Zhidong Bai

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All published works
Action Title Year Authors
+ Test for high-dimensional linear hypothesis of mean vectors via random integration 2024 Jianghao Li
Shizhe Hong
Zhenzhen Niu
Zhidong Bai
+ No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices 2024 Zhidong Bai
Jiang Hu
Jack W. Silverstein
Huanchao Zhou
+ PDF Chat A revisit of the circular law 2024 Zhidong Bai
Jiang Hu
+ Testing high-dimensional covariance structures using double-normalized observations 2024 Yanqing Yin
Huiqin Li
Zhidong Bai
+ PDF Chat The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model 2024 Zhangni Pu
Xiaozhuo Zhang
Jiang Hu
Zhidong Bai
+ The limiting spectral distribution of large random permutation matrices 2024 J. Li
Huanchao Zhou
Zhidong Bai
Jiang Hu
+ PDF Chat Revisit of a Diaconis urn model 2024 Yang Li
Jiang Hu
Zhidong Bai
+ KOO Approach for Scalable Variable Selection Problem in Large-dimensional Regression 2024 Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Jiang Hu
+ PDF Chat Test for high-dimensional linear hypothesis of mean vectors via random integration 2024 Jianghao Li
Shizhe Hong
Zhenzhen Niu
Zhidong Bai
+ PDF Chat Revised BDS Test 2024 Wenya Luo
Zhidong Bai
Jiang Hu
Chen Wang
+ PDF Chat Simultaneous test of the mean vectors and covariance matrices for high-dimensional data using RMT 2024 Zhenzhen Niu
Jianghao Li
Wenya Luo
Zhidong Bai
+ PDF A tribute to P.R. Krishnaiah: Speed Presentation April 2022 2024 Zhidong Bai
Jack W. Silverstein
+ PDF Chat Test for high-dimensional mean vectors via the weighted $L_2$-norm 2024 Jianghao Li
Zhenzhen Niu
Shizhe Hong
Zhidong Bai
+ Spectrally-Corrected and Regularized LDA for Spiked Model 2024 Hua Li
Wenya Luo
Zhidong Bai
Huanchao Zhou
Zhangni Pu
+ Invariance Principle and Clt for the Spiked Eigenvalues of Large-dimensional Fisher Matrices and Applications 2023 Dandan Jiang
Zhiqiang Hou
Zhidong Bai
Runze Li
+ PDF Chat A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes 2023 Zhijun Liu
Jiang Hu
Zhidong Bai
Haiyan Song
+ PDF Chat Spiked eigenvalues of noncentral Fisher matrix with applications 2023 Zhiqiang Hou
Xiaozhuo Zhang
Zhidong Bai
Jiang Hu
+ PDF Chat Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices 2023 Huanchao Zhou
Jiang Hu
Zhidong Bai
Jack W. Silverstein
+ Analysis of the limiting spectral distribution of large dimensional General information-plus-noise type matrices 2023 Huanchao Zhou
Jiang Hu
Zhidong Bai
Jack W. Silverstein
+ Application of fused graphical lasso to statistical inference for multiple sparse precision matrices 2023 Qiuyan Zhang
Zhidong Bai
Lingrui Li
Hu Yang
+ No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices 2023 Zhidong Bai
Hu Jiang
Jack W. Silverstein
Huanchao Zhou
+ KOO approach for scalable variable selection problem in large-dimensional regression 2023 Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Jiang Hu
+ Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices 2023 Zhidong Bai
Jiang Hu
Jack W. Silverstein
Huanchao Zhou
+ Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression 2022 Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Jiang Hu
+ PDF Chat The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices 2022 Huanchao Zhou
Zhidong Bai
Jiang Hu
+ Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis 2022 Xiaozhuo Zhang
Zhidong Bai
Jiang Hu
+ PDF Chat RIS-Enhanced Spectrum Sensing: How Many Reflecting Elements are Required to Achieve a Detection Probability Close to 1? 2022 Jungang Ge
Ying‐Chang Liang
Songmin Li
Zhidong Bai
+ RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices 2022 Yan Liu
Zhidong Bai
Hua Li
Jiang Hu
Zhihui Lv
Shurong Zheng
+ Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications 2022 Dandan Jiang
Zhiqiang Hou
Zhidong Bai
Runze Li
+ The limiting spectral distribution of large dimensional general information-plus-noise type matrices 2022 Huanchao Zhou
Zhidong Bai
Jiang Hu
+ A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions 2022 Zhijun Liu
Hu Jiang
Zhidong Bai
Haiyan Song
+ Spectrally-Corrected and Regularized Linear Discriminant Analysis for Spiked Covariance Model 2022 Hua Li
Wenya Luo
Zhidong Bai
Huanchao Zhou
Zhangni Pu
+ Revisit of a Diaconis urn model 2022 Yang Li
Jiang Hu
Zhidong Bai
+ A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes 2022 Zhijun Liu
Jiang Hu
Zhidong Bai
Haiyan Song
+ Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 2021 Hua Li
Zhidong Bai
Wing‐Keung Wong
Michael McAleer
+ A tribute to P.R. Krishnaiah 2021 Zhidong Bai
Jack W. Silverstein
+ Partial generalized four moment theorem revisited 2021 Dandan Jiang
Zhidong Bai
+ PDF Chat CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data 2021 Tingting Zou
Shurong Zheng
Zhidong Bai
Jianfeng Yao
Hongtu Zhu
+ PDF Chat Large-dimensional random matrix theory and its applications in deep learning and wireless communications 2021 Jungang Ge
Ying‐Chang Liang
Zhidong Bai
Guangming Pan
+ Exact and approximate computation of critical values of the largest root test in high dimension 2021 Gregory Ang
Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Jiang Hu
+ Erratum: Central limit theorems for eigenvalues in a spiked population model [Annales de l’Institut Henri PoincarĂ© – ProbabilitĂ©s et Statistiques 2008, Vol. 44, No. 3, 447–474] 2021 Zhidong Bai
Jianfeng Yao
+ Large-Dimensional Random Matrix Theory and Its Applications in Deep Learning and Wireless Communications 2021 Jungang Ge
Ying‐Chang Liang
Zhidong Bai
Guangming Pan
+ CLT for LSS of sample covariance matrices with unbounded dispersions 2021 Zhijun Liu
Zhidong Bai
Jiang Hu
Haiyan Song
+ Limiting Canonical Distribution of Two Large-Dimensional Random Vectors 2021 Zhidong Bai
Zhiqiang Hou
Jiang Hu
Dandan Jiang
Xiaozhuo Zhang
+ PDF Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices 2020 Dandan Jiang
Zhidong Bai
+ Learning block structures in U-statistic-based matrices 2020 Weiping Zhang
Baisuo Jin
Zhidong Bai
+ PDF Chat Modified Pillai’s trace statistics for two high-dimensional sample covariance matrices 2020 Qiuyan Zhang
Jiang Hu
Zhidong Bai
+ Modified Pillai's trace statistics for two high-dimensional sample covariance matrices 2020 Qiuyan Zhang
Jiang Hu
Zhidong Bai
+ Multiphase interpolating digital power amplifiers for TX beamforming 2020 Zhidong Bai
Wen Yuan
Ali Azam
Jeffrey S. Walling
+ Approximation of the power functions of Roy’s largest root test under general spiked alternatives 2019 Zhiqiang Hou
Yan Liu
Zhidong Bai
Jiang Hu
+ PDF Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices 2019 Zhidong Bai
Huiqin Li
Guangming Pan
+ Test on the linear combinations of covariance matrices in high-dimensional data 2019 Zhidong Bai
Jiang Hu
Chen Wang
Chao Zhang
+ Bayesian statistical inference based on rounded data 2019 Ningning Zhao
Zhidong Bai
+ Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices 2019 Qiuyan Zhang
Jiang Hu
Zhidong Bai
+ Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices 2019 Dandan Jiang
Zhiqiang Hou
Zhidong Bai
+ Community Detection Based on the $L_\infty$ convergence of eigenvectors in DCBM 2019 Yan Liu
Zhiqiang Hou
Zhigang Yao
Zhidong Bai
Jiang Hu
Shurong Zheng
+ On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality 2018 Zhenzhen Niu
Jiang Hu
Zhidong Bai
Wei Gao
+ PDF Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT 2018 Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
+ PDF Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis 2018 Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
+ PDF A new test of multivariate nonlinear causality 2018 Zhidong Bai
Yongchang Hui
Dandan Jiang
Zhihui Lv
Wing‐Keung Wong
Shurong Zheng
+ Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of Large-dimensional Covariance Matrices 2018 Dandan Jiang
Zhidong Bai
+ Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression 2018 Zhidong Bai
Yasunori Fujikoshi
Jiang Hu
+ PDF Chat A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test 2017 Zhidong Bai
Guangming Pan
Yanqing Yin
+ Multi-sample test for high-dimensional covariance matrices 2017 Chao Zhang
Zhidong Bai
Jiang Hu
Chen Wang
+ PDF Estimating the Number of Sources in Magnetoencephalography Using Spiked Population Eigenvalues 2017 Zhigang Yao
Ye Zhang
Zhidong Bai
William F. Eddy
+ CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications 2017 Shurong Zheng
Zhidong Bai
Jianfeng Yao
+ The Hiemstra-Jones Test Revisited 2017 Zhidong Bai
Yongchang Hui
Zhihui Lv
Wing‐Keung Wong
Zhenzhen Zhu
+ Optimal modification of the LRT for the equality of two high-dimensional covariance matrices 2017 Qiuyan Zhang
Jiang Hu
Zhidong Bai
+ CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data 2017 Shurong Zheng
Zhidong Bai
Jianfeng Yao
Hongtu Zhu
+ Estimating the Number of Sources in Magnetoencephalography Using Spiked Population Eigenvalues 2017 Zhigang Yao
Ye Zhang
Zhidong Bai
William F. Eddy
+ PDF Chat Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices 2016 Ningning Xia
Zhidong Bai
+ PDF Chat A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices 2016 Jiang Hu
Zhidong Bai
+ Test on the linear combinations of mean vectors in high-dimensional data 2016 Huiqin Li
Jiang Hu
Zhidong Bai
Yanqing Yin
Kexin Zou
+ PDF Chat Homoscedasticity tests for both low and high-dimensional fixed design regressions 2016 Zhidong Bai
Guangming Pan
Yanqing Yin
+ Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices 2016 Zhidong Bai
Huiqin Li
Pan Guangming
+ Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices 2016 Ningning Xia
Zhidong Bai
+ PDF Chat On testing the equality of high dimensional mean vectors with unequal covariance matrices 2015 Jiang Hu
Zhidong Bai
Chen Wang
Wei Wang
+ 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
+ High dimensional Global Minimum Variance Portfolio 2015 Hua Li
Zhidong Bai
Wing‐Keung Wong
+ PDF CLT for linear spectral statistics of a rescaled sample precision matrix 2015 Shurong Zheng
Zhidong Bai
Jianfeng Yao
