Title: Limiting laws for spiked eigenvalues and largest non-spiked eigenvalues of sample covariance matrices in elliptical distributions

Speaker:   Prof. Wang Zhou ( University of Singapore )

Time: Thur, May.6 2021, AM: 10:10-11:00

Location: Tencent Conference

Meeting  Number: 153 856 755

Inviter: Dr. Shaochen Wang

Abstract:

       In this talk, I will discuss limiting laws for spiked eigenvalues and largest non-spiked eigenvalues of sample covariance matrices in elliptical distributions.