On asymptotics of eigenvectors of large sample covariance matrix ZD Bai, BQ Miao, GM Pan The Annals of Probability 35 (4), 1532-1572, 2007 | 128 | 2007 |

Circular law, extreme singular values and potential theory G Pan, W Zhou Journal of Multivariate Analysis 101 (3), 645-656, 2010 | 97 | 2010 |

Asymptotic performance of MMSE receivers for large systems using random matrix theory YC Liang, G Pan, ZD Bai IEEE Transactions on Information Theory 53 (11), 4173-4190, 2007 | 92 | 2007 |

Universality for the largest eigenvalue of sample covariance matrices with general population Z Bao, G Pan, W Zhou The Annals of Statistics 43 (1), 382-421, 2015 | 78 | 2015 |

Central limit theorem for signal-to-interference ratio of reduced rank linear receiver GM Pan, W Zhou The Annals of Applied Probability 18 (3), 1232-1270, 2008 | 73 | 2008 |

On the relationship between MMSE-SIC and BI-GDFE receivers for large multiple-input multiple-output channels YC Liang, EY Cheu, L Bai, G Pan IEEE Transactions on Signal Processing 56 (8), 3627-3637, 2008 | 55 | 2008 |

On the performance of spectrum sensing algorithms using multiple antennas YC Liang, G Pan, Y Zeng 2010 IEEE Global Telecommunications Conference GLOBECOM 2010, 1-5, 2010 | 43 | 2010 |

Tracy-Widom law for the extreme eigenvalues of sample correlation matrices Z Bao, G Pan, W Zhou Electronic Journal of Probability 17, 1-32, 2012 | 42 | 2012 |

Comparison between two types of large sample covariance matrices G Pan Annales de l'IHP Probabilités et statistiques 50 (2), 655-677, 2014 | 37 | 2014 |

Shrinkage estimation of large dimensional precision matrix using random matrix theory C Wang, G Pan, T Tong, L Zhu Statistica Sinica, 993-1008, 2015 | 36 | 2015 |

Independence test for high dimensional data based on regularized canonical correlation coefficients Y Yang, G Pan The Annals of Statistics 43 (2), 467-500, 2015 | 36 | 2015 |

Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices TT Cai, X Han, G Pan The Annals of Statistics 48 (3), 1255-1280, 2020 | 33 | 2020 |

Nonparametric estimate of spectral density functions of sample covariance matrices: A first step BY Jing, G Pan, QM Shao, W Zhou The Annals of Statistics 38 (6), 3724-3750, 2010 | 33 | 2010 |

Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix G Pan Journal of Multivariate Analysis 101 (6), 1330-1338, 2010 | 33 | 2010 |

CENTRAL LIMIT THEOREM FOR HOTELLING'S T ^{2} STATISTIC UNDER LARGE DIMENSIONGM Pan, W Zhou The Annals of Applied Probability, 1860-1910, 2011 | 31 | 2011 |

Convergence of the largest eigenvalue of normalized sample covariance matrices when and both tend to infinity with their ratio converging to zero BB Chen, GM Pan Bernoulli 18 (4), 1405-1420, 2012 | 28 | 2012 |

A deterministic equivalent for the analysis of non-Gaussian correlated MIMO multiple access channels CK Wen, G Pan, KK Wong, M Guo, JC Chen IEEE transactions on information theory 59 (1), 329-352, 2012 | 27 | 2012 |

High dimensional correlation matrices: The central limit theorem and its applications J Gao, X Han, G Pan, Y Yang Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2017 | 24 | 2017 |

Canonical correlation coefficients of high-dimensional Gaussian vectors: Finite rank case Z Bao, J Hu, G Pan, W Zhou The Annals of Statistics 47 (1), 612-640, 2019 | 21 | 2019 |

Testing independence among a large number of high-dimensional random vectors G Pan, J Gao, Y Yang Journal of the American Statistical Association 109 (506), 600-612, 2014 | 21 | 2014 |