Browsing by Author Pan, Guangming

Showing results 1 to 20 of 20
Issue DateTitleAuthor(s)
 2017A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity testBai, Zhidong; Pan, Guangming; Yin, Yanqing
2015CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample sizeChen, Binbin; Pan, Guangming
2014Comparison between two types of large sample covariance matricesPan, Guangming
2012The convergence of the empirical distribution of canonical correlation coefficientsYang, Yanrong; Pan, Guangming
2015Convergence of the empirical spectral distribution function of Beta matricesBai, Zhidong; Hu, Jiang; Pan, Guangming; Zhou, Wang
 2012A deterministic equivalent for the analysis of non-gaussian correlated MIMO multiple access channelsWen, Chao-Kai; Pan, Guangming; Wong, Kai-Kit; Guo, Meihui; Chen, Jung-Chieh
2023Factor modeling for clustering high-dimensional time seriesZhang, Bo; Pan, Guangming; Yao, Qiwei; Zhou, Wang
2016Fluctuations of Linear Eigenvalues Statistics for Wigner Matrices: Edge CasePan, Guangming; Wang, Shaochen; Zhou, Wang
2015Independence test for high dimensional data based on regularized canonical correlation coefficientsYang, Yanrong; Pan, Guangming
 2015Large dimensional empirical likelihoodChen, Binbin; Pan, Guangming; Yang, Qing; Zhou, Wang
2017Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theoryPan, Guangming; Wang, Shaochen; Zhou, Wang
2015The logarithmic law of random determinantBao, Zhigang; Pan, Guangming; Zhou, Wang
2016On SURE-Type Double Shrinkage EstimationJing, Bing-Yi; Li, Zhouping; Pan, Guangming; Zhou, Wang
2015Spectral statistics of large dimensional Spearman’s rank correlation matrix and its applicationBao, Zhigang; Lin, Liang-Ching; Pan, Guangming; Zhou, Wang
2017Test of independence for high-dimensional random vectors based on freeness in block correlation matricesBao, Zhigang; Hu, Jiang; Pan, Guangming; Zhou, Wang
2012Tracy-Widom law for the extreme eigenvalues of sample correlation matricesBao, Zhigang; Pan, Guangming; Zhou, Wang
2014Universality for a global property of the eigenvectors of Wigner matricesBao, Zhigang; Pan, Guangming; Zhou, Wang
2015Universality for the largest eigenvalue of sample covariance matrices with general populationBao, Zhigang; Pan, Guangming; Zhou, Wang
2019Weighted covariance matrix estimationYang, Guangren; Liu, Yiming; Pan, Guangming
2017Weighted Statistic in Detecting Faint and Sparse Alternatives for High-Dimensional Covariance MatricesYang, Qing; Pan, Guangming