Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix
Published by
Journal of the American Statistical Association
Summary
journal-article
Jiaxin Qiu
About
Welcome! I am Jiaxin Qiu (邱佳鑫 in Chinese), a Postdoctoral Fellow (Mentor: Prof. Zhigang Bao) in the Department of Mathematics at the University of Hong Kong. In 2024, I completed my Ph.D. in Statistics at the University of Hong Kong's Department of Statistics and Acturial Science, under the supervision of Prof. Jeff Yao (CUHK-SZ) and Prof. Zeng Li (SUSTech). Before coming to HKU, I recieved a B.Sc. in Mathematics (2018) form the Southern University of Science and Technology and a M.Sc. in Statistics (2020) from Harbin Institute of Technology. My research focuses on random matrix theory (RMT) and high-dimensional statistics (HDS). I am particularly interested in the theoretical foundations and applications of RMT, especially in contexts involving large-scale data. My work aims to develop methodologies that enhance our understanding and handling of HDS problems, with applications spanning various complex systems and data structures. (Personal Website: https://jxqiu77.github.io)
Work
University of Hong Kong
|Postdoctoral Fellows
Hong Kong
→
Chinese University of Hong Kong, Shenzhen
|Research Associate
China
→
Education
The University of Hong Kong
China
→
Ph.D. in Statistics
Harbin Institute of Technology
China
→
Master in Statistics
Southern University of Science and Technology
China
→
Bachelor in Mathematics
Publications
On eigenvalues of sample covariance matrices based on high dimensional compositional data
Summary
preprint
On singular values of large dimensional lag-τ sample auto-correlation matrices
Published by
Journal of Multivariate Analysis
Summary
journal-article
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications
Published by
The Annals of Statistics
Summary
journal-article