+ Convergence of the empirical spectral distribution function of Beta matrices 2015 Zhidong Bai
Jiang Hu
Guangming Pan
Zhou Wang
+ PDF Chat On the Semicircular Law of Large-Dimensional Random Quaternion Matrices 2015 Yanqing Yin
Zhidong Bai
Jiang Hu
+ Large Sample Covariance Matrices and High-Dimensional Data Analysis 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Testing Hypotheses of Equality of Covariance Matrices 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ The <i>T</i><sup>2</sup>-Statistic 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ The Generalised Variance and Multiple Correlation Coefficient 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Large-Dimensional Spiked Population Models 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Testing the General Linear Hypothesis 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Limiting Spectral Distributions 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Estimation of the Population Spectral Distribution 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Eigenvalue Inequalities 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Preface 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ Curvilinear Integrals 2015 Jianfeng Yao
Shurong Zheng
Zhidong Bai
+ PDF Chat Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices 2015 Huiqin Li
Zhidong Bai
Jiang Hu
+ Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing 2015 Shurong Zheng
Zhidong Bai
Jianfeng Yao
+ PDF High Dimensional Global Minimum Variance Portfolio 2015 Hua Li
Zhidong Bai
Wing‐Keung Wong
+ Order Determination of Large Dimensional Dynamic Factor Model 2015 Zhidong Bai
Chen Wang
Xue Ya
Matthew Harding
+ High dimensional Global Minimum Variance Portfolio 2015 Hua Li
Zhidong Bai
Wing‐Keung Wong
+ Extreme eigenvalues of large dimensional quaternion sample covariance matrices 2014 Huiqin Li
Zhidong Bai
+ PDF Chat A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix 2014 Zhidong Bai
Chen Wang
+ PDF Chat Convergence Rates of the Spectral Distributions of Large Random Quaternion Self-Dual Hermitian Matrices 2014 Yanqing Yin
Zhidong Bai
+ Inference on multiple correlation coefficients with moderately high dimensional data 2014 Shubin Zheng
D JIANG
Zhidong Bai
Xuming He
+ PDF Chat Strong representation of weak convergence 2014 Jiang Hu
Zhidong Bai
+ Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices 2014 Huiqin Li
Zhidong Bai
+ PDF Limiting spectral distribution of a symmetrized auto-cross covariance matrix 2014 Baisuo Jin
Chen Wang
Zhidong Bai
K. Krishnan Nair
Matthew Harding
+ Weighted estimating equation: modified GEE in longitudinal data analysis 2014 Tianqing Liu
Zhidong Bai
Baoxue Zhang
+ PDF Chat On the limit of extreme eigenvalues of large dimensional random quaternion matrices 2014 Yanqing Yin
Zhidong Bai
Jiang Hu
+ SPECTRAL THEORY OF LARGE DIMENSIONAL RANDOM MATRICES AND ITS APPLICATIONS TO WIRELESS COMMUNICATIONS AND FINANCE STATISTICS: RANDOM MATRIX THEORY AND ITS APPLICATIONS 2014 Zhidong Bai
Zhaoben Fang
Ying‐Chang Liang
+ CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis 2014 Shurong Zheng
Zhidong Bai
Jianfeng Yao
+ A Note on the Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix 2014 Zhidong Bai
Chen Wang
+ Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing 2014 Shurong Zheng
Zhidong Bai
Jiangfeng Yao
+ On testing the equality of high dimensional mean vectors with unequal covariance matrices 2014 Jiang Hu
Zhidong Bai
Chen Wang
Wei Wang
+ Functional CLT of eigenvectors for large sample covariance matrices 2013 Ningning Xia
Zhidong Bai
+ Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics 2013 Zhidong Bai
Fang Zhao-ben
Ying‐Chang Liang
+ Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix 2013 Ningning Xia
Yingli Qin
Zhidong Bai
+ PDF Chat Testing linear hypotheses in high-dimensional regressions 2013 Zhidong Bai
Dandan Jiang
Jianfeng Yao
Shurong Zheng
+ PDF Chat Estimation of the population spectral distribution from a large dimensional sample covariance matrix 2013 Weiming Li
Jiaqi Chen
Yingli Qin
Zhidong Bai
Jianfeng Yao
+ Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices 2013 Lo‐Bin Chang
Zhidong Bai
Su-Yun Huang
Chii-Ruey Hwang
+ Analysis of rounded data in measurement error regression 2013 Ningning Zhao
Zhidong Bai
+ CLT for linear spectral statistics of random matrix $S^{-1}T$ 2013 Shurong Zheng
Zhidong Bai
Jianfeng Yao
+ A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix 2013 Shurong Zheng
Zhidong Bai
+ Extreme Eigenvalues of Large Dimensional Quaternion Sample Covariance Matrix 2013 Huiqin Li
Zhidong Bai
+ Convergence of Empirical Spectral Distributions of Large Dimensional Quaternion Sample Covariance Matrices 2013 Huiqin Li
Zhidong Bai
Jiang Hu
+ Convergence Rates of Spectral Distribution of Large Dimensional Quaternion Sample Covariance Matrix 2013 Huiqin Li
Zhidong Bai
+ Estimation of the population spectral distribution from a large dimensional sample covariance matrix 2013 Weiming Li
