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08/07/2023
Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices
Let _n =1/n(_n + ^1/2_n _n)(_n + ^1/2_n _n)^* where _n is a p × n matrix...
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03/30/2023
KOO approach for scalable variable selection problem in large-dimensional regression
An important issue in many multivariate regression problems is to elimin...
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03/22/2023
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices
Let _n =1/n(_n + ^1/2_n _n)(_n + ^1/2_n _n)^*, where _n is a p × n matri...
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03/02/2023
Application of fused graphical lasso to statistical inference for multiple sparse precision matrices
In this paper, the fused graphical lasso (FGL) method is used to estimat...
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02/03/2023
Analysis of the limiting spectral distribution of large dimensional General information-plus-noise type matrices
In this paper, we derive the analytical behavior of the limiting spectra...
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12/12/2022
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes
In this paper, we establish the central limit theorem (CLT) for linear s...
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10/08/2022
Spectrally-Corrected and Regularized Linear Discriminant Analysis for Spiked Covariance Model
In this paper, we propose an improved linear discriminant analysis, call...
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05/15/2022
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions
In this paper, we establish the central limit theorem (CLT) for linear s...
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03/27/2022
Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications
This paper aims to derive asymptotical distributions of the spiked eigen...
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01/28/2022
The limiting spectral distribution of large dimensional general information-plus-noise type matrices
Let X_n be n× N random complex matrices, R_n and T_n be non-random compl...
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04/10/2021
Spiked eigenvalues of noncentral Fisher matrix with applications
In this paper, we investigate the asymptotic behavior of spiked eigenval...
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01/02/2020
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
The goal of this study was to test the equality of two covariance matric...
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06/16/2019
Community Detection Based on the L_∞ convergence of eigenvectors in DCBM
Spectral clustering is one of the most popular algorithms for community ...
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04/11/2019
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices
The universality for the local spiked eigenvalues is a powerful tool to ...
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10/30/2018
Strong consistency of the AIC, BIC, C_p and KOO methods in high-dimensional multivariate linear regression
Variable selection is essential for improving inference and interpretati...
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08/16/2018
