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09/02/2023
Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix
Determining the number of factors in high-dimensional factor modeling is...
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08/21/2022
Multiple Descent in the Multiple Random Feature Model
Recent works have demonstrated a double descent phenomenon in over-param...
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12/11/2021
On spectral distribution of sample covariance matrices from large dimensional and large k-fold tensor products
We study the eigenvalue distributions for sums of independent rank-one k...
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11/26/2021
Implicit Data-Driven Regularization in Deep Neural Networks under SGD
Much research effort has been devoted to explaining the success of deep ...
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09/14/2021
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n →∞ and applications
The asymptotic normality for a large family of eigenvalue statistics of ...
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08/04/2021
Linear regression under model uncertainty
We reexamine the classical linear regression model when the model is sub...
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05/17/2021
Eigenvalue distribution of a high-dimensional distance covariance matrix with application
We introduce a new random matrix model called distance covariance matrix...
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04/05/2021
ERStruct: An Eigenvalue Ratio Approach to Inferring Population Structure from Sequencing Data
Inference of population structure from genetic data plays an important r...
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03/10/2021
Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors
This paper reexamines the seminal Lagrange multiplier test for cross-sec...
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06/03/2020
Whitening long range dependence in large sample covariance matrices of multivariate stationary processes
Let 𝐗 be an N× T data matrix which can be represented as 𝐗=𝐂_N^1/2𝐙𝐑_T^1...
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03/08/2020
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
Consider a p-dimensional population x∈R^p with iid coordinates in the do...
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06/23/2019
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
This paper studies the joint limiting behavior of extreme eigenvalues an...
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01/28/2019
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Sample spatial-sign covariance matrix is a much-valued alternative to sa...
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01/08/2019
On Laplacian spectrum of dendrite trees
For dendrite graphs from biological experiments on mouse's retinal gangl...
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08/10/2018
On testing for high-dimensional white noise
Testing for white noise is a classical yet important problem in statisti...
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01/20/2018