Ze-Qin Lin

most citedAsymptotic distribution of spiked eigenvalues in the large signal-plus-noise models

1 citations · 1 across the 2 of their papers we have counts for

collaborators

Showing math.STShow all

2 papers · 1 filter

math.ST2024

Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators

Zeqin Lin, Guangming Pan

Consider a data matrix $Y = [y_{1}, \dots, y_{N}]$ of size $M \times N$ , where the columns are independent observations from a random vector $y$ with zero m…

math.ST2024★ 1 cited

Asymptotic distribution of spiked eigenvalues in the large signal-plus-noise models

Zeqin Lin, Guangming Pan, Peng Zhao +1

Consider large signal-plus-noise data matrices of the form $S + Σ^{1/2} X$ , where $S$ is a low-rank deterministic signal matrix and the noise covariance matrix $Σ$ can be anisotrop…