2 papers
math.ST2026
Geometric Fluctuations of the Distance in High-Dimensional Principal Subspace Estimation
Yanlin Hu, Xiao Han, Qing Yang
We investigate the geometric fluctuations of principal subspaces for high-dimensional covariance matrices through the squared Frobenius distance between the sample and popu…
math.ST2024
Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
Yanlin Hu, Qing Yang, Xiao Han
In this paper, we introduce the \textbf{G}eneralized \textbf{L}inear \textbf{S}pectral \textbf{S}tatistics (GLSS) of a high-dimensional sample covariance matrix , denoted…