101 citations · 331 across the 34 of their papers we have counts for
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math.ST2019★ 1 cited
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…
math.ST2019★ 1 cited
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…