2 papers
stat.ME2026
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
Jiang Hu, Jiahui Xie, Yangchun Zhang +1
Standard methods for determining the number of factors often overestimate the true number when data exhibit heavy-tailed randomness, misinterpreting noise-induced outliers as genui…
math.ST2025
On Convergence Rates of Spiked Eigenvalue Estimates: A General Study of Global and Local Laws in Sample Covariance Matrices
Bing-Yi Jing, Weiming Li, Jiahui Xie +2
This paper investigates global and local laws for sample covariance matrices with general growth rates of dimensions. The sample size and population dimension can have the…