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20142019
most citedLimiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices

16 citations · 23 across the 4 of their papers we have counts for

collaborators

5 papers

math.ST2019★ 6 cited

Universal Rank Inference via Residual Subsampling with Application to Large Networks

Xiao Han, Qing Yang, Yingying Fan

Determining the precise rank is an important problem in many large-scale applications with matrix data exploiting low-rank plus noise models. In this paper, we suggest a universal…

stat.ME2019★ 1 cited

SIMPLE: Statistical Inference on Membership Profiles in Large Networks

Jianqing Fan, Yingying Fan, Xiao Han +1

Network data is prevalent in many contemporary big data applications in which a common interest is to unveil important latent links between different pairs of nodes. Yet a simple f…

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…

math.ST2014

High Dimensional Correlation Matrices: CLT and Its Applications

Jiti Gao, Xiao Han, Guangming Pan +1

Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT)…