15 citations · 16 across the 2 of their papers we have counts for
2 papers
math.ST2021★ 15 cited
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
Zeyu Wu, Cheng Wang
In this paper, we study the empirical spectral distribution of Spearman's rank correlation matrices, under the assumption that the observations are independent and identically dist…
math.ST2021★ 1 cited
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
Zeyu Wu, Cheng Wang, Weidong Liu
In this paper, we estimate the high dimensional precision matrix under the weak sparsity condition where many entries are nearly zero. We revisit the sparse column-wise inverse ope…