In this paper, we will derive the universality of the largest eigenvalue of a class of large dimensional real or complex sample covariance matrices in the form of WN = Σ1/2XX∗Σ1/2. Here X = (xij)M,N… (More)

Suppose that we have n observations from a p-dimensional population. We are interested in testing that the p variates of the population are independent under the situation where p goes to infinity as… (More)

Let X and Y be two independent continuous random variables. We make statistical inference about theta=P(X<Y), the so-called stress-strength model, through the Edgeworth expansions and the bootstrap… (More)

Let X = (Xij) be a p × n data matrix, where the n columns form a random sample of size n from a certain p-dimensional distribution. Let R = (ρij) be the p × p sample correlation coefficient matrix of… (More)