Xiucai Ding

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Questions related from Xiucai Ding

Does anyone happen to know how to deal with kernel random matrix without using any expansion (i.e., Taylor, series, orthogonal or bi-orthogonal)?

The literature all depends on some kind of expansion. It is useful for global analysis but not for local.

29 January 2019 6,768 1 View

What is the distribution of the angle between the sample eigenvector and population eigenvector in a spiked covariance matrix?

It is well-known that, in the high dimensional setting, when the dimension of a random vector is comparable to the length of observation, the eigenvector of the sample covariance matrix will live...

04 December 2016 9,257 2 View