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04/25/2023
Asymptotic Distributions of Largest Pearson Correlation Coefficients under Dependent Structures
Given a random sample from a multivariate normal distribution whose cova...
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05/03/2022
Asymptotic Independence of the Sum and Maximum of Dependent Random Variables with Applications to High-Dimensional Tests
For a set of dependent random variables, without stationary or the stron...
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08/16/2021
Mean Test with Fewer Observation than Dimension and Ratio Unbiased Estimator for Correlation Matrix
Hotelling's T-squared test is a classical tool to test if the normal mea...
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01/26/2021
A general method for power analysis in testing high dimensional covariance matrices
Covariance matrix testing for high dimensional data is a fundamental pro...
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07/08/2020
Max-sum tests for cross-sectional dependence of high-demensional panel data
We consider a testing problem for cross-sectional dependence for high-di...
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10/28/2019
Limiting behavior of largest entry of random tensor constructed by high-dimensional data
Let X_k=(x_k1, ..., x_kp)', k=1,...,n, be a random sample of size n comi...
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05/21/2019
Asymptotic Analysis for Extreme Eigenvalues of Principal Minors of Random Matrices
Consider a standard white Wishart matrix with parameters n and p. Motiva...
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12/17/2018
