Pan, Guangming
- 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)
- Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices
2017/11/01 by Tommaso Cai, Xiao Han, Cai, Tony +3 · 4 citations
Mathematics · #60F05 #62H25 #Advanced Combinatorial Mathematics #FOS: Mathematics #Random Matrices and Applications #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics
- 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)
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
2020/09/23 by Zhixiang Zhang, Zhang, Zhixiang, Shurong Zheng +5 · 2 citations
Mathematics · Physics and Astronomy · #Random Matrices and Applications #Stochastic processes and statistical mechanics #Quantum optics and atomic interactions
- Universality for a global property of the eigenvectors of Wigner matrices
2012/11/12 by Zhigang Bao, Bao, Zhigang, Guangming Pan +3 · 1 citation
Mathematics · #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications
- Asymptotic distribution of spiked eigenvalues in the large signal-plus-noise models
2024/01/22 by Lin, Zeqin, Pan, Guangming, Zhao, Peng +1 · 1 citation
#60E05 #60F05 #FOS: Mathematics #Statistics Theory (math.ST)
- Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators
2024/04/28 by Lin, Zeqin, Pan, Guangming · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)