Showing math.STShow all
2 papers · 1 filter
math.ST2025
On eigenvalues of a renormalized sample correlation matrix
Qianqian Jiang, Junpeng Zhu, Zeng Li
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalu…
math.ST2024
On spiked eigenvalues of a renormalized sample covariance matrix from multi-population
Weiming Li, Zeng Li, Junpeng Zhu
Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for infere…