Jiaqi Chen
Yingli Qin
Jianfeng Yao
Zhidong Bai
+ On the semicircular law of large dimensional random quaternion matrices 2013 Yanqing Yin
Zhidong Bai
Jiang Hu
+ The best estimation for high-dimensional Markowitz mean-variance optimization 2013 Zhidong Bai
Hua Li
Wing‐Keung Wong
+ Testing the independence of sets of large-dimensional variables 2012 Dandan Jiang
Zhidong Bai
Shurong Zheng
+ ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS 2012 Zhidong Bai
Xue Ding
+ Limiting Behavior of Eigenvectors of Large Wigner Matrices 2011 Zhidong Bai
Guangming Pan
+ Rounded data analysis based on multi-layer ranked set sampling 2011 Wei Li
Zhidong Bai
+ On sample eigenvalues in a generalized spiked population model 2011 Zhidong Bai
Jianfeng Yao
+ NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES 2011 Zhidong Bai
Jack W. Silverstein
+ Convergence rates to the Marchenko–Pastur type distribution 2011 Zhidong Bai
Jiang Hu
Zhou Wang
+ PDF Asymptotic properties of eigenmatrices of a large sample covariance matrix 2011 Zhidong Bai
H. X. Liu
Wing‐Keung Wong
+ Analysis of rounded data in mixture normal model 2011 Ningning Zhao
Zhidong Bai
+ Test statistics for prospect and Markowitz stochastic dominances with applications 2011 Zhidong Bai
Hua Li
Huixia Liu
Wing‐Keung Wong
+ Limit theorems for functions of marginal quantiles 2011 G. Jogesh Babu
Zhidong Bai
Kwok Pui Choi
Vasudevan Mangalam
+ PDF Eigen-Inference for Energy Estimation of Multiple Sources 2011 Romain Couillet
Jack W. Silverstein
Zhidong Bai
MĂ©rouane Debbah
+ The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test 2011 Zhidong Bai
Keyan Wang
Wing‐Keung Wong
+ Analysis of accumulated rounding errors in autoregressive processes 2011 Weiming Li
Zhidong Bai
+ PDF A Note on Rate of Convergence in Probability to Semicircular Law 2011 Zhidong Bai
Jiang Hu
Guangming Pan
Zhou Wang
+ A Note on Rate of Convergence in Probability to Semicircular Law 2011 Zhidong Bai
Jiang Hu
Guangming Pan
Zhou Wang
+ ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX 2010 Zhidong Bai
Jiaqi Chen
Jianfeng Yao
+ PDF Functional CLT for sample covariance matrices 2010 Zhidong Bai
Xiaoying Wang
Wang Zhou
+ Rounded data analysis based on ranked set sample 2010 Weiming Li
Tianqing Liu
Zhidong Bai
+ Revisit of Sheppard corrections in linear regression 2010 Tianqing Liu
Baoxue Zhang
Guorong Hu
Zhidong Bai
+ The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix 2010 Zhidong Bai
L. X. Zhang
+ Moment Inequalities Related to One or Two Variables 2010 Zhengyan Lin
Zhidong Bai
+ Inequalities Related to Characteristic Functions 2010 Zhengyan Lin
Zhidong Bai
+ Mean-Variance Ratio Test, a Complement of Coefficients of Variation Test and Sharpe Ratio Test 2010 Zhidong Bai
Keyan Wang
Wing‐Keung Wong
+ Estimates of the Difference of Two Distribution Functions 2010 Zhengyan Lin
Zhidong Bai
+ Inequalities Related to Associative Variables 2010 Zhengyan Lin
Zhidong Bai
+ Inequalities about Stochastic Processes and Banach Space Valued Random Variables 2010 Zhengyan Lin
Zhidong Bai
+ Rank regression for analysis of clustered data: A natural induced smoothing approach 2010 Liya Fu
You‐Gan Wang
Zhidong Bai
+ Bounds of Probabilities in Terms of Moments 2010 Zhengyan Lin
Zhidong Bai
+ Functional CLT for sample covariance 2010 Zhidong Bai
X Iaoying Wa Ng
Wa Ng Z Hou
+ Inequalities Related to Commonly Used Distributions 2010 Zhengyan Lin
Zhidong Bai
+ Inequalities Related to Mixing Sequences 2010 Zhengyan Lin
Zhidong Bai
+ Moment Estimates of (Maximum of) Sums of Random Variables 2010 Zhengyan Lin
Zhidong Bai
+ PDF Spectral Analysis of Large Dimensional Random Matrices 2009 Zhidong Bai
Jack W. Silverstein
+ Product of Two Random Matrices 2009 Zhidong Bai
Jack W. Silverstein
+ Wigner Matrices and Semicircular Law 2009 Zhidong Bai
Jack W. Silverstein
+ Convergence Rates of ESD 2009 Zhidong Bai
Jack W. Silverstein
+ Eigenvectors of Sample Covariance Matrices 2009 Zhidong Bai
Jack W. Silverstein
+ Sample Covariance Matrices and the Marčenko-Pastur Law 2009 Zhidong Bai
Jack W. Silverstein
+ Introduction 2009 Zhidong Bai
Jack W. Silverstein
+ Semicircular Law for Hadamard Products 2009 Zhidong Bai
Jack W. Silverstein
+ Circular Law 2009 Zhidong Bai
Jack W. Silverstein
+ Rank regression for analysis of clustered data: A natural induced smoothing approach 2009 Liya Fu
You‐Gan Wang
Zhidong Bai
+ PDF Corrections to LRT on large-dimensional covariance matrix by RMT 2009 Zhidong Bai
Dandan Jiang
Jianfeng Yao
Shurong Zheng
+ FUTURE OF STATISTICS 2009 Zhidong Bai
Shurong Zheng
+ Analysis of rounded data from dependent sequences 2009 Baoxue Zhang
Tianqing Liu
Zhidong Bai
+ Statistical analysis for rounded data 2009 Zhidong Bai
Shurong Zheng
Baoxue Zhang
Guorong Hu
+ A Note on the Stochastic Dominance Test Statistics 2009 Zhidong Bai
Wing‐Keung Wong
+ An Improvement of the Sharpe-Ratio Test on Small Samples -- Mean-Variance Ratio Test 2009 Zhidong Bai
K. A. Wong
Wing‐Keung Wong
