11 citations · 36 across the 10 of their papers we have counts for
10 papers
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm
Yanqing Yin
In this paper, we establish some new central limit theorems for certain spectral statistics of a high-dimensional sample covariance matrix under a divergent spectral norm populatio…
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Huiqin Li, Yanqing Yin, Shurong Zheng
In this paper, we consider the separable covariance model, which plays an important role in wireless communications and spatio-temporal statistics and describes a process where the…
Model-Free Tests for Series Correlation in Multivariate Linear Regression
Yanqing Yin
Testing for series correlation among error terms is a basic problem in linear regression model diagnostics. The famous Durbin-Watson test and Durbin's h-test rely on certain model…
On singular value distribution of large dimensional data matrices whose columns have different correlations
Yanqing Yin
Suppose is a data matrix whose columns have different correlations. The asymptotic spectral…
Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
Yanqing Yin
As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to in…
No eigenvalues outside the limiting support of the spectral distribution of general sample covariance matrices
Yanqing Yin
This paper is to investigate the spectral properties of sample covariance matrices under a more general population. We consider a class of matrices of the form $\mathbf S_n=\frac1n…
Homoscedasticity tests for both low and high-dimensional fixed design regressions
Zhidong Bai, Guangming Pan, Yanqing Yin
This paper is to prove the asymptotic normality of a statistic for detecting the existence of heteroscedasticity for linear regression models without assuming randomness of covaria…
Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
Yanqing Yin, Zhidong Bai
In this paper, convergence rates of the spectral distributions of quaternion self-dual Hermitian matrices are investigated. We show that under conditions of finite 6th moments, the…
On the limit of extreme eigenvalues of large dimensional random quaternion matrices
Yanqing Yin, Zhidong Bai, Jiang Hu
Since E.P.Wigner (1958) established his famous semicircle law, lots of attention has been paid by physicists, probabilists and statisticians to study the asymptotic properties of t…
On the semicircular law of large dimensional random quaternion matrices
Yanqing Yin, Zhidong Bai, Jiang Hu
It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of quaternion self-dual Hermitian matrices with Gaussian random elements. There is a hu…