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math.ST2026
Asymptotics of ultra-high-dimensional generalized spiked sample covariance matrix
Wonjun Seo
This paper investigates the asymptotics of eigenstructure of sample covariance matrix under the spiked covariance matrix model in ultra-high-dimensional settings, where the dimensi…
math.ST2025
Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator
Won-Ki Seo
We study the optimal linear prediction of a random function that takes values in an infinite dimensional Hilbert space. We begin by characterizing the mean square prediction error…