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math.ST2020
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…
math.ST2019
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…
math.ST2018
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…