2 citations · 2 across the 9 of their papers we have counts for
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math.ST2026
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…
math.ST2025
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…
math.ST2021
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…