Xiao Han

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-0836-3722

Bayes Business School, City University London, United Kingdom

Publications

• The return of return dominance: Decomposing the cross-section of prices — Journal of Financial Economics 2025
• Universal rank inference via residual subsampling with application to large networks — The Annals of Statistics 2023
• SIMPLE: Statistical inference on membership profiles in large networks — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
• Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes — Journal of the American Statistical Association 2022
• KoPA: Automated Kronecker Product Approximation — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
• Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices — The Annals of Statistics 2020
• High dimensional correlation matrices: the central limit theorem and its applications — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017
• The Tracy–Widom law for the largest eigenvalue of F type matrices — The Annals of Statistics 2016
• Covariance matrix estimation for stationary time series — The Annals of Statistics 2012