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

collaborators

Showing 2014Show all

2 papers · 1 filter

math.ST2014

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 $k$ high-dimensional sub-vectors of a normal vector, with fixed positive integer $k$ . A natural high-dimensional exte…

math.ST2014★ 6 cited

Canonical correlation coefficients of high-dimensional normal vectors: finite rank case

Zhigang Bao, Jiang Hu, Guangming Pan +1

Consider a normal vector $z = (x^{'}, y^{'})^{'}$ , consisting of two sub-vectors $x$ and $y$ with dimensions $p$ and $q$ respectively. With $n$ ind…