2 citations · 2 across the 9 of their papers we have counts for
10 papers
Staircase phase transitions for the largest eigenvalue of heavy-tailed sample correlation matrices
Yanpeng Li, Zeqin Lin, Yiming Liu +2
We establish staircase phase transitions for the largest eigenvalue of heavy-tailed sample correlation matrices formed from a data matrix with i.i.d. real entries of…
Multiplier Bootstrap and Edge Phase Transitions of High-Dimensional Covariance Matrices
Jiahui Xie
In this paper, we study the effects of employing multiplier bootstrap to analyze the asymptotic distributions of the largest eigenvalues of high-dimensional sample covariance matri…
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices
Xiucai Ding, Yichen Hu, Jiahui Xie
Inference for spectral edges of large covariance matrices is a fundamental problem in high-dimensional statistics. A major difficulty is that the largest non-spiked sample eigenval…
The logarithmic law of sample correlation matrices
Yanpeng Li, Zhi Liu, Jiahui Xie +1
Let be the sample correlation matrix constructed from , whose entries are independent and identically distributed random variable…
On Convergence Rates of Spiked Eigenvalue Estimates: A General Study of Global and Local Laws in Sample Covariance Matrices
Bing-Yi Jing, Weiming Li, Jiahui Xie +2
This paper investigates global and local laws for sample covariance matrices with general growth rates of dimensions. The sample size and population dimension can have the…
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
Jiang Hu, Jiahui Xie, Yangchun Zhang +1
Standard methods for determining the number of factors often overestimate the true number when data exhibit heavy-tailed randomness, misinterpreting noise-induced outliers as genui…
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 , constructed from a data matrix $X…
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 where the data…
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 under the generalized elliptical model that Here is a bounded positive…
Testing Kronecker Product Covariance Matrices for High-dimensional Matrix-Variate Data
Long Yu, Jiahui Xie, Wang Zhou
Kronecker product covariance structure provides an efficient way to modeling the inter-correlations of matrix-variate data. In this paper, we propose testing statistics for Kroneck…