Preprint
Oct 2026
On Eigenvector Statistics of Large-Dimensional Sample Covariance Matrices with Applications
We study the eigenvector-weighted spectral statistics \[ T_n(\varphi,g)=p^{-1}tr\{\varphi(\boldsymbol{S}_n)g(\boldsymbol{\Sigma})\} \] of large-dimensional sample covariance matrices \(\boldsymbol{S}_n\) with population covariance \(\boldsymbol{\Sigma}\). These statistics combine functions of sample eigenvalues with sa...
Wei-Ming Li, Zeng Li, Qin-Wen Wang
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