Hi! ๐ I am a final-year PhD candidate in statistics at HKU and SUSTech (joint program), fortuantely advised by Prof. Jianfeng (Jeff) Yao (CUHK-SZ) and Prof. Zeng Li (SUSTech).
[* = corresponding author]
[The preprints on this website may be more up-to-date than their arXiv versions.]
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n->infinity and applications [Link, PDF, Supplement]
Jiaxin Qiu, Zeng Li*, Jianfeng Yao (2023)
The Annals of Statistics (AoS), 51(3): 1427-1451.
On singular values of large dimensional lag-tau sample auto-correlation matrices [Link, PDF]
Zhanting Long, Zeng Li*, Ruitao Lin, Jiaxin Qiu (2023).
Journal of Multivariate Analysis (JMVA), 197.
Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix [arXiv, PDF]
Jiaxin Qiu, Zeng Li*, Jianfeng Yao (Sep, 2023).
Under review.
On eigenvalues of sample covariance matrices based on high-dimensional compositional data [arXiv, PDF]
Qianqian Jiang, Jiaxin Qiu, Zeng Li* (Dec, 2023).
Under review.
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