| On the sphericity test with large-dimensional observations Q Wang, J Yao | 80 | 2013 |
| Identifying the number of factors from singular values of a large sample auto-covariance matrix Z Li, Q Wang, J Yao | 45 | 2017 |
| Extreme eigenvalues of large-dimensional spiked Fisher matrices with application Q Wang, J Yao | 35 | 2017 |
| A note on the CLT of the LSS for sample covariance matrix from a spiked population model Q Wang, JW Silverstein, J Yao Journal of Multivariate Analysis 130, 194-207, 2014 | 25 | 2014 |
| Central limit theorem for linear spectral statistics of large dimensional Kendall’s rank correlation matrices and its applications Z Li, Q Wang, R Li The Annals of Statistics 49 (3), 1569-1593, 2021 | 20 | 2021 |
| Moment approach for singular values distribution of a large auto-covariance matrix Q Wang, J Yao | 11 | 2016 |
| Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models W Qinwen, S Zhonggen, Y Jianfeng | 10 | 2014 |
| Provable more data hurt in high dimensional least squares estimator Z Li, C Xie, Q Wang arXiv preprint arXiv:2008.06296, 2020 | 8 | 2020 |
| On eigenvalues of a high-dimensional spatial-sign covariance matrix W Li, Q Wang, J Yao, W Zhou Bernoulli 28 (1), 606-637, 2022 | 7 | 2022 |
| On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime Q Wang, J Yao Random Matrices: Theory and Applications 4 (04), 1550015, 2015 | 7 | 2015 |
| On eigenvalues of a high-dimensional Kendall’s rank correlation matrix with dependence Z Li, C Wang, Q Wang Science China Mathematics 66 (11), 2615-2640, 2023 | 6 | 2023 |
| Asymptotic normality and confidence intervals for prediction risk of the min-norm least squares estimator Z Li, C Xie, Q Wang International Conference on Machine Learning, 6533-6542, 2021 | 4 | 2021 |
| On eigenvalues of a high dimensional Kendall's rank correlation matrix with dependences C Wang, Q Wang, Z Li arXiv e-prints, arXiv: 2109.13624, 2021 | 1 | 2021 |
| Eigenvalue distribution of a high-dimensional distance covariance matrix with application W Li, Q Wang, J Yao arXiv preprint arXiv:2105.07641, 2021 | 1 | 2021 |
| Distance correlation test for high-dimensional independence W Li, Q Wang, J Yao Bernoulli 30 (4), 3165-3192, 2024 | | 2024 |
| Tests for large-dimensional shape matrices via Tyler’s M estimators R Li, W Li, Q Wang Journal of the American Statistical Association, 1-14, 2024 | | 2024 |
| A Technical tools W Li, Q Wang, J Yao | | |
| Supplementary Materials for “Asymptotic Normality and Confidence Intervals for Prediction Risks of the Min-Norm Least Squares Estimator” Z Li, C Xie, Q Wang | | |
