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math.ST2013★ 17 cited
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…
math.ST2010★ 596 cited
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…