of Large Dimensional Quaternion Sample Covariance Matrices
Huiqin Li, Zhidong Bai, Jiang Hu
In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose is a quat…