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stat.ME2026
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices
Xiucai Ding, Yichen Hu, Jiahui Xie
Inference for spectral edges of large covariance matrices is a fundamental problem in high-dimensional statistics. A major difficulty is that the largest non-spiked sample eigenval…
stat.ME2023
Two sample test for covariance matrices in ultra-high dimension
Xiucai Ding, Yichen Hu, Zhenggang Wang
In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the…