Wang Zhou

activity

20052022

most citedUniversality for the largest eigenvalue of sample covariance matrices with general population

101 citations · 331 across the 34 of their papers we have counts for

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Showing 2013Show all

2 papers · 1 filter

math.ST2013★ 36 cited

Spectral statistics of large dimensional Spearman's rank correlation matrix and its application

Zhigang Bao, Liang-Ching Lin, Guangming Pan +1

Let $Q = (Q_{1}, \dots, Q_{n})$ be a random vector drawn from the uniform distribution on the set of all $n!$ permutations of ${1, 2, \dots, n}$ . Let $\mathbf{Z}=(Z_1,\ldots,Z_n)…

math.PR2013★ 101 cited

Universality for the largest eigenvalue of sample covariance matrices with general population

Zhigang Bao, Guangming Pan, Wang Zhou

This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form $\mathcal{W}_N=Σ^{1…