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Jiangfeng Yao
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All published works
Action
Title
Year
Authors
+
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
2014
Shurong Zheng
Zhidong Bai
Jiangfeng Yao
Common Coauthors
Coauthor
Papers Together
Zhidong Bai
1
Shurong Zheng
1
Commonly Cited References
Action
Title
Year
Authors
# of times referenced
+
High Dimensional Statistical Inference and Random Matrices
2006
Iain M. Johnstone
1
+
PDF
Chat
CLT for linear spectral statistics of large-dimensional sample covariance matrices
2004
Zhidong Bai
Jack W. Silverstein
1
+
Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices
1995
Jack W. Silverstein
1
+
PDF
Chat
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
1998
Zhidong Bai
Jack W. Silverstein
1
+
PDF
Chat
Adaptive Thresholding for Sparse Covariance Matrix Estimation
2011
Tommaso Cai
Weidong Liu
1
+
Some tests for the covariance matrix with fewer observations than the dimension under non-normality
2011
Muni S. Srivastava
Tõnu Kollo
Dietrich von Rosen
1
+
PDF
Chat
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
2009
Anna Lytova
L. А. Pastur
1
+
PDF
Chat
Central limit theorems for linear spectral statistics of large dimensional F-matrices
2012
Shurong Zheng
1
+
PDF
Chat
A note on testing the covariance matrix for large dimension
2005
Mélanie Birke
Holger Dette
1
+
PDF
Chat
Some Tests Concerning the Covariance Matrix in High Dimensional Data
2005
Muni S. Srivastava
1
+
Two sample tests for high-dimensional covariance matrices
2012
Jun Li
Song Xi Chen
1
+
PDF
Chat
On the sphericity test with large-dimensional observations
2013
Qinwen Wang
Jianfeng Yao
1
+
PDF
Chat
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
2002
Olivier Ledoit
Michael Wolf
1
+
Covariance regularization by thresholding
2008
Peter J. Bickel
Elizaveta Levina
1
+
PDF
Chat
Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
2008
Guangming Pan
Wang Zhou
1
+
PDF
Chat
Regularized estimation of large covariance matrices
2008
Peter J. Bickel
Elizaveta Levina
1
+
PDF
Chat
Corrections to LRT on large-dimensional covariance matrix by RMT
2009
Zhidong Bai
Dandan Jiang
Jianfeng Yao
Shurong Zheng
1