Ningning Xia

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All published works

Action	Title	Year	Authors
+ PDF Chat	Tests for principal eigenvalues and eigenvectors	2024	Jianqing Fan Yingying Li Ningning Xia Xinghua Zheng
+ PDF Chat	Tests for Principal Eigenvalues and Eigenvectors	2024	Jianqing Fan Yingying Li Ningning Xia Xinghua Zheng
+	On the Estimation of High-Dimensional Integrated Covariance Matrix Based on High-Frequency Data With Multiple Transactions	2023	Moming Wang Jianhua Hu Ningning Xia Yong Zhou
+	On the eigenvectors of large-dimensional sample spatial sign covariance matrices	2022	Yangchang Xu Ningning Xia
+	Design-free estimation of integrated covariance matrices for high-frequency data	2021	Cheng Liu Moming Wang Ningning Xia
+	Some aspects of response variable selection and estimation in multivariate linear regression	2021	Jianhua Hu Xiaoqian Liu Xu Liu Ningning Xia
+	Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations	2020	Moming Wang Ningning Xia
+	On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions	2019	Moming Wang Ningning Xia You Zhou
+ PDF Chat	On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations	2018	Ningning Xia Xinghua Zheng
+ PDF Chat	Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices	2016	Ningning Xia Zhidong Bai
+	On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations	2016	Ningning Xia Xinghua Zheng
+	Shrinkage estimation of covariance matrix for portfolio choice with high frequency data	2016	Cheng Liu Ningning Xia Jun Yu
+	Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices	2016	Ningning Xia Zhidong Bai
+ PDF Chat	On the Inference About the Spectral Distribution of High-Dimensional Covariance Matrix Based on High-Frequency Noisy Observations	2016	Ningning Xia Xinghua Zheng
+	Integrated covariance matrix estimation for high-dimensional diusion processes in the presence of microstructure noise	2014	Ningning Xia Xinghua Zheng
+	On the inference about the spectra of high-dimensional covariance matrix based on noisy observations-with applications to integrated covolatility matrix inference in the presence of microstructure noise	2014	Ningning Xia Xinghua Zheng
+	Functional CLT of eigenvectors for large sample covariance matrices	2013	Ningning Xia Zhidong Bai
+	Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix	2013	Ningning Xia Yingli Qin Zhidong Bai

