Miltiadis Galanis | Searcharxiv

arXiv2026

A note on outlier eigenvectors for sparse non-Hermitian perturbations

We consider a sparse i.i.d.\ non-Hermitian random matrix model $X_n$ (with sparsity parameter $K_n$) and a deterministic finite-rank perturbation $E_n$. Assuming biorthogonality for $E_n$ and a growth condition on $K_n$, we outline a finite-rank resolvent reduction leading to asymptotics for the overlap between an outlier eigenvector of $Y_n:=X_n+E_n$ and the corresponding spike eigenspace. In particular, for an outlier spike $\mu$ with $|\mu|>1$, the squared projection of the associated (right) eigenvector onto the spike eigenspace converges in probability to $1-|\mu|^{-2}$. Our result generalizes Theorem 1.6 of [HLN26] to general finite rank case solving Open Problem 5.

math.PR↗

arXiv2025

Bootstrapping not under the null?

We propose a bootstrap testing framework for a general class of hypothesis tests, which allows resampling under the null hypothesis as well as other forms of bootstrapping. We identify combinations of resampling schemes and bootstrap statistics for which the resulting tests are asymptotically exact and consistent against fixed alternatives. We show that in these cases the limiting local power functions are the same for the different resampling schemes. We also show that certain naive bootstrap schemes do not work. To demonstrate its versatility, we apply the framework to several examples: independence tests, tests on the coefficients in linear regression models, goodness-of-fit tests for general parametric models and for semi-parametric copula models. Simulation results confirm the asymptotic results and suggest that in smaller samples non-traditional bootstrap schemes may have advantages. This bootstrap-based hypothesis testing framework is implemented in the R package BootstrapTests.

math.ST↗