2 papers
math.ST2024
Inference for Spiked Eigenstructure under Generalized Covariance and Correlation Models
Yanqing Yin, Wang Zhou
In high-dimensional principal component analysis, important inferential targets include both leading spikes and the associated principal eigenspaces. Such problems arise naturally…
math.ST2023
Limiting behavior of bilinear forms for the resolvent of sample covariance matrices under elliptical distribution with applications
Yanqing Yin, Wang Zhou
In this paper, we introduce a joint central limit theorem (CLT) for specific bilinear forms, encompassing the resolvent of the sample covariance matrix under an elliptical distribu…