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math.ST2023
On eigenvalues of sample covariance matrices based on high dimensional compositional data
Qianqian Jiang, Jiaxin Qiu, Zeng Li
This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the lim…
stat.ME2023
Network Autoregression for Incomplete Matrix-Valued Time Series
Xuening Zhu, Feifei Wang, Zeng Li +1
We study the dynamics of matrix-valued time series with observed network structures by proposing a matrix network autoregression model with row and column networks of the subjects.…