Showing results 5 to 9 of 9
< previous
Title | Author(s) | Issue Date | |
---|---|---|---|
Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application Journal:Scandinavian Journal of Statistics | 2018 | ||
A local moments estimation of the spectrum of a large dimensional covariance matrix Journal:Statistica Sinica | 2014 | ||
On structure testing for component covariance matrices of a high dimensional mixture Journal:Journal of the Royal Statistical Society. Series B: Statistical Methodology | 2018 | ||
On structure testing for component covariance matrices of a high-dimensional mixture Proceeding/Conference:Joint Statistical Meeting, JSM 2017 | 2017 | ||
The Left-digit Effect in Price and Date Perception Proceeding/Conference:Hong Kong Psychological Society Annual Conference | 2010 |