Zhao, Hao Zhu; Zhang, Yong The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption. (English) Zbl 1502.60034 Acta Math. Sin., Engl. Ser. 38, No. 11, 2039-2056 (2022). MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{H. Z. Zhao} and \textit{Y. Zhang}, Acta Math. Sin., Engl. Ser. 38, No. 11, 2039--2056 (2022; Zbl 1502.60034) Full Text: DOI
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
Heiny, Johannes Large sample correlation matrices: a comparison theorem and its applications. (English) Zbl 1498.60033 Electron. J. Probab. 27, Paper No. 94, 20 p. (2022). MSC: 60B20 60G10 60G57 60G70 60F05 PDFBibTeX XMLCite \textit{J. Heiny}, Electron. J. Probab. 27, Paper No. 94, 20 p. (2022; Zbl 1498.60033) Full Text: DOI arXiv Link
Tang, Ping; Lu, Rongrong; Xie, Junshan Asymptotic distribution of the maximum interpoint distance for high-dimensional data. (English) Zbl 1498.60099 Stat. Probab. Lett. 190, Article ID 109567, 7 p. (2022). MSC: 60F05 62H10 PDFBibTeX XMLCite \textit{P. Tang} et al., Stat. Probab. Lett. 190, Article ID 109567, 7 p. (2022; Zbl 1498.60099) Full Text: DOI
Cai, T. Tony; Jiang, Tiefeng; Li, Xiaoou Asymptotic analysis for extreme eigenvalues of principal minors of random matrices. (English) Zbl 1486.60010 Ann. Appl. Probab. 31, No. 6, 2953-2990 (2021). Reviewer: Ecaterina Sava-Huss (Innsbruck) MSC: 60B20 60F99 60K35 15B52 15A18 PDFBibTeX XMLCite \textit{T. T. Cai} et al., Ann. Appl. Probab. 31, No. 6, 2953--2990 (2021; Zbl 1486.60010) Full Text: DOI arXiv
Heiny, Johannes; Mikosch, Thomas; Yslas, Jorge Point process convergence for the off-diagonal entries of sample covariance matrices. (English) Zbl 1479.60101 Ann. Appl. Probab. 31, No. 2, 538-560 (2021). MSC: 60G55 60G70 60F10 60G50 62F05 PDFBibTeX XMLCite \textit{J. Heiny} et al., Ann. Appl. Probab. 31, No. 2, 538--560 (2021; Zbl 1479.60101) Full Text: DOI arXiv Link
Jiang, Tiefeng; Xie, Junshan Limiting behavior of largest entry of random tensor constructed by high-dimensional data. (English) Zbl 1471.60031 J. Theor. Probab. 33, No. 4, 2380-2400 (2020). MSC: 60F05 62H10 PDFBibTeX XMLCite \textit{T. Jiang} and \textit{J. Xie}, J. Theor. Probab. 33, No. 4, 2380--2400 (2020; Zbl 1471.60031) Full Text: DOI arXiv
Fan, Jianqing; Jiang, Tiefeng Largest entries of sample correlation matrices from equi-correlated normal populations. (English) Zbl 1435.62077 Ann. Probab. 47, No. 5, 3321-3374 (2019). Reviewer: Kévin Allan Sales Rodrigues (São Paulo) MSC: 62E20 62H10 62H15 60F05 62G32 PDFBibTeX XMLCite \textit{J. Fan} and \textit{T. Jiang}, Ann. Probab. 47, No. 5, 3321--3374 (2019; Zbl 1435.62077) Full Text: DOI Euclid
Leung, Dennis; Shao, Qiman Asymptotic power of Rao’s score test for independence in high dimensions. (English) Zbl 1442.62130 Bernoulli 25, No. 1, 241-263 (2019). MSC: 62H15 62H20 62E20 PDFBibTeX XMLCite \textit{D. Leung} and \textit{Q. Shao}, Bernoulli 25, No. 1, 241--263 (2019; Zbl 1442.62130) Full Text: DOI arXiv Euclid
Leung, Dennis; Drton, Mathias Testing independence in high dimensions with sums of rank correlations. (English) Zbl 1415.62038 Ann. Stat. 46, No. 1, 280-307 (2018). MSC: 62H15 60F05 62G30 60G44 PDFBibTeX XMLCite \textit{D. Leung} and \textit{M. Drton}, Ann. Stat. 46, No. 1, 280--307 (2018; Zbl 1415.62038) Full Text: DOI arXiv
Cai, T. Tony; Ren, Zhao; Zhou, Harrison H. Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation. (English) Zbl 1331.62272 Electron. J. Stat. 10, No. 1, 1-59 (2016). MSC: 62H12 62F12 62G09 62H25 PDFBibTeX XMLCite \textit{T. T. Cai} et al., Electron. J. Stat. 10, No. 1, 1--59 (2016; Zbl 1331.62272) Full Text: DOI Euclid
Shao, Qi-Man; Zhou, Wen-Xin Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices. (English) Zbl 1354.60020 Ann. Probab. 42, No. 2, 623-648 (2014). MSC: 60F05 60B20 60F10 62E20 PDFBibTeX XMLCite \textit{Q.-M. Shao} and \textit{W.-X. Zhou}, Ann. Probab. 42, No. 2, 623--648 (2014; Zbl 1354.60020) Full Text: DOI arXiv Euclid
Xiao, Han; Wu, Wei Biao Asymptotic theory for maximum deviations of sample covariance matrix estimates. (English) Zbl 1284.62122 Stochastic Processes Appl. 123, No. 7, 2899-2920 (2013). MSC: 62E20 62H10 62H15 PDFBibTeX XMLCite \textit{H. Xiao} and \textit{W. B. Wu}, Stochastic Processes Appl. 123, No. 7, 2899--2920 (2013; Zbl 1284.62122) Full Text: DOI
Jiang, Tiefeng; Yang, Fan Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions. (English) Zbl 1277.62149 Ann. Stat. 41, No. 4, 2029-2074 (2013). MSC: 62H15 60F05 62E20 62H10 65C60 PDFBibTeX XMLCite \textit{T. Jiang} and \textit{F. Yang}, Ann. Stat. 41, No. 4, 2029--2074 (2013; Zbl 1277.62149) Full Text: DOI arXiv Euclid
Li, Deli; Qi, Yongcheng; Rosalsky, Andrew On Jiang’s asymptotic distribution of the largest entry of a sample correlation matrix. (English) Zbl 1275.62037 J. Multivariate Anal. 111, 256-270 (2012). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62E20 62H20 PDFBibTeX XMLCite \textit{D. Li} et al., J. Multivariate Anal. 111, 256--270 (2012; Zbl 1275.62037) Full Text: DOI arXiv
Cai, T. Tony; Jiang, Tiefeng Phase transition in limiting distributions of coherence of high-dimensional random matrices. (English) Zbl 1352.60006 J. Multivariate Anal. 107, 24-39 (2012). MSC: 60B20 62H12 60F05 60F15 62H10 PDFBibTeX XMLCite \textit{T. T. Cai} and \textit{T. Jiang}, J. Multivariate Anal. 107, 24--39 (2012; Zbl 1352.60006) Full Text: DOI arXiv
Cai, T. Tony; Jiang, Tiefeng Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices. (English) Zbl 1220.62066 Ann. Stat. 39, No. 3, 1496-1525 (2011). MSC: 62H15 15B52 62E20 60F15 62H10 PDFBibTeX XMLCite \textit{T. T. Cai} and \textit{T. Jiang}, Ann. Stat. 39, No. 3, 1496--1525 (2011; Zbl 1220.62066) Full Text: DOI arXiv