6 citations · 10 across the 4 of their papers we have counts for
10 papers
Quantitative CLT for linear eigenvalue statistics of Wigner matrices
Zhigang Bao, Yukun He
In this article, we establish a near-optimal convergence rate for the CLT of linear eigenvalue statistics of Wigner matrices, in Kolmogorov-Smirnov distance. For all test functions…
Statistical inference for principal components of spiked covariance matrices
Zhigang Bao, Xiucai Ding, Jingming Wang +1
In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the high dimensional spiked sample covariance matrices, in the supercritical case whe…
Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices
Zhigang Bao, Kevin Schnelli, Yuanyuan Xu
We consider random matrices of the form , where , are two by deterministic Hermitian matrices and is a Haar distributed random unita…
On Cramér-von Mises statistic for the spectral distribution of random matrices
Zhigang Bao, Yukun He
Let and be the empirical and limiting spectral distributions of an Wigner matrix. The Cramér-von Mises (CvM) statistic is a classical goodness-of-fit statisti…
Principal components of spiked covariance matrices in the supercritical regime
Zhigang Bao, Xiucai Ding, Jingming Wang +1
In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the spiked covariance matrices, in the supercritical regime. Specifically, we derive…
Singular vector and singular subspace distribution for the matrix denoising model
Zhigang Bao, Xiucai Ding, Ke Wang
In this paper, we study the matrix denosing model , where is a low-rank deterministic signal matrix and is a random noise matrix, and both are . In the sc…