4 citations · 6 across the 5 of their papers we have counts for
5 papers
Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application
Weiming Li, Zeng Li, Jianfeng Yao
Let be a data matrix with complex-valued, independent and standardized entries satisfying a Lindeberg-type moment condition. We consider simult…
On spectral properties of high-dimensional spatial-sign covariance matrices in elliptical distributions with applications
Weiming Li, Wang Zhou
Spatial-sign covariance matrix (SSCM) is an important substitute of sample covariance matrix (SCM) in robust statistics. This paper investigates the SSCM on its asymptotic spectral…
On structure testing for component covariance matrices of a high-dimensional mixture
Weiming Li, Jianfeng Yao
By studying the family of -dimensional scale mixtures, this paper shows for the first time a non trivial example where the eigenvalue distribution of the corresponding sample co…
A local moment estimator of the spectrum of a large dimensional covariance matrix
Weiming Li, Jianfeng Yao
This paper considers the problem of estimating the population spectral distribution from a sample covariance matrix in large dimensional situations. We generalize the contour-integ…
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
Weiming Li, Jiaqi Chen, Yingli Qin +2
This paper introduces a new method to estimate the spectral distribution of a population covariance matrix from high-dimensional data. The method is founded on a meaningful general…