4 citations · 6 across the 5 of their papers we have counts for
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math.ST2017
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…
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…