2 citations · 6 across the 3 of their papers we have counts for
3 papers
stat.ME2023★ 2 cited
Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
Xiucai Ding, Jiahui Xie, Long Yu +1
We consider the extreme eigenvalues of the sample covariance matrix under the generalized elliptical model that Here is a bounded positive…
stat.ME2022★ 2 cited
A new non-parametric Kendall's tau for matrix-valued elliptical observations
Yong He, Yalin Wang, Long Yu +2
In this article, we first propose generalized row/column matrix Kendall's tau for matrix-variate observations that are ubiquitous in areas such as finance and medical imaging. For…
math.ST2022★ 2 cited
Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models
Long Yu, Peng Zhao, Wang Zhou
This paper studies the impact of bootstrap procedure on the eigenvalue distributions of the sample covariance matrix under a high-dimensional factor structure. We provide asymptoti…