Ke Wang

activity

20102026

most citedSingular vector and singular subspace distribution for the matrix denoising model

16 citations · 46 across the 15 of their papers we have counts for

collaborators

Showing 2011Show all

2 papers · 1 filter

math.PR2011

New Methods for Handling Singular Sample Covariance Matrices

Gabriel H. Tucci, Ke Wang

The estimation of a covariance matrix from an insufficient amount of data is one of the most common problems in fields as diverse as multivariate statistics, wireless communication…

math.PR2011★ 4 cited

Random covariance matrices: Universality of local statistics of eigenvalues up to the edge

Ke Wang

We study the universality of the eigenvalue statistics of the covariance matrices $\frac{1}{n} M^{*} M$ where $M$ is a large $p \times n$ matrix obeying condition $C1$ . In particu…