
Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm
In this paper, we establish some new central limit theorems for certain ...
read it

Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
In this paper, we consider the separable covariance model, which plays a...
read it

ModelFree Tests for Series Correlation in Multivariate Linear Regression
Testing for series correlation among error terms is a basic problem in l...
read it

On singular value distribution of large dimensional data matrices whose columns have different correlations
Suppose Y_n=( y_1,..., y_n) is a p× n data matrix whose columns y_j, 1...
read it
Yanqing Yin
is this you? claim profile