Yanpeng Li

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math.PR2026

The logarithmic law of sample correlation matrices

Yanpeng Li, Zhi Liu, Jiahui Xie +1

Let $R$ be the sample correlation matrix constructed from $X \in R^{p \times n}$ , whose entries are independent and identically distributed random variable…

math.PR2024

Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices

Yanpeng Li, Guangming Pan, Jiahui Xie +1

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$ , constructed from a $p \times n$ data matrix $X…