3 citations · 5 across the 2 of their papers we have counts for
2 papers
math.ST2014★ 3 cited
CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis
Shurong Zheng, Zhidong Bai, Jianfeng Yao
Random Fisher matrices arise naturally in multivariate statistical analysis and understanding the properties of its eigenvalues is of primary importance for many hypothesis testing…
stat.ME2014★ 2 cited
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
Shurong Zheng, Z. D. Bai, Jiangfeng Yao
Sample covariance matrices are widely used in multivariate statistical analysis. The central limit theorems (CLT's) for linear spectral statistics of high-dimensional non-centered…