期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2021; 10 (2)
We focus on regression problems in which the predictors are naturally in the form of matrices. Reduced rank regression and related regularized method ......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2021; 10 (2)
In this paper, we derive the Tracy-Widom law for the largest eigenvalue of sample covariance matrix generated by the vector autoregressive moving aver......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2021; 10 (2)
In order to further improve the efficiency of parameter estimation and reduce the number of estimated parameters, we adopt dimension reduction ideas o......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2021; 10 (3)
It is known from [G. Filipuk and W. Van Assche, Discrete orthogonal polynomials with hypergeometric weights and Painleve VI, Symmetry Integr. Geom. Me......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2021; 10 (1)
Roy's largest root is a common test statistic in multivariate analysis, statistical signal processing and related fields. According to Anderson [An In......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2)
We consider a panel data partially linear single-index models (PDPLSIM) with errors correlated in space and time. A serially correlated error structur......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2)
In this paper, we study the Hankel determinant associated with the degenerate Laguerre unitary ensemble (dLUE). This problem originates from the large......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2)
In [Spectrum of SYK model, preprint (2018), arXiv:1801.10073], we proved the almost sure convergence of eigenvalues of the SYK model, which can be vie......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2)
The monitoring of high-dimensional data streams has become increasingly important for real-time detection of abnormal activities in many statistical p......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2)
In this paper, we study the strong convergence of empirical spectral distribution (ESD) of the large quaternion sample covariance matrices and correla......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2)
Let lambda(max), lambda(min) be respectively the largest and smallest eigenvalues of beta-Laguerre ensembles with parameters (n, p, beta). For fixed b......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (3)
This paper develops an outlier detection procedure for multinomial data when the number of categories tends to infinity. Most of the outlier detection......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (3)
In this paper, we decompose the volatility of a diffusion process into systematic and idiosyncratic components, which are not identified with observat......
期刊： RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (3)
In this paper, we propose some new tests for high-dimensional covariance matrices that are applicable to generally distributed populations with finite......
