← All authors Guangming Pan Monash University (from arXiv:1904.06843, 2019) · ORCID · OpenAlex
53 papers in scope · 52 published · 1 on the econ.EM arXiv · 1,164 citations · h-index 20 (over the papers listed here)
Papers (1 of 53)
The mean tests with high dimensional data
published 2025 · Journal of Multivariate Analysis
Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis
published 2025 · Journal of the American Statistical Association · first circulated 2023
Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise
published 2025 · Bernoulli · 2 citations · first circulated 2023
with Xiaoyu Liu, Yiming Liu, Lingyue Zhang, Zhixiang Zhang
Reproducible Learning in Large-Scale Multiple Graphical Models
published 2024 · Statistica Sinica · 1 citations
with Jia Zhou, Zeming Zheng, Changchun Tan
Distributed inference for the quantile regression model based on the random weighted bootstrap
published 2024 · Information Sciences
with Peiwen Xiao, Xiaohui Liu, Anna Li
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference
published 2024 · The Annals of Statistics · 2 citations
with Huiqin Li, Yanqing Yin, Wang Zhou
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension
published 2023 · Scandinavian Journal of Statistics
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices
published 2023 · Bernoulli · 3 citations · first circulated 2020
with Zhixiang Zhang, Yiming Liu
Random or Nonrandom Signal in High-Dimensional Regimes
published 2022 · IEEE Transactions on Information Theory · 3 citations
with Yiming Liu, Ying-Chang Liang, Zhi-Xiang Zhang
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
published 2022 · The Annals of Statistics · 17 citations · first circulated 2020
with Zhixiang Zhang, Shurong Zheng, Ping-Shou Zhong
Testing Independence Between Two Spatial Random Fields
published 2020 · Journal of Agricultural Biological and Environmental Statistics · 1 citations
Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
published 2020 · Journal of the American Statistical Association · 24 citations · first circulated 2018
Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices
published 2020 · The Annals of Statistics · 59 citations · first circulated 2017
with Tianxi Cai, Xiao Han, Tommaso Cai
Efficient and positive semidefinite pre-averaging realized covariance estimator
published 2019 · Statistica Sinica
with Liang-Ching Lin, Ying Chen, Vladimir Spokoiny
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
published 2019 · Bernoulli · 15 citations
with Zhidong Bai, Huiqin Li
LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE
published 2019 · Econometric Theory · 4 citations
Weighted covariance matrix estimation
published 2019 · Computational Statistics & Data Analysis · 2 citations
with Guangren Yang, Yiming Liu
working paper 2019 · arXiv · 1 citations · first circulated 2016
Canonical correlation coefficients of high-dimensional Gaussian vectors: Finite rank case
published 2018 · The Annals of Statistics · 40 citations · first circulated 2014
with Zhigang Bao, Jiang Hu, Wang Zhou, Zhou Wang
CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series
published 2018 · The Annals of Statistics · 18 citations · first circulated 2016
Covariance estimation via sparse Kronecker structures
published 2018 · Bernoulli · 24 citations
A unified matrix model including both CCA and F matrices in multivariate analysis: The largest eigenvalue and its applications
published 2018 · Bernoulli · 16 citations · first circulated 2016
with Xiao Han, Qing Yang
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
published 2017 · Test · 4 citations
with Zhidong Bai, Yanqing Yin
The logarithmic law of sample covariance matrices near singularity
published 2017 · Bernoulli · 12 citations
with Xuejun Wang, Xiao Han
Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
published 2017 · Electronic Journal of Statistics · 16 citations · first circulated 2012
On high-dimensional change point problem
published 2016 · Science China Mathematics · 6 citations
The Tracy–Widom law for the largest eigenvalue of F type matrices
published 2016 · The Annals of Statistics · 30 citations · first circulated 2015
with Xiao Han, Bo Zhang, B. Zhang
High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 72 citations
Weighted Statistic in Detecting Faint and Sparse Alternatives for High-Dimensional Covariance Matrices
published 2015 · Journal of the American Statistical Association · 20 citations
with Qing Yang
On SURE-Type Double Shrinkage Estimation
published 2015 · Journal of the American Statistical Association · 16 citations
Spectral statistics of large dimensional Spearman’s rank correlation matrix and its application
published 2015 · The Annals of Statistics · 37 citations
with Zhigang Bao, Liang-Ching Lin, Wang Zhou
Convergence of the empirical spectral distribution function of Beta matrices
published 2015 · Bernoulli · 19 citations
CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
published 2015 · Bernoulli · 21 citations
with Bin-Bin Chen
Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices
published 2015 · IEEE Transactions on Information Theory · 30 citations
Large dimensional empirical likelihood
published 2015 · Statistica Sinica · 14 citations
On singular value distribution of large-dimensional autocovariance matrices
published 2015 · Journal of Multivariate Analysis · 20 citations
Universality for the largest eigenvalue of sample covariance matrices with general population
published 2015 · The Annals of Statistics · 100 citations
with Zhigang Bao, Zhou Wang
High dimensional mean–variance optimization through factor analysis
published 2014 · Journal of Multivariate Analysis · 6 citations
with Binbin Chen, Shih-Feng Huang
Shrinkage estimation of large dimensional precision matrix using random matrix theory
published 2014 · Statistica Sinica · 39 citations · first circulated 2012
with Cheng Wang, Longbing Cao
Linear observation based total least squares
published 2014 · Survey Review · 11 citations
with Yongjun Zhou, Hao Sun, Wei Guo
Testing Independence Among a Large Number of High-Dimensional Random Vectors
published 2013 · Journal of the American Statistical Association · 32 citations · first circulated 2012
Estimating multiple option Greeks simultaneously using random parameter regression
published 2012 · The Journal of Computational Finance · 5 citations
Convergence of the largest eigenvalue of normalized sample covariance matrices when $p$ and $n$ both tend to infinity with their ratio converging to zero
published 2012 · Bernoulli · 35 citations
with Beibei Chen
A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels
published 2012 · IEEE Transactions on Information Theory · 40 citations · first circulated 2011
with Chao-Kai Wen, Kai-Kit Wong, Meihui Guo, Jung-Chieh Chen
Factor modeling for high-dimensional time series: Inference for the number of factors
published 2012 · The Annals of Statistics · 62 citations · first circulated 2011
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step
published 2010 · The Annals of Statistics · 34 citations
Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
published 2010 · Journal of Multivariate Analysis · 23 citations
Circular law, extreme singular values and potential theory
published 2009 · Journal of Multivariate Analysis · 98 citations · first circulated 2007
On the Relationship Between MMSE-SIC and BI-GDFE Receivers for Large Multiple-Input Multiple-Output Channels
published 2008 · IEEE Transactions on Signal Processing · 33 citations
with Ying-Chang Liang, Eng Yeow Cheu, Li Bai
Central limit theorem of random quadratics forms involving random matrices
published 2007 · Statistics & Probability Letters · 2 citations
with Baiqi Miao, Baisuo Jin
Asymptotic Performance of MMSE Receivers for Large Systems Using Random Matrix Theory
published 2007 · IEEE Transactions on Information Theory · 91 citations
with Ying-Chang Liang, Zhidong Bai
Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter
published 2007 · IEEE Transactions on Information Theory · 2 citations
with Meihui Guo, Ying-Chang Liang
Some limiting theorems of some random quadratic forms
published 2005 · Statistics & Probability Letters · 2 citations
with Boqi Miao, Baisuo Jin
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