Z. Bao

activity

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 2019Show all

2 papers · 1 filter

math.PR2019

On Cramér-von Mises statistic for the spectral distribution of random matrices

Zhigang Bao, Yukun He

Let $F_{N}$ and $F$ be the empirical and limiting spectral distributions of an $N \times N$ Wigner matrix. The Cramér-von Mises (CvM) statistic is a classical goodness-of-fit statisti…

math.ST2019★ 3 cited

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…