+ PDF CLT for Linear Spectral Statistics of Wigner matrices 2009 Zhidong Bai
Xiaoying Wang
Wang Zhou
+ Inference and Prediction in Large Dimensions by BOSC, D. and BLANKE, D. 2008 Zhidong Bai
+ PDF Limit theorems for sample eigenvalues in a generalized spiked population model 2008 Zhidong Bai
Jianfeng Yao
+ PDF Central limit theorems for eigenvalues in a spiked population model 2008 Zhidong Bai
Jianfeng Yao
+ METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW 2008 Zhidong Bai
+ PDF LIMIT OF THE SMALLEST EIGENVALUE OF A LARGE DIMENSIONAL SAMPLE COVARIANCE MATRIX 2008 Zhidong Bai
Yanqing Yin
+ ASYMPTOTIC DISTRIBUTIONS OF THE MAXIMAL DEPTH ESTIMATORS FOR REGRESSION AND MULITVARIATE LOCATION 2008 Zhidong Bai
Xuming He
+ PDF ASYMPTOTIC PROPERTIES OF ADAPTIVE DESIGNS FOR CLINICAL TRIALS WITH DELAYED RESPONSE 2008 Zhidong Bai
Feifang Hu
William F. Rosenberger
+ PDF ASYMPTOTICS IN RANDOMIZED URN MODELS 2008 Zhidong Bai
Feifang Hu
+ PDF ON THE VARIANCE OF THE NUMBER OF MAXIMA IN RANDOM VECTORS AND ITS APPLICATIONS 2008 Zhidong Bai
Chern-Ching Chao
Hsien‐Kuei Hwang
Wen-Qi Liang
+ PDF CONVERGENCE RATE OF EXPECTED SPECTRAL DISTRIBUTIONS OF LARGE RANDOM MATRICES PART I: WIGNER MATRICES 2008 Zhidong Bai
+ EDGEWORTH EXPANSIONS OF A FUNCTION OF SAMPLE MEANS UNDER MINIMAL MOMENT CONDITIONS AND PARTIAL CRAMER'S CONDITION 2008 G. Jogesh Babu
Zhidong Bai
+ PDF CLT FOR LINEAR SPECTRAL STATISTICS OF LARGE-DIMENSIONAL SAMPLE COVARIANCE MATRICES 2008 Zhidong Bai
Jack W. Silverstein
+ PDF CONVERGENCE RATE OF EXPECTED SPECTRAL DISTRIBUTIONS OF LARGE RANDOM MATRICES PART II: SAMPLE COVARIANCE MATRICES 2008 Zhidong Bai
+ LARGE SAMPLE COVARIANCE MATRICES WITHOUT INDEPENDENCE STRUCTURES IN COLUMNS 2008 Zhidong Bai
Zhou Wang
+ On the Nystrom method and large random matrices, first draft 2008 Chii-Ruey Hwang
Zhidong Bai
L. B. Chang
S. Y. Huang
+ PDF On asymptotics of eigenvectors of large sample covariance matrix 2007 Zhidong Bai
Baojun Miao
Guangming Pan
+ Robust Estimation Using the Huber Function With a Data-Dependent Tuning Constant 2007 You‐Gan Wang
Lin Xu
Min Zhu
Zhidong Bai
+ PDF On the signal-to-interference ratio of CDMA systems in wireless communications 2007 Zhidong Bai
Jack W. Silverstein
+ Statistics with Estimated Parameters 2007 Zhenlin Yang
Yiu Kuen Tse
Zhidong Bai
+ Semicircle Law for Hadamard Products 2007 Zhidong Bai
L. X. Zhang
+ Robust estimation using the Huber function with a data-dependent tuning constant 2007 You‐Gan Wang
Xiaohong Lin
Min Zhu
Zhidong Bai
+ On limit theorem for the eigenvalues of product of two random matrices 2006 Zhidong Bai
Miao Bai-qi
Baisuo Jin
+ PDF Rooted edges of a minimal directed spanning tree on random points 2006 Zhidong Bai
Sung Chul Lee
Mathew D. Penrose
+ Study on Asymptotic Properties of Eigenvectors of Large Sample Covariance Matrix 2006 Zhidong Bai
Huixia Liu
Wing‐Keung Wong
+ PDF On the convergence of the spectral empirical process of Wigner matrices 2005 Zhidong Bai
Jianfeng Yao
+ Asymptotics of adaptive design with two alternating generating matrices 2005 Xiuyuan Yan
Yu Cheng
Zhidong Bai
+ HIGH DIMENSIONAL DATA ANALYSIS 2005 Zhidong Bai
+ On estimation of the number of signals and frequencies of multiple sinusoids 2005 Zhidong Bai
P. R. Krishnaiah
L. C. Zhao
+ PDF Asymptotics in randomized urn models 2005 Zhidong Bai
Feifang Hu
+ Maxima in hypercubes 2005 Zhidong Bai
Luc Devroye
Hsien‐Kuei Hwang
Tsung‐Hsi Tsai
+ ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL 2005 Zhao Lincheng
Zhidong Bai
+ PDF The broken sample problem 2004 Zhidong Bai
Tailen Hsing
+ Unbalanced Ranked Set Sampling and Optimal Designs 2004 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ PDF CLT for linear spectral statistics of large-dimensional sample covariance matrices 2004 Zhidong Bai
Jack W. Silverstein
+ Distribution-Free Tests with Ranked Set Sampling 2004 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ Ranked Set Sampling with Concomitant Variables 2004 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ Ranked Set Sampling 2004 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ Introduction 2004 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ Balanced Ranked Set Sampling II: Parametric 2004 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ Balanced Ranked Set Sampling I: Nonparametric 2004 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ Ranked Set Sampling: Theory and Applications 2003 Zehua Chen
Zhidong Bai
Bimal K. Sinha
+ Some Results on Two-stage Clinical Trials 2003 Yuming Chen
Chen Gui-jing
Zhidong Bai
Feifang Hu
+ A chi-square test for dimensionality with non-Gaussian data 2003 Zhidong Bai
Xuming He
+ Weighted W test for normality and asymptotics a revisit of Chen–Shapiro test for normality 2003 Zhidong Bai
Ling Chen
+ Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function 2003 Zhidong Bai
Zehua Chen
Yaohua Wu
+ PDF Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices 2003 Zhidong Bai
Miao Bai-qi
Jianfeng Yao
