4 papers · 1 filter
High-dimensional ridgeless least squares interpolation under spiked covariance structures
Zhijun Liu, Dandan Jiang
This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension and th…
Functional CLT for general sample covariance matrices
Jian Cui, Zhijun Liu, Jiang Hu +1
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to , the class…
Asymptotic distributions of four linear hypotheses test statistics under generalized spiked model
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spik…
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matric…