11 citations · 22 across the 8 of their papers we have counts for
8 papers
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Weiming Li, Qinwen Wang, Jianfeng Yao +1
This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to inf…
High-dimensional covariance matrices in elliptical distributions with application to spherical test
Jiang Hu, Weiming Li, Zhi Liu +1
This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Su…
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…
Testing the independence of two random vectors where only one dimension is large
Weiming Li, Jiaqi Chen, Jianfeng Yao
For testing the independence of two vectors with respective dimensions and , the existing literature in high-dimensional statistics all assume that both dimensions …