G. Pan

activity

20082026

most citedUniversality for the largest eigenvalue of sample covariance matrices with general population

101 citations · 322 across the 19 of their papers we have counts for

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Showing 2011 · math.STShow all

2 papers · 2 filters

math.ST2011★ 7 cited

Universality of sample covariance matrices: CLT of the smoothed empirical spectral distribution

Guangming Pan, Qi-Man Shao, Wang Zhou

A central limit theorem (CLT) for the smoothed empirical spectral distribution of sample covariance matrices is established. Moreover, the CLTs for the smoothed quantiles of Marcen…

math.ST2011★ 1 cited

Tracy-Widom law for the extreme eigenvalues of sample correlation matrices

Zhigang Bao, Guangming Pan, Wang Zhou

Let the sample correlation matrix be $W = Y Y^{T}$ , where $Y = (y_{ij})_{p, n}$ with $y_{ij} = x_{ij} / \sum_{j = 1}^{n} x_{ij}^{2}$ . We assume ${x_{ij} : 1 \leq i \leq p, 1 \leq j \leq n}$ to be…