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math.ST2020★ 2 cited
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices
Zhixiang Zhang, Guangming Pan
Let $\bY =\bR+\bX$ be an matrix, where $\bR$ is a rectangular diagonal matrix and $\bX$ consists of entries. This is a signal-plus-noise type model. Its signal…
math.ST2020★ 1 cited
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
Zhixiang Zhang, Shurong Zheng, Guangming Pan +1
We consider general high-dimensional spiked sample covariance models and show that their leading sample spiked eigenvalues and their linear spectral statistics are asymptotically i…