Work

Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices

Year: 2026

Type: article

Source: Applied and Computational Harmonic Analysis

DOI: 10.1016/j.acha.2026.101940

Authors: Xiucai Ding, Yun Li, Fan Yang

Institutions: University of California, Davis, Nankai University, Beijing Institute of Mathematical Sciences and Applications, Tsinghua University

Language: English

Topic: Random Matrices and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, Key Technologies Research and Development Program, National Key Research and Development Program of China

Awards: Collaborative Research: Random Matrices and Algorithms in High Dimension, G9000849692

OpenAlex ID: W4395443320

FWCI: 21.4

Cites: 59

Cited by: 19

Related to: 10