Common Coauthors

Coauthor	Papers Together
Xinghua Zheng	7
Zhidong Bai	4
Moming Wang	4
Jianqing Fan	2
Cheng Liu	2
Yingying Li	2
Jianhua Hu	1
Xu Liu	1
Jun Yu	1
Yong Zhou	1
Yingli Qin	1
You Zhou	1
Yangchang Xu	1
Xiaoqian Liu	1
Jianhua Hu	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein	10
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	9
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai	9
+	Microstructure noise in the continuous case: The pre-averaging approach	2008	Jean Jacod Yingying Li Per A. Mykland Mark Podolskij Mathias Vetter	7
+	On the estimation of integrated covariance matrices of high dimensional diffusion processes	2011	Xinghua Zheng Yingying Li	6
+	On the eigenvectors of large dimensional sample covariance matrices	1989	Jack W. Silverstein	5
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein	5
+ PDF Chat	Spectrum estimation for large dimensional covariance matrices using random matrix theory	2008	Noureddine El Karoui	5
+ PDF Chat	On asymptotics of eigenvectors of large sample covariance matrix	2007	Zhidong Bai Baojun Miao Guangming Pan	5
+	Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise	2008	Ole E. Barndorff‐Nielsen Peter Reinhard Hansen Asger Lunde Neil Shephard	5
+ PDF Chat	Eigenvector distribution of Wigner matrices	2011	Antti Knowles Jun Yin	4
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	4
+	Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates	2008	Xavier Mestre	4
+	NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES	2011	Zhidong Bai Jack W. Silverstein	4
+	ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX	2010	Zhidong Bai Jiaqi Chen Jianfeng Yao	4
+	Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices	2007	R. Brent Dozier Jack W. Silverstein	4
+ PDF Chat	Asymptotic Theory for Principal Component Analysis	1963	T. W. Anderson	4
+	On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices	2006	R. Brent Dozier Jack W. Silverstein	4
+ PDF Chat	Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps	2009	Mark Podolskij Mathias Vetter	4
+ PDF Chat	Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection	2012	Jianqing Fan Yingying Li Ke Yu	4
+ PDF Chat	Weak Convergence of Random Functions Defined by The Eigenvectors of Sample Covariance Matrices	1990	Jack W. Silverstein	4
+	On the Realized Risk of High-Dimensional Markowitz Portfolios	2013	Noureddine El Karoui	3
+	Nonparametric eigenvalue-regularized precision or covariance matrix estimator	2016	Clifford Lam	3
+	Sparse principal component analysis and iterative thresholding	2013	Zongming Ma	3
+ PDF Chat	RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS	2011	Terence Tao Van Vu	3
+ PDF Chat	Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches	2011	Minjing Tao Yazhen Wang Qiwei Yao Jian Zou	3
+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices	1993	Zhidong Bai	3
+	ASYMPTOTICS OF SAMPLE EIGENSTRUCTURE FOR A LARGE DIMENSIONAL SPIKED COVARIANCE MODEL	2007	Debashis Paul	3
+	Functional CLT of eigenvectors for large sample covariance matrices	2013	Ningning Xia Zhidong Bai	3
+	On the inference about the spectra of high-dimensional covariance matrix based on noisy observations-with applications to integrated covolatility matrix inference in the presence of microstructure noise	2014	Ningning Xia Xinghua Zheng	3
+ PDF Chat	Eigenvectors of some large sample covariance matrix ensembles	2010	Olivier Ledoit Sandrine Péché	3
+ PDF Chat	On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations	2018	Ningning Xia Xinghua Zheng	3
+	Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions	2015	Olivier Ledoit Michael Wolf	3
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	3
+ PDF Chat	Diffusions with measurement errors. II. Optimal estimators	2001	Arnaud Gloter Jean Jacod	2
+	Nonlinear shrinkage estimation of large-dimensional covariance matrices	2012	Olivier Ledoit Michael Wolf	2
+	The principal correlation components estimator and its optimality	2015	Wenxing Guo Xiaohui Liu Shangli Zhang	2
+	Limiting Behavior of Eigenvectors of Large Wigner Matrices	2011	Zhidong Bai Guangming Pan	2
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein	2
+ PDF Chat	LARGE INFORMATION PLUS NOISE RANDOM MATRIX MODELS AND CONSISTENT SUBSPACE ESTIMATION IN LARGE SENSOR NETWORKS	2011	Walid Hachem Philippe Loubaton Xavier Mestre Jamal Najım Pascal Vallet	2
+ PDF Chat	On the convergence of the spectral empirical process of Wigner matrices	2005	Zhidong Bai Jianfeng Yao	2
+ PDF Chat	Central Limit Theorem for Partial Linear Eigenvalue Statistics of Wigner Matrices	2012	Zhigang Bao Guangming Pan Wang Zhou	2
+	Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups	1981	Jack W. Silverstein	2
+	Some limit theorems on the eigenvectors of large dimensional sample covariance matrices	1984	Jack W. Silverstein	2
+	The rate of convergence for spectra of GUE and LUE matrix ensembles	2005	Friedrich Götze А. Н. Тихомиров	2
+	A note on the convergence rate of the spectral distributions of large random matrices	1997	Zhidong Bai Miao Bai-qi Jhishen Tsay	2
+ PDF Chat	On the limit of the largest eigenvalue of the large dimensional sample covariance matrix	1988	Yanqing Yin Zhidong Bai P. R. Krishnaiah	2
+ PDF Chat	A Note on Rate of Convergence in Probability to Semicircular Law	2011	Zhidong Bai Jiang Hu Guangming Pan Zhou Wang	2
+ PDF Chat	Local Semicircle Law and Complete Delocalization for Wigner Random Matrices	2008	László Erdős Benjamin Schlein Horng‐Tzer Yau	2
+ PDF Chat	Large Covariance Estimation by Thresholding Principal Orthogonal Complements	2013	Jianqing Fan Yuan Liao Martina Mincheva	2