17 citations · 42 across the 10 of their papers we have counts for
4 papers · 1 filter
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…
Linear Discriminant Analysis with High-dimensional Mixed Variables
Binyan Jiang, Chenlei Leng, Cheng Wang +2
Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimen…
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…
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…