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X. Han, G. Pan and B. Zhang, “The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix,” The Annals of Statistics, vol.44, no. 4, pp. 1564–1592, 2016

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Pre One:Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices, Annals of Statistics, 2020, 48(3): 1255-1280

Next One:J. Gao, X. Han, G. Pan and Y. R. Yang, “High Dimensional Correlation Matrices: CLT and Its Applications,” Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 79, no. 3, pp. 677–693, 2017