Zobrazeno 1 - 10
of 229
pro vyhledávání: '"Qi, Yongcheng"'
Autor:
Jiang, Tiefeng, Qi, Yongcheng
Consider a high-dimensional Wishart matrix $\bd{W}=\bd{X}^T\bd{X}$ where the entries of $\bd{X}$ are i.i.d. random variables with mean zero, variance one, and a finite fourth moment $\eta$. Motivated by problems in signal processing and high-dimensio
Externí odkaz:
http://arxiv.org/abs/2410.15160
Consider two types of products of independent random matrices, including products of Ginibre matrices and inverse Ginibre matrices and products of truncated Haar unitary matrices and inverse truncated Haar matrices. Each product matrix has $m$ multip
Externí odkaz:
http://arxiv.org/abs/2403.08015
Autor:
Hu, Mingyue, Qi, Yongcheng
Consider the likelihood ratio test (LRT) statistics for the independence of sub-vectors from a $p$-variate normal random vector. We are devoted to deriving the limiting distributions of the LRT statistics based on a random sample of size $n$. It is w
Externí odkaz:
http://arxiv.org/abs/2207.10191
In this paper we consider the estimation problem for high quantiles of a heavy-tailed distribution from block data when only a few largest values are observed within blocks. We propose estimators for high quantiles and prove that these estimators are
Externí odkaz:
http://arxiv.org/abs/2207.07988
Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. non-degenerate real-valued random variables with $\mathbb{E}X^{2} < \infty$. Let $S_{n} = \sum_{i=1}^{n} X_{i}$, $n \geq 1$. Let $g(\cdot): ~[0, \infty) \rightarrow [0, \infty)$ be a nondecreasing
Externí odkaz:
http://arxiv.org/abs/2207.03545
Autor:
Qi, Yongcheng, Zhou, Yingchao
Given a random sample of size $n$ from a $p$ dimensional random vector, where both $n$ and $p$ are large, we are interested in testing whether the $p$ components of the random vector are mutually independent. This is the so-called complete independen
Externí odkaz:
http://arxiv.org/abs/2201.08492
Pearson's chi-squared test is widely used to test the goodness of fit between categorical data and a given discrete distribution function. When the number of sets of the categorical data, say $k$, is a fixed integer, Pearson's chi-squared test statis
Externí odkaz:
http://arxiv.org/abs/2112.03231
Autor:
Guo, Wenchuan, Qi, Yongcheng
Consider $k$ independent random samples from $p$-dimensional multivariate normal distributions. We are interested in the limiting distribution of the log-likelihood ratio test statistics for testing for the equality of $k$ covariance matrices. It is
Externí odkaz:
http://arxiv.org/abs/2110.02384
Autor:
Qi, Yongcheng, Zhao, Hongru
In this paper, we consider $m$ independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the $m$ rectangular matrices is an $n$ by $n$ square
Externí odkaz:
http://arxiv.org/abs/2104.03244
Autor:
Miao, Yu, Qi, Yongcheng
Consider a truncated circular unitary matrix which is a $p_n$ by $p_n$ submatrix of an $n$ by $n$ circular unitary matrix after deleting the last $n-p_n$ columns and rows. Jiang and Qi \cite{JiangQi2017} and Gui and Qi \cite{GQ2018} study the limitin
Externí odkaz:
http://arxiv.org/abs/2008.11021