Jiaxin Qiu

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20212026

most citedAsymptotic normality for eigenvalue statistics of a general sample covariance matrix when

p / n \to \infty

and applications

1 citations · 1 across the 6 of their papers we have counts for

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stat.ME2023

Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix

Jiaxin Qiu, Zeng Li, Jianfeng Yao

Determining the number of factors in high-dimensional factor modeling is essential but challenging, especially when the data are heavy-tailed. In this paper, we introduce a new est…

stat.ME2021★ 1 cited

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p / n \to \infty$ and applications

Jiaxin Qiu, Zeng Li, Jianfeng Yao

The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the di…

Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p / n \to \infty$ and applications