42 citations · 65 across the 12 of their papers we have counts for
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math.ST2019★ 2 cited
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications
Zeng Li, Qinwen Wang, Runze Li
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous component…
math.ST2019★ 3 cited
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
Zeng Li, Fang Han, Jianfeng Yao
This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic reg…