4 citations · 6 across the 5 of their papers we have counts for
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stat.ME2017★ 1 cited
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…
stat.ME2013
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…
stat.ME2013★ 4 cited
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…