Z. Bao

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20112026

most citedUniversality for the largest eigenvalue of sample covariance matrices with general population

101 citations · 243 across the 33 of their papers we have counts for

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Showing 2017 · math.STShow all

2 papers · 2 filters

math.ST2017

Tracy-Widom limit for Kendall's tau

Zhigang Bao

In this paper, we study a high-dimensional random matrix model from nonparametric statistics called the Kendall rank correlation matrix, which is a natural multivariate extension o…

math.ST2017★ 7 cited

Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case

Zhigang Bao, Jiang Hu, Guangming Pan +1

Consider a Gaussian vector $z = (x^{'}, y^{'})^{'}$ , consisting of two sub-vectors $x$ and $y$ with dimensions $p$ and $q$ respectively, where both…