Large Sample Covariance Matrices and High-Dimensional Data Analysis

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Estimating latent asset-pricing factors (2018, unknown): “31See Chapter 2 in Yao et al. (2015).”
High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification (2015, methodology): “It has been used in statistics and wireless communications by, among others, Couillet and Debbah (2011), Serdobolskii (2007), Tulino and Verd´u (2004), and Yao et al. (2015).”
On testing for high-dimensional white noise (2018, methodology): “For a review on such progress, we refer to [21], [30] and monograph [40].”
Cleaning large correlation matrices: tools from random matrix theory (2016, background): “Whereas the Wigner Ensemble has been the subject of a large amount of studies in physics [50], results on the Wishart Ensemble mostly come from mathematics & statistics [18,56,93,94], telecommunication [57] or the financial/econophysics literature [24,29,67], although some work in the physics litera”
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (2016, background): “For a detailed review, one can refer to [18, 28, 39].”
Statistical inference for principal components of spiked covariance matrices (2020, background): “[82] J.”