596 citations · 617 across the 4 of their papers we have counts for
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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…
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…