Comparison between two types of large sample covariance matrices

by Pan, Guangming
Published 2014

CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size

by Chen, Binbin, Pan, Guangming
Published 2015

The convergence of the empirical distribution of canonical correlation coefficients

by Yang, Yanrong, Pan, Guangming
Published 2013

Weighted Statistic in Detecting Faint and Sparse Alternatives for High-Dimensional Covariance Matrices

by Yang, Qing, Pan, Guangming
Published 2017

Independence test for high dimensional data based on regularized canonical correlation coefficients

by Yang, Yanrong, Pan, Guangming
Published 2015

A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test

by Bai, Zhidong, Pan, Guangming, Yin, Yanqing
Published 2020

Tracy-Widom law for the extreme eigenvalues of sample correlation matrices

by Bao, Zhigang, Pan, Guangming, Zhou, Wang
Published 2013

Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory

by Pan, Guangming, Wang, Shaochen, Zhou, Wang
Published 2017

The logarithmic law of random determinant

by Bao, Zhigang, Pan, Guangming, Zhou, Wang
Published 2015

Universality for a global property of the eigenvectors of Wigner matrices

by Bao, Zhigang, Pan, Guangming, Zhou, Wang
Published 2014

Universality for the largest eigenvalue of sample covariance matrices with general population

by Bao, Zhigang, Pan, Guangming, Zhou, Wang
Published 2015

Fluctuations of Linear Eigenvalues Statistics for Wigner Matrices: Edge Case

by Pan, Guangming, Wang, Shaochen, Zhou, Wang
Published 2017

Weighted covariance matrix estimation

by Yang, Guangren, Liu, Yiming, Pan, Guangming
Published 2020

Tracy-widom law for the extreme eigenvalues of large signal-plus-noise matrices

by Zhang, Zhixiang, Liu, Yiming, Pan, Guangming
Published 2024

Large dimensional empirical likelihood

by Chen, Binbin, Pan, Guangming, Yang, Qing, Zhou, Wang
Published 2018

Test of independence for high-dimensional random vectors based on freeness in block correlation matrices

by Bao, Zhigang, Hu, Jiang, Pan, Guangming, Zhou, Wang
Published 2017

Convergence of the empirical spectral distribution function of Beta matrices

by Bai, Zhidong, Hu, Jiang, Pan, Guangming, Zhou, Wang
Published 2015

Factor modeling for clustering high-dimensional time series

by Zhang, Bo, Pan, Guangming, Yao, Qiwei, Zhou, Wang
Published 2023

Spectral statistics of large dimensional Spearman’s rank correlation matrix and its application

by Bao, Zhigang, Lin, Liang-Ching, Pan, Guangming, Zhou, Wang
Published 2015

On SURE-Type Double Shrinkage Estimation

by Jing, Bing-Yi, Li, Zhouping, Pan, Guangming, Zhou, Wang
Published 2017