Title: Tracy-Widom limit of sample covariance matrices without independent structures in columns
Speaker: Prof. Yangchun Zhang (Shanghai University)
Time: Thur, Apr.15 2021, AM: 10:10-10:50
Location: Tencent Conference
Meeting Number: 749 351 635
Inviter: Dr. Shaochen Wang
Abstract:
In this talk, we introduce two statistical models whose sample covariance matrices do not have independent structures in columns. Besides, some applications in model checking and permutation test are introduced.