4 papers
High-dimensional ridgeless least squares interpolation under spiked covariance structures
Zhijun Liu, Dandan Jiang
This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension and th…
Functional CLT for general sample covariance matrices
Jian Cui, Zhijun Liu, Jiang Hu +1
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to , the class…
Asymptotic distributions of four linear hypotheses test statistics under generalized spiked model
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spik…
Spectrally-Corrected and Regularized QDA Classifier for Spiked Covariance Model
Wenya Luo, Hua Li, Zhidong Bai +1
Quadratic discriminant analysis (QDA) is a widely used method for classification problems, particularly preferable over Linear Discriminant Analysis (LDA) for heterogeneous data. H…