Jiahui Xie

Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices

Inference for spectral edges of large covariance matrices is a fundamental problem in high-dimensional statistics. A major difficulty is that the largest non-spiked sample eigenvalues, which serve as natural estimators of the edge, fluctuate on the Tracy--Widom scale. Consequently, valid inference requires accurate cen...