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stat.ME2026
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…
stat.ME2025
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…
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 under the generalized elliptical model that Here is a bounded positive…