Author

Jiahui Xie

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Preprint Oct 2026

Staircase phase transitions for the largest eigenvalue of heavy-tailed sample correlation matrices

We establish staircase phase transitions for the largest eigenvalue of heavy-tailed sample correlation matrices formed from a $p_n \times n$ data matrix with i.i.d. real entries of mean zero and unit variance, allowing an infinite fourth moment. In the proportional regime $p_n / n \to \phi \in (0, \infty)$, the first-o...

Yan-Peng Li, Ze-Qin Lin, Yi-Ming Liu et al. · 0 citations

Preprint Aug 2026

Multiplier Bootstrap and Edge Phase Transitions of High-Dimensional Covariance Matrices

In this paper, we study the effects of employing multiplier bootstrap to analyze the asymptotic distributions of the largest eigenvalues of high-dimensional sample covariance matrices in both spiked and non-spiked models. Our findings demonstrate that the multiplier bootstrap establishes several phase transitions in th...

Jia-Hui Xie · 0 citations

Preprint Jul 2026

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...

Xiu-Cai Ding, Yi-Chen Hu, Jia-Hui Xie · 0 citations