2 citations · 2 across the 9 of their papers we have counts for
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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…
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…
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…