11 citations · 16 across the 3 of their papers we have counts for
3 papers
math.ST2017★ 1 cited
Testing High-dimensional Covariance Matrices under the Elliptical Distribution and Beyond
Xinxin Yang, Xinghua Zheng, Jiaqi Chen
We develop tests for high-dimensional covariance matrices under a generalized elliptical model. Our tests are based on a central limit theorem (CLT) for linear spectral statistics…
stat.ME2015★ 11 cited
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 …
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…