11 citations · 36 across the 10 of their papers we have counts for
5 papers · 1 filter
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…
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…