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06/15/2023
A CLT for the difference of eigenvalue statistics of sample covariance matrices
In the case where the dimension of the data grows at the same rate as th...
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11/01/2022
Fluctuations of the diagonal entries of a large sample precision matrix
For a given p× n data matrix X_n with i.i.d. centered entries and a popu...
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08/31/2022
Limiting spectral distribution for large sample correlation matrices
In this paper, we consider the empirical spectral distribution of the sa...
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03/10/2022
Likelihood ratio tests under model misspecification in high dimensions
We investigate the likelihood ratio test for a large block-diagonal cova...
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07/21/2021
Linear spectral statistics of sequential sample covariance matrices
Independent p-dimensional vectors with independent complex or real value...
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05/24/2019