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08/07/2023
Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices
Let _n =1/n(_n + ^1/2_n _n)(_n + ^1/2_n _n)^* where _n is a p × n matrix...
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03/22/2023
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices
Let _n =1/n(_n + ^1/2_n _n)(_n + ^1/2_n _n)^*, where _n is a p × n matri...
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02/03/2023
Analysis of the limiting spectral distribution of large dimensional General information-plus-noise type matrices
In this paper, we derive the analytical behavior of the limiting spectra...
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10/08/2022
Spectrally-Corrected and Regularized Linear Discriminant Analysis for Spiked Covariance Model
In this paper, we propose an improved linear discriminant analysis, call...
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01/28/2022