101 citations · 331 across the 34 of their papers we have counts for
16 papers · 1 filter
CLT for random quadratic forms based on sample means and sample covariance matrices
Wenzhi Yang, Yiming Liu, Guangming Pan +1
In this paper, we use the dimensional reduction technique to study the central limit theory (CLT) random quadratic forms based on sample means and sample covariance matrices. Speci…
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…
Factor Modelling for Clustering High-dimensional Time Series
Bo Zhang, Guangming Pan, Qiwei Yao +1
We propose a new unsupervised learning method for clustering a large number of time series based on a latent factor structure. Each cluster is characterized by its own cluster-spec…
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Weiming Li, Qinwen Wang, Jianfeng Yao +1
This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to inf…
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions
Jun Wen, Jiahui Xie, Long Yu +1
Let be an random matrix consisting of independent -variate elliptically distributed column vectors with general population…
High-dimensional covariance matrices in elliptical distributions with application to spherical test
Jiang Hu, Weiming Li, Zhi Liu +1
This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Su…