Zhou, Wang
- Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
2017/04/08 by Zhigang Bao, Jiang Hu, Bao, Zhigang +5 · 4 citations
Mathematics · #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #FOS: Mathematics #Random Matrices and Applications #Statistics Theory (math.ST)
- Circular law, Extreme Singular values and Potential theory
2007/05/25 by Pan, Guangming, Zhou, Wang · 2 citations
#15A52 #31A15 #60F15 #Complex Variables (math.CV) #FOS: Mathematics #Probability (math.PR)
- Factor Modelling for Clustering High-dimensional Time Series
2021/01/06 by Zhang, Bo, Pan, Guangming, Yao, Qiwei +1 · 3 citations
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test
2018/03/21 by Hu, Jiang, Li, Weiming, Liu, Zhi +1 · 2 citations
#FOS: Mathematics #Statistics Theory (math.ST)
- Universality for a global property of the eigenvectors of Wigner matrices
2012/11/12 by Zhigang Bao, Guangming Pan, Bao, Zhigang +3 · 1 citation
Mathematics · #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions
2019/01/16 by Jun Wen, Wen, Jun, Xie, Jiahui +2 · 1 citation
Mathematics · Computer Science · #Random Matrices and Applications #Statistical Methods and Bayesian Inference #Bayesian Methods and Mixture Models
- On eigenvalues of a high-dimensional spatial-sign covariance matrix
2019/01/28 by Weiming Li, Li, Weiming, Qinwen Wang +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Random Matrices and Applications #Spatial and Panel Data Analysis #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)
- Knowledge Transfer across Multiple Principal Component Analysis Studies
2024/03/12 by Zeyu Li, Kangxiang Qin, Li, Zeyu +7 · 1 citation
Chemistry · #Spectroscopy and Chemometric Analyses