Fan Yang · wovepaper

activity

20162026

most citedEdge universality of separable covariance matrices

22 citations · 181 across the 28 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.PR2021★ 1 cited

Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors

Fan Yang

Consider two high-dimensional random vectors $x \in R^{p}$ and $y \in R^{q}$ with finite rank correlations. More precisely, suppose…

math.PR2021★ 8 cited

Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations

Zongming Ma, Fan Yang

Consider two random vectors $x \in R^{p}$ and $y \in R^{q}$ of the forms $\widetilde{\mathbf x}=A\mathbf z+\mathbf C_1^{1/2}\mat…