Citation: Zhigang Bao et al., UNIVERSALITY FOR THE LARGEST EIGENVALUE OF SAMPLE COVARIANCE MATRICES WITH GENERAL POPULATION, Annals of statistics , 43(1), 2015, pp. 382-421
Authors:
Zhigang Bao
Jiang Hu
Guangming Pan
Wang Zhou
Citation: Zhigang Bao et al., Canonical correlation coefficients of high-dimensional Gaussian vectors: Finite rank case, Annals of statistics , 47(1), 2019, pp. 612-640
Authors:
Zhigang Bao
Liang-Ching Lin
Guangming Pan
Wang Zhou
Citation: Zhigang Bao et al., SPECTRAL STATISTICS OF LARGE DIMENSIONAL SPEARMAN'S RANK CORRELATION MATRIX AND ITS APPLICATION, Annals of statistics , 43(6), 2015, pp. 2588-2623