Hi! ๐ I am currently a Postdoctoral Fellow in the Department of Mathematics at the University of Hong Kong, where I am mentored by Dr. Zhigang Bao.
[* = corresponding author]
Jiaxin Qiu, Zeng Li*, Jianfeng Yao (2023). Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n->infinity and applications. The Annals of Statistics, 51(3): 1427-1451. [PDF]
Zhanting Long, Zeng Li*, Ruitao Lin, Jiaxin Qiu (2023). On singular values of large dimensional lag-tau sample auto-correlation matrices. Journal of Multivariate Analysis, 197. [PDF]
Jiaxin Qiu, Zeng Li*, Jianfeng Yao (2024). Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix. Journal of the American Statistical Association (in press). [PDF]
[The preprints on this website may be more up-to-date than their arXiv versions.]
Qianqian Jiang, Jiaxin Qiu, Zeng Li* (2025+). On eigenvalues of sample covariance matrices based on high-dimensional compositional data. Submitted. [PDF]
Jiaxin Qiu, Zeng Li*, Jianfeng Yao (2025+). On spiked eigenvalues of general sample covariance matrices under extreme aspect ratio. Working Paper.
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