16 citations · 16 across the 2 of their papers we have counts for
2 papers
math.ST2017★ 16 cited
Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices
Tony Cai, Xiao Han, Guangming Pan
We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with di…
math.ST2016
A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications
Xiao Han, Guangming Pan, Qing Yang
Let $\bbZ_{M_1\times N}=\bbT^{\frac{1}{2}}\bbX$ where $(\bbT^{\frac{1}{2}})^2=\bbT$ is a positive definite matrix and $\bbX$ consists of independent random variables with mean zero…