Lecture By Prof. Yangchun Zhang of Shanghai University
time: 2021-04-13

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.