most citedTesting the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models

2 citations · 6 across the 3 of their papers we have counts for

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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…