research
∙
12/12/2022
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes
In this paper, we establish the central limit theorem (CLT) for linear s...
share
research
∙
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...
research
∙
01/28/2022
