101 citations · 322 across the 19 of their papers we have counts for
12 papers · 1 filter
When is Hotelling's asymptotically -distributed?
Yanpeng Li, Guangming Pan, Wang Zhou
For Gaussian observations, a deterministic multiple of Hotelling's statistic has an exact distribution. This paper investigates when this approximation remains valid for…
Spectral Analysis of Gram Matrices with Missing at Random Observations: Convergence, Central Limit Theorems, and Applications in Statistical Inference
Huiqin Li, Guangming Pan, Yanqing Yin +1
Motivated by the statistical inference using the Gram matrix in the context of missing at random observations, this paper investigates the spectral properties of the random matrice…
Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise
Xiaoyu Liu, Yiming Liu, Guangming Pan +2
This paper is to study a signal-plus-noise model in high dimensional settings when the dimension and the sample size are comparable. Specifically, we assume that the noise has a ge…
CLT for random quadratic forms based on sample means and sample covariance matrices
Wenzhi Yang, Yiming Liu, Guangming Pan +1
In this paper, we use the dimensional reduction technique to study the central limit theory (CLT) random quadratic forms based on sample means and sample covariance matrices. Speci…
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
Zhigang Bao, Jiang Hu, Guangming Pan +1
Consider a Gaussian vector , consisting of two sub-vectors and with dimensions and respectively, where both…
Test of Independence for High-dimensional Random Vectors Based on Block Correlation Matrices
Zhigang Bao, Jiang Hu, Guangming Pan +1
In this paper, we are concerned with the independence test for high-dimensional sub-vectors of a normal vector, with fixed positive integer . A natural high-dimensional exte…