596 citations · 617 across the 4 of their papers we have counts for
4 papers
High-dimensional covariance matrix estimation using a low-rank and diagonal decomposition
Yilei Wu, Yingli Qin, Mu Zhu
We study high-dimensional covariance/precision matrix estimation under the assumption that the covariance/precision matrix can be decomposed into a low-rank component L and a diago…
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
Ningning Xia, Yingli Qin, Zhidong Bai
The eigenvector Empirical Spectral Distribution (VESD) is adopted to investigate the limiting behavior of eigenvectors and eigenvalues of covariance matrices. In this paper, we sha…
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…
A two-sample test for high-dimensional data with applications to gene-set testing
Song Xi Chen, Ying-Li Qin
We propose a two-sample test for the means of high-dimensional data when the data dimension is much larger than the sample size. Hotelling's classical test does not work for…