17 citations · 42 across the 10 of their papers we have counts for
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math.ST2021★ 15 cited
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
Zeyu Wu, Cheng Wang
In this paper, we study the empirical spectral distribution of Spearman's rank correlation matrices, under the assumption that the observations are independent and identically dist…
math.ST2021★ 1 cited
On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence
Zeng Li, Cheng Wang, Qinwen Wang
This paper investigates limiting spectral distribution of a high-dimensional Kendall's rank correlation matrix. The underlying population is allowed to have general dependence stru…
math.ST2021★ 1 cited
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
Zeyu Wu, Cheng Wang, Weidong Liu
In this paper, we estimate the high dimensional precision matrix under the weak sparsity condition where many entries are nearly zero. We revisit the sparse column-wise inverse ope…