Lai, Jiayu; Wang, Xiaoyi; Zhao, Kaige; Zheng, Shurong Block-diagonal test for high-dimensional covariance matrices. (English) Zbl 1516.62058 Test 32, No. 1, 447-466 (2023). MSC: 62H15 62E20 62H10 PDFBibTeX XMLCite \textit{J. Lai} et al., Test 32, No. 1, 447--466 (2023; Zbl 1516.62058) Full Text: DOI
Yin, Yanqing; Zheng, Shurong; Zou, Tingting Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices. (English) Zbl 07666807 Bernoulli 29, No. 2, 984-1006 (2023). MSC: 62Hxx 15Bxx 60Fxx PDFBibTeX XMLCite \textit{Y. Yin} et al., Bernoulli 29, No. 2, 984--1006 (2023; Zbl 07666807) Full Text: DOI Link
Fan, Jianqing; Guo, Jianhua; Zheng, Shurong Estimating number of factors by adjusted eigenvalues thresholding. (English) Zbl 1507.62258 J. Am. Stat. Assoc. 117, No. 538, 852-861 (2022). MSC: 62H25 60B20 PDFBibTeX XMLCite \textit{J. Fan} et al., J. Am. Stat. Assoc. 117, No. 538, 852--861 (2022; Zbl 1507.62258) Full Text: DOI arXiv
Zhang, Zhixiang; Zheng, Shurong; Pan, Guangming; Zhong, Ping-Shou Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices. (English) Zbl 07610768 Ann. Stat. 50, No. 4, 2205-2230 (2022). MSC: 62E20 62H15 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Ann. Stat. 50, No. 4, 2205--2230 (2022; Zbl 07610768) Full Text: DOI arXiv
Yin, Yanqing; Li, Changcheng; Tian, Guoliang; Zheng, Shurong Spectral properties of rescaled sample correlation matrix. (English) Zbl 07601226 Stat. Sin. 32, No. 4, 2007-2022 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Yin} et al., Stat. Sin. 32, No. 4, 2007--2022 (2022; Zbl 07601226) Full Text: DOI
Zou, Tingting; Zheng, Shurong; Bai, Zhidong; Yao, Jianfeng; Zhu, Hongtu CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data. (English) Zbl 1486.60048 Stat. Pap. 63, No. 2, 605-664 (2022). MSC: 60F05 15B52 62E20 PDFBibTeX XMLCite \textit{T. Zou} et al., Stat. Pap. 63, No. 2, 605--664 (2022; Zbl 1486.60048) Full Text: DOI arXiv
Zheng, Shurong; He, Xuming; Guo, Jianhua Hypothesis testing for block-structured correlation for high-dimensional variables. (English) Zbl 1524.62273 Stat. Sin. 32, No. 2, 719-735 (2022). MSC: 62H15 62H10 62E20 PDFBibTeX XMLCite \textit{S. Zheng} et al., Stat. Sin. 32, No. 2, 719--735 (2022; Zbl 1524.62273) Full Text: DOI
Lin, Ruitao; Liu, Zhongying; Zheng, Shurong; Yin, Guosheng Power computation for hypothesis testing with high-dimensional covariance matrices. (English) Zbl 1466.62138 Comput. Stat. Data Anal. 104, 10-23 (2016). MSC: 62-08 62H15 PDFBibTeX XMLCite \textit{R. Lin} et al., Comput. Stat. Data Anal. 104, 10--23 (2016; Zbl 1466.62138) Full Text: DOI
Zheng, Shurong; Bai, Zhidong; Yao, Jianfeng Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing. (English) Zbl 1312.62074 Ann. Stat. 43, No. 2, 546-591 (2015). MSC: 62H15 62H10 15B52 PDFBibTeX XMLCite \textit{S. Zheng} et al., Ann. Stat. 43, No. 2, 546--591 (2015; Zbl 1312.62074) Full Text: DOI arXiv Euclid
Zheng, Shurong; Bai, Zhidong; Yao, Jianfeng CLT for linear spectral statistics of a rescaled sample precision matrix. (English) Zbl 1330.15045 Random Matrices Theory Appl. 4, No. 4, Article ID 1550014, 43 p. (2014). MSC: 15B52 60B20 60F05 62H10 62J10 PDFBibTeX XMLCite \textit{S. Zheng} et al., Random Matrices Theory Appl. 4, No. 4, Article ID 1550014, 43 p. (2014; Zbl 1330.15045) Full Text: DOI