Zeng Li

activity

20142026

most citedIdentifying the number of factors from singular values of a large sample auto-covariance matrix

42 citations · 65 across the 12 of their papers we have counts for

collaborators

Showing 2021Show all

2 papers · 1 filter

stat.ME2021★ 1 cited

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p / n \to \infty$ and applications

Jiaxin Qiu, Zeng Li, Jianfeng Yao

The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the di…

math.ST2021★ 1 cited

On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

Zeng Li, Cheng Wang, Qinwen Wang

This paper investigates limiting spectral distribution of a high-dimensional Kendall's rank correlation matrix. The underlying population is allowed to have general dependence stru…

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications

On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p / n \to \infty$ and applications