2 papers
stat.ME2026
Method of Moments Estimation of High-Dimensional Covariance Using a Parametric Model
Iain M. Johnstone, Yuchen Wu, Ran Xie
We propose method-of-moments estimators for the eigenvalues of variance component covariance matrices in multivariate mixed effects models. Assuming a parametric form for the eigen…
math.PR2024
CLT for Linear Spectral Statistics in High-Dimensional Random Effects Models
Ran Xie, Iain Johnstone
We study sample covariance matrices arising from multi-level components of variance. Thus, let , where are…