3 papers
math.ST2026
Phase transition of Schott's statistic for high-dimensional heavy-tailed data
Hantao Chen, Guangming Pan, Cheng Wang
Consider Schott's statistic (Schott, 2005) defined as the squared Frobenius norm of the sample correlation matrix for data from -regularly varying populations. We investigate i…
math.ST2025
Spectral analysis of spatial-sign covariance matrices for heavy-tailed data with dependence
Hantao Chen, Cheng Wang
This paper investigates the spectral properties of spatial-sign covariance matrices, a self-normalized version of sample covariance matrices, for data from -regularly varying p…
math.ST2024
Large dimensional Spearman's rank correlation matrices: The central limit theorem and its applications
Hantao Chen, Cheng Wang
This paper is concerned with Spearman's correlation matrices under large dimensional regime, in which the data dimension diverges to infinity proportionally with the sample size. W…