165 citations · 636 across the 49 of their papers we have counts for
15 papers · 1 filter
On spectral distribution of sample covariance matrices from large dimensional and large -fold tensor products
Benoît Collins, Jianfeng Yao, Wangjun Yuan
We study the eigenvalue distributions for sums of independent rank-one -fold tensor products of large -dimensional vectors. Previous results in the literature assume that $k=…
Central limit theorem for linear spectral statistics of block-Wigner-type matrices
Zhenggang Wang, Jianfeng Yao
Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with certain block structures, and establish a CLT for the corresponding linear spectral sta…
Recent advances on eigenvalues of matrix-valued stochastic processes
Jian Song, Jianfeng Yao, Wangjun Yuan
Since the introduction of Dyson's Brownian motion in early 1960's, there have been a lot of developments in the investigation of stochastic processes on the space of Hermitian matr…
On eigenvalue distributions of large auto-covariance matrices
Jianfeng Yao, Wangjun Yuan
In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regulariz…
Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening
Peng Tian, Jianfeng Yao
We consider a data matrix from a multivariate stationary process with a separable covariance function, where is a positive semi-definite…
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
Johannes Heiny, Jianfeng Yao
Consider a -dimensional population with iid coordinates in the domain of attraction of a stable distribution with index . Since the var…