Huiqin Li

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All published works

Action	Title	Year	Authors
+	Testing high-dimensional covariance structures using double-normalized observations	2024	Yanqing Yin Huiqin Li Zhidong Bai
+	Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference	2024	Huiqin Li Guangming Pan Yanqing Yin Wang Zhou
+ PDF Chat	Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications	2020	Huiqin Li Yanqing Yin Shurong Zheng
+	No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices	2019	Huiqin Li
+ PDF Chat	Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices	2019	Zhidong Bai Huiqin Li Guangming Pan
+	Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications	2019	Huiqin Li Yanqing Yin Shurong Zheng
+	Test on the linear combinations of mean vectors in high-dimensional data	2016	Huiqin Li Jiang Hu Zhidong Bai Yanqing Yin Kexin Zou
+	Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices	2016	Zhidong Bai Huiqin Li Pan Guangming
+ PDF Chat	Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices	2015	Huiqin Li Zhidong Bai Jiang Hu
+	Extreme eigenvalues of large dimensional quaternion sample covariance matrices	2014	Huiqin Li Zhidong Bai
+	Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices	2014	Huiqin Li Zhidong Bai
+	Extreme Eigenvalues of Large Dimensional Quaternion Sample Covariance Matrix	2013	Huiqin Li Zhidong Bai
+	The Application of Reduction Method in Mathematical Analysis	2013	Huiqin Li
+	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

Common Coauthors

Coauthor	Papers Together
Zhidong Bai	10
Yanqing Yin	5
Jiang Hu	3
Shurong Zheng	2
Guangming Pan	2
Pan Guangming	1
Kexin Zou	1
Wang Zhou	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	10
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	6
+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin	6
+ PDF Chat	On the limit of the largest eigenvalue of the large dimensional sample covariance matrix	1988	Yanqing Yin Zhidong Bai P. R. Krishnaiah	6
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein	5
+	On Numerical Range of Normal Matrices of Quaternions	1995	Fuzhen Zhang	5
+	The numerical range of normal matrices with quaternion entries	1994	Wasin So Robert C. Thompson Fuzhen Zhang	5
+ PDF Chat	Foundations of Quaternion Quantum Mechanics	1962	David Finkelstein J. M. Jauch Samuel Schiminovich David Speiser	5
+ PDF Chat	On the limit of extreme eigenvalues of large dimensional random quaternion matrices	2014	Yanqing Yin Zhidong Bai Jiang Hu	4
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein	4
+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part II. Sample Covariance Matrices	1993	Zhidong Bai	4
+	Quaternions and matrices of quaternions	1997	Fuzhen Zhang	4
+ PDF Chat	Convergence Rates of the Spectral Distributions of Large Random Quaternion Self-Dual Hermitian Matrices	2014	Yanqing Yin Zhidong Bai	4
+	No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix	2008	Debashis Paul Jack W. Silverstein	4
+	Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions	2013	Tiefeng Jiang Fan Yang	3
+ PDF Chat	Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size	2002	Olivier Ledoit Michael Wolf	3
+	<i>Quaternionic Quantum Mechanics and Quantum Fields</i>	1996	Stephen L. Adler David Finkelstein	3
+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices	1993	Zhidong Bai	3
+ PDF Chat	Central limit theorem for linear eigenvalue statistics of random matrices with independent entries	2009	Anna Lytova L. А. Pastur	3
+ PDF Chat	A Limit Theorem for the Norm of Random Matrices	1980	Stuart Geman	3
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	3
+ PDF Chat	Central limit theorem for signal-to-interference ratio of reduced rank linear receiver	2008	Guangming Pan Wang Zhou	3
+ PDF Chat	On the Semicircular Law of Large-Dimensional Random Quaternion Matrices	2015	Yanqing Yin Zhidong Bai Jiang Hu	3
+	The limit of the smallest singular value of random matrices with i.i.d. entries	2015	Konstantin Tikhomirov	2
+	On the semicircular law of large dimensional random quaternion matrices	2013	Yanqing Yin Zhidong Bai Jiang Hu	2
+	Extreme eigenvalues of large dimensional quaternion sample covariance matrices	2014	Huiqin Li Zhidong Bai	2
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein	2
+	No eigenvalues outside the limiting support of the spectral distribution of general sample covariance matrices	2018	Yanqing Yin	2
+ PDF Chat	Necessary and Sufficient Conditions for Almost Sure Convergence of the Largest Eigenvalue of a Wigner Matrix	1988	Zhidong Bai Yanqing Yin	2
+ PDF Chat	High-dimensional covariance matrices in elliptical distributions with application to spherical test	2018	Jiang Hu Weiming Li Zhi Liu Zhou Wang	2
+ PDF Chat	Similarity of matrices in which the elements are real quaternions	1936	Louise A. Wolf	2
+	CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	2017	Shurong Zheng Zhidong Bai Jianfeng Yao Hongtu Zhu	2
+	Convergence of Empirical Spectral Distributions of Large Dimensional Quaternion Sample Covariance Matrices	2013	Huiqin Li Zhidong Bai Jiang Hu	2
+ PