You are invited to join our statistics seminar next week on Oct 15 at 2pm (Nross 638). The speaker is Dr. Yinglin Qin from University of Waterloo.
Here is the abstract. Hope to see you there.

Title:� Testing the order of a population spectral distribution for
high-dimensional data

�Abstract:

Yingli Qin
Large covariance matrices play a fundamental role in various high-dimensional statistics. Investigating the limiting behavior of
�the eigenvalues can reveal informative structures of large covariance
�matrices, which is particularly important in high-dimensional
�principal component analysis and covariance matrix estimation. In this
paper, we propose a framework to test the number of distinct
population eigenvalues for large covariance matrices, i.e. the order
of a Population Spectral Distribution. The limiting distribution of
our test statistic for a Population Spectral Distribution of order 2 is
developed along with its (N,p) consistency. We will also report
some simulation results and real data analysis.