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math.ST2026
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…
math.ST2026★ 2 cited
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…