2 papers
math.PR2026
Limiting spectral distributions of large consistent rank correlation matrices
Zhaorui Dong, Fang Han, Jianfeng Yao
We study random matrices whose entries are obtained by applying consistent rank correlations, such as Hoeffding's , pairwise to a high-dimensional random vector with mutually in…
math.ST2026
Many-sample tests for the dimensionality hypothesis for large covariance matrices among groups
Tianxing Mei, Chen Wang, Jianfeng Yao
In this paper, we consider procedures for testing hypotheses on the dimension of the linear span generated by a growing number of covariance matrices from independent $…