Weiming Li

activity

20132019

most citedEstimation of the population spectral distribution from a large dimensional sample covariance matrix

4 citations · 6 across the 5 of their papers we have counts for

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Showing 2018Show all

2 papers · 1 filter

math.ST2018

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…

math.ST2018★ 1 cited

Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application

Weiming Li, Zeng Li, Jianfeng Yao

Let $X_{n} = (x_{ij})$ be a $k \times n$ data matrix with complex-valued, independent and standardized entries satisfying a Lindeberg-type moment condition. We consider simult…