+ PDF Berry-Esseen Bounds for the Number of Maxima in Planar Regions 2003 Zhidong Bai
Hsien‐Kuei Hwang
Tsung‐Hsi Tsai
+ On the Asymptotic Effect of Substituting Estimators for Nuisance Parameters in Inferential Statistics 2003 Zhenlin Yang
Yiu Kuen Tse
Zhidong Bai
+ Reduction of Dimensionality 2003 Zhidong Bai
P. R. Krishnaiah
+ PDF Gaussian approximation theorems for urn models and their applications 2002 Zhidong Bai
Feifang Hu
Zhang Li
+ On the theory of ranked-set sampling and its ramifications 2002 Zhidong Bai
Zehua Chen
+ Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics 2002 Zhidong Bai
K.S. Kwong
+ R-estimation in Autoregression with Square-Integrable Score Function 2002 K. Mukherjee
Zhidong Bai
+ An Adaptive Design for Multi-Arm Clinical Trials 2002 Zhidong Bai
Feifang Hu
Liang Shen
+ PDF Asymptotic Properties of Adaptive designs for Clinical Trials with delayed Response 2002 Zhidong Bai
Feifang Hu
William F. Rosenberger
+ None 2002 James C. Fu
Wendy Lou
Zhidong Bai
Gang Li
+ A kind of urn model for adaptive sequential design 2001 Zhidong Bai
Chen Gui-jing
Feifang Hu
+ PDF Limit Theorems for the Number of Maxima in Random Samples from Planar Regions 2001 Zhidong Bai
Hsien‐Kuei Hwang
Wen-Qi Liang
Tsung‐Hsi Tsai
+ A note on sequential estimation of the size of a population under a general loss function 2000 Zhidong Bai
Mosuk Chow
+ Marcinkiewicz strong laws for linear statistics 2000 Zhidong Bai
Philip E. Cheng
+ RANK TESTS FOR INDEPENDENCE — WITH A WEIGHTED CONTAMINATION ALTERNATIVE 2000 Grace S. Shieh
Zhidong Bai
+ PDF Asymptotic distributions of the maximal depth estimators for regression and multivariate location 1999 Zhidong Bai
Xuming He
+ PDF The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics 1999 Zhidong Bai
Calyampudi Radhakrishna Rao
Yuehua Wu
Mei-Mei Zen
Lincheng Zhao
+ PDF Exact Separation of Eigenvalues of Large Dimensional Sample Covariance Matrices 1999 Zhidong Bai
Jack W. Silverstein
+ A paradox in least-squares estimation of linear regression models 1999 Zhidong Bai
Meihui Guo
+ Asymptotic theorems for urn models with nonhomogeneous generating matrices 1999 Zhidong Bai
Feifang Hu
+ Model selection with data-oriented penalty 1999 Zhidong Bai
C. Radhakrishna Rao
Yuehua Wu
+ None 1999 Zhidong Bai
Miao Bai-qi
Jhishen Tsay
+ MULTI-STEP PREDICTION FOR NONLINEAR AUTOREGRESSIVE MODELS BASED ON EMPIRICAL DISTRIBUTIONS 1999 Meihui Guo
Zhidong Bai
An Hong
+ Normal approximations of the number of records in geometrically distributed random variables 1998 Zhidong Bai
Hsien‐Kuei Hwang
Wen-Qi Liang
+ PDF On the variance of the number of maxima in random vectors and its applications 1998 Zhidong Bai
Chern-Ching Chao
Hsien‐Kuei Hwang
Wen-Qi Liang
+ PDF No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices 1998 Zhidong Bai
Jack W. Silverstein
+ PDF Error bound in a central limit theorem of double-indexed permutation statistics 1997 Lincheng Zhao
Zhidong Bai
Chern-Ching Chao
Wen-Qi Liang
+ An extension of the Hardy-Littlewood strong law 1997 Zhidong Bai
Philip E. Cheng
Cun‐Hui Zhang
+ GeneralM-Estimation 1997 Zhidong Bai
Yan‐Dong Wu
+ On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models 1997 Zhidong Bai
Yuehua Wu
+ A note on the convergence rate of the spectral distributions of large random matrices 1997 Zhidong Bai
Miao Bai-qi
Jhishen Tsay
+ Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution 1997 Zhidong Bai
Sanat K. Sarkar
Wenjin Wang
+ General M-estimation 1997 Zhidong Bai
Yuehua Wu
+ 1 Robust inference in multivariate linear regression using difference of two convex functions as the discrepancy measure 1997 Zhidong Bai
C. Radhakrishna Rao
Yuehua Wu
+ PDF Circular law 1997 Zhidong Bai
+ Mixtures of Global and Local Edgeworth Expansions and Their Applications 1996 G. Jogesh Babu
Zhidong Bai
+ Some New Results on Covariances Involving Order Statistics from Dependent Random Variables 1996 Wenjin Wang
Sanat K. Sarkar
Zhidong Bai
+ On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices 1995 Jack W. Silverstein
Zhidong Bai
+ Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case 1994 Zhidong Bai
Yuehua Wu
+ Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case 1994 Zhidong Bai
Yuehua Wu
+ A note on the conditional distribution of X when |X − y| is given 1994 Zhidong Bai
Lawrence A. Shepp
+ PDF Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix 1993 Zhidong Bai
Yanqing Yin
+ MANOVA type tests under a convex discrepancy function for the standard multivariate linear model 1993 Zhidong Bai
C. Radhakrishna Rao
L. C. Zhao
+ PDF Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part II. Sample Covariance Matrices 1993 Zhidong Bai
+ PDF Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices 1993 Zhidong Bai
+ Asymptotic Normality for Oscillation of Permutation 1993 Chern-Ching Chao
Zhidong Bai
Wen-Qi Liang
+ 14 On the strong consistency of M-estimates in linear models under a general discrepancy function 1993 Zhidong Bai
Z.J. Liu
C. Radhakrishna Rao
+ A note on Edgeworth expansion for ratio of sample means and applications to survival analysis 1992 Zhidong Bai
C. Radhakrishna Rao
+ Edgeworth expansions for errors-in-variables models 1992 G. Jogesh Babu
Zhidong Bai
+ M-estimation of multivariate linear regression parameters under a convex discrepancy function 1992 Zhidong Bai
C. Radhakrishna Rao
Yuehua Wu
+ Inadmissibility of the Maximum Likelihood Estimator in the Sequential Estimation of the Size of a Population 1991 Zhidong Bai
Mosuk Chow
+ PDF Edgeworth Expansion of a Function of Sample Means 1991 Zhidong Bai
C. Radhakrishna Rao
+ Inadmissibility of the maximum likelihood estimator in the sequential estimation of the size of a population 1991 Zhidong Bai
Mosuk Chow
+ Asymptotic theory of least distances estimate in multivariate linear models 1990 Zhidong Bai
X.R. Chen
Baojun Miao
C. Radhakrishna Rao
+ On solvability of an equation arising in the theory of m-estimates 1990 Zhidong Bai
Yuehua Wu
X. R. Chen
Baojun Miao
+ Statistical analysis of dyadic stationary processes 1989 Masanobu Taniguchi
L. C. Zhao
P. R. Krishnaiah
Zhidong Bai
+ On rates of convergence of efficient detection criteria in signal processing with white noise 1989 Zhidong Bai
P. R. Krishnaiah
L. C. Zhao
+ On Determination of the Order of an Autoregressive Model 1989 Zhidong Bai
K. Subramanyam
L. C. Zhao
+ Kernel estimators of density function of directional data 1988 Zhidong Bai
C. Mallikarjuna Rao
L. C. Zhao
+ On determination of the order of an autoregressive model 1988 Zhidong Bai
K. Subramanyam
L. C. Zhao
+ PDF Necessary and Sufficient Conditions for Almost Sure Convergence of the Largest Eigenvalue of a Wigner Matrix 1988 Zhidong Bai
Yanqing Yin
+ Limiting properties of the occurrence/exposure rate and simple risk rate 1988 Zhidong Bai
P. R. Krishnaiah
Yitong Yin
+ A note on the largest eigenvalue of a large dimensional sample covariance matrix 1988 Zhidong Bai
Jack W. Silverstein
Yanqing Yin
+ PDF On the limit of the largest eigenvalue of the large dimensional sample covariance matrix 1988 Yanqing Yin
Zhidong Bai
P. R. Krishnaiah
+ PDF Convergence to the Semicircle Law 1988 Zhidong Bai
Yanqing Yin
+ Strong consistency of the information criterion for model selection in multivariate analysis 1988 Ryuei Nishii
Zhidong Bai
P. R. Krishnaiah
+ Multivariate components of covariance model in unbalanced case 1988 Zhidong Bai
P. R. Krishnaiah
L. C. Zhao
+ On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate <i>F</i> Matrix 1988 Zhidong Bai
Yanqing Yin
P. R. Krishnaiah
+ Asymptotic Normality of Minimum L1-Norm Estimates in Linear Models 1987 Zhidong Bai
X R Chen
Yaohua Wu
L. C. Zhao
+ On the maximum‐likelihood estimator for the location parameter of a cauchy distribution 1987 Zhidong Bai
James C. Fu
+ On the Asymptotic Joint Distributions of the Eigenvalues of Random Matrices Which Arise under Components of Covariance Model. 1987 Zhidong Bai
P. R. Krishnaiah
Linda Zhao
+ Remarks on certain criteria for detection of number of signals 1987 Lincheng Zhao
P. R. Krishnaiah
Zhidong Bai
+ On Simultaneous Estimation of the Number of Signals and Frequencies under a Model with Multiple Sinusoids. 1986 Zhidong Bai
P. R. Krishnaiah
Long Zhao
+ PDF Limiting properties of large system of random linear equations 1986 Zhidong Bai
+ PDF Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang 1986 Zhidong Bai
Yanqing Yin
+ On detection of the number of signals in presence of white noise 1986 L. C. Zhao
P. R. Krishnaiah
Zhidong Bai
+ On detection of the number of signals when the noise covariance matrix is arbitrary 1986 L. C. Zhao
P. R. Krishnaiah
Zhidong Bai
+ On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic 1986 Zhidong Bai
Yanqing Yin
P. R. Krishnaiah
+ Likelihood Principle and Maximum Likelihood Estimator of Location Parameter for Cauchy Distribution. 1986 Zhidong Bai
James C. Fu
+ Spectra for large-dimensional random matrices 1986 Yanqing Yin
Zhidong Bai
+ THE COMPLETE CONVERGENCE FOR PARTIAL SUMS OF IID RANDOM VARIABLES 1985 Zhidong Bai
Chun Su
+ PDF Chat Strong Representation of Weak Convergence. 1985 Zhidong Bai
W. Q. Liang
+ On Asymptotic Joint Distribution of the Eigenvalues of the Noncentral Manova Matrix for Nonnormal Populations. 1984 Zhidong Bai
P. R. Krishnaiah
Wenjuan Liang
+ On Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix. Revised. 1984 Zhidong Bai
Yanqing Yin
P. R. Krishnaiah
+ STRONG CONSISTENCY OF THE NEARESTNEIGHBOR ESTIMATES OF NONPARAMETRIC REGRESSION FUNCTIONS 1984 Lin-Cheng Diao
Zhidong Bai
+ On Limit of the Largest Eigenvalue of the Large Dimensional Sample Covariance Matrix. 1984 Yanqing Yin
Zhidong Bai
P. R. Krishnaiah
+ Limiting behavior of the eigenvalues of a multivariate F matrix 1983 Yanqing Yin
Zhidong Bai
P. R. Krishnaiah
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Spectral Analysis of Large Dimensional Random Matrices 2009 Zhidong Bai
Jack W. Silverstein
54
+ PDF CLT for linear spectral statistics of large-dimensional sample covariance matrices 2004 Zhidong Bai
Jack W. Silverstein
48
+ PDF No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices 1998 Zhidong Bai
Jack W. Silverstein
47
+ DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES 1967 V A Marčenko
L. А. Pastur
38
+ Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices 1995 Jack W. Silverstein
37
+ PDF On the distribution of the largest eigenvalue in principal components analysis 2001 Iain M. Johnstone
30
+ On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices 1995 Jack W. Silverstein
Zhidong Bai
30
+ METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW 2008 Zhidong Bai
28
+ PDF Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix 1993 Zhidong Bai
Yanqing Yin
28
+ Some limit theorems for the eigenvalues of a sample covariance matrix 1982 Dag Jonsson
26
+ PDF Corrections to LRT on large-dimensional covariance matrix by RMT 2009 Zhidong Bai
Dandan Jiang
Jianfeng Yao
Shurong Zheng
25
+ PDF On the limit of the largest eigenvalue of the large dimensional sample covariance matrix 1988 Yanqing Yin
Zhidong Bai
P. R. Krishnaiah
24
+ Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices 1995 Jack W. Silverstein
Sang Il Choi
24
+ Eigenvalues of large sample covariance matrices of spiked population models 2005 Jinho Baik
Jack W. Silverstein
23
+ PDF Exact Separation of Eigenvalues of Large Dimensional Sample Covariance Matrices 1999 Zhidong Bai
Jack W. Silverstein
22
+ PDF Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices 1993 Zhidong Bai
22
+ Limiting spectral distribution for a class of random matrices 1986 Yanqing Yin
21
+ PDF The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements 1978 Kenneth W. Wachter
21
+ PDF Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 2002 Olivier Ledoit
Michael Wolf
19
+ PDF Central limit theorems for linear spectral statistics of large dimensional F-matrices 2012 Shurong Zheng
18
+ PDF Central limit theorems for eigenvalues in a spiked population model 2008 Zhidong Bai
Jianfeng Yao
18
+ An Introduction to Multivariate Statistical Analysis 1986 Robb J. Muirhead
T. W. Anderson
17
+ PDF Convergence of Probability Measures 1999 Patrick Billingsley
17
+ PDF Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part II. Sample Covariance Matrices 1993 Zhidong Bai
16
+ The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix 1985 Jack W. Silverstein
15
+ PDF Distribution Function Inequalities for Martingales 1973 D. L. Burkholder
15
+ On sample eigenvalues in a generalized spiked population model 2011 Zhidong Bai
Jianfeng Yao
15
+ PDF Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices 2005 Jinho Baik
GĂ©rard Ben Arous
Sandrine Péché
15
+ Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing 2015 Shurong Zheng
Zhidong Bai
Jianfeng Yao
14
+ Two sample tests for high-dimensional covariance matrices 2012 Jun Li
Song Xi Chen
14
+ PDF The Limiting Empirical Measure of Multiple Discriminant Ratios 1980 Kenneth W. Wachter
14
+ ASYMPTOTICS OF SAMPLE EIGENSTRUCTURE FOR A LARGE DIMENSIONAL SPIKED COVARIANCE MODEL 2007 Debashis Paul
13
+ PDF A High Dimensional Two Sample Significance Test 1958 A. P. Dempster
13
+ PDF Central limit theorem for signal-to-interference ratio of reduced rank linear receiver 2008 Guangming Pan
Wang Zhou
13
+ A limit theorem for the eigenvalues of product of two random matrices 1983 Yanqing Yin
P. R. Krishnaiah
13
+ PDF Some Tests Concerning the Covariance Matrix in High Dimensional Data 2005 Muni S. Srivastava
12
+ PDF A two-sample test for high-dimensional data with applications to gene-set testing 2010 Song Xi Chen
Yingli Qin
12
+ On the eigenvectors of large dimensional sample covariance matrices 1989 Jack W. Silverstein
12
+ PDF Weak Convergence of Random Functions Defined by The Eigenvectors of Sample Covariance Matrices 1990 Jack W. Silverstein
12
+ On detection of the number of signals in presence of white noise 1986 L. C. Zhao
P. R. Krishnaiah
Zhidong Bai
12
+ PDF On asymptotics of eigenvectors of large sample covariance matrix 2007 Zhidong Bai
Baojun Miao
Guangming Pan
12
+ PDF Estimating the Dimension of a Model 1978 Gideon Schwarz
12
+ Spectral Analysis of Networks with Random Topologies 1977 Ulf Grenander
Jack W. Silverstein
11
+ Characteristic Vectors of Bordered Matrices with Infinite Dimensions II 1993 E. P. Wigner
11
+ PDF A Limit Theorem for the Norm of Random Matrices 1980 Stuart Geman
11
+ A note on the convergence rate of the spectral distributions of large random matrices 1997 Zhidong Bai
Miao Bai-qi
Jhishen Tsay
11
+ Limiting behavior of the eigenvalues of a multivariate F matrix 1983 Yanqing Yin
Zhidong Bai
P. R. Krishnaiah
11
+ PDF An Introduction to Multivariate Statistical Analysis 2004 10
+ A note on the largest eigenvalue of a large dimensional sample covariance matrix 1988 Zhidong Bai
Jack W. Silverstein
Yanqing Yin
10
+ PDF Central limit theorem for linear eigenvalue statistics of random matrices with independent entries 2009 Anna Lytova
L. А. Pastur
9