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08/18/2023
Phase transition for the smallest eigenvalue of covariance matrices
In this paper, we study the smallest non-zero eigenvalue of the sample c...
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12/22/2022
Extreme eigenvalues of Log-concave Ensemble
In this paper, we consider the log-concave ensemble of random matrices, ...
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07/13/2022
Spectral Statistics of Sample Block Correlation Matrices
A fundamental concept in multivariate statistics, sample correlation mat...
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03/09/2021
Quantitative CLT for linear eigenvalue statistics of Wigner matrices
In this article, we establish a near-optimal convergence rate for the CL...
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09/28/2020
Eigenvector distribution in the critical regime of BBP transition
In this paper, we study the random matrix model of Gaussian Unitary Ense...
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08/27/2020
Statistical inference for principal components of spiked covariance matrices
In this paper, we study the asymptotic behavior of the extreme eigenvalu...
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11/11/2019
On Cramér-von Mises statistic for the spectral distribution of random matrices
Let F_N and F be the empirical and limiting spectral distributions of an...
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07/29/2019
Principal components of spiked covariance matrices in the supercritical regime
In this paper, we study the asymptotic behavior of the extreme eigenvalu...
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09/27/2018
Singular vector and singular subspace distribution for the matrix denoising model
In this paper, we study the matrix denosing model Y=S+X, where S is a lo...
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12/04/2017
