3 citations · 5 across the 4 of their papers we have counts for
5 papers
The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model
Zhangni Pu, Xiaozhuo Zhang, Jiang Hu +1
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionall…
The limiting spectral distribution of the sample canonical correlation matrix
Xiaozhuo Zhang
In this paper, we investigate the spectral properties of the sample canonical correlation (SCC) matrix under the alternative hypothesis to provide a more comprehensive description…
A Generator for Generalized Inverse Gaussian Distributions
Xiaozhu Zhang, Jerome P. Reiter
We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse…
Spectral Statistics of Sample Block Correlation Matrices
Zhigang Bao, Jiang Hu, Xiaocong Xu +1
A fundamental concept in multivariate statistics, sample correlation matrix, is often used to infer the correlation/dependence structure among random variables, when the population…
Spiked eigenvalues of noncentral Fisher matrix with applications
Xiaozhuo Zhang, Zhiqiang Hou, Zhidong Bai +1
In this paper, we investigate the asymptotic behavior of spiked eigenvalues of the noncentral Fisher matrix defined by , where ${\mat…