Jiahui Xie

most citedExtreme eigenvalues of sample covariance matrices under generalized elliptical models with applications

2 citations · 2 across the 2 of their papers we have counts for

collaborators

3 papers

math.PR2024

Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices

Yanpeng Li, Guangming Pan, Jiahui Xie +1

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$ , constructed from a $p \times n$ data matrix $X…

math.PR2023

Tracy-Widom distribution for the edge eigenvalues of elliptical model

Xiucai Ding, Jiahui Xie

In this paper, we study the largest eigenvalues of sample covariance matrices with elliptically distributed data. We consider the sample covariance matrix $Q = Y Y^{*},$ where the data…

stat.ME2023★ 2 cited

Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications

Xiucai Ding, Jiahui Xie, Long Yu +1

We consider the extreme eigenvalues of the sample covariance matrix $Q = Y Y^{*}$ under the generalized elliptical model that $Y = Σ^{1/2} X D .$ Here $Σ$ is a bounded $p \times p$ positive…