Xue Ya

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All published works

Action	Title	Year	Authors
+	Order Determination of Large Dimensional Dynamic Factor Model	2015	Zhidong Bai Chen Wang Xue Ya Matthew Harding

Common Coauthors

Coauthor	Papers Together
Matthew Harding	1
Zhidong Bai	1
Chen Wang	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	1
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	1
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein	1
+ PDF Chat	Limiting spectral distribution of a symmetrized auto-cross covariance matrix	2014	Baisuo Jin Chen Wang Zhidong Bai K. Krishnan Nair Matthew Harding	1
+ PDF Chat	A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix	2014	Zhidong Bai Chen Wang	1
+ PDF Chat	Distribution Function Inequalities for Martingales	1973	D. L. Burkholder	1
+ PDF Chat	Asymptotic properties of eigenmatrices of a large sample covariance matrix	2011	Zhidong Bai H. X. Liu Wing‐Keung Wong	1
+	Eigenvalues of large sample covariance matrices of spiked population models	2005	Jinho Baik Jack W. Silverstein	1
+ PDF Chat	Central limit theorems for eigenvalues in a spiked population model	2008	Zhidong Bai Jianfeng Yao	1
+	Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix	2015	Chen Wang Baisuo Jin Zhidong Bai K. Krishnan Nair Matthew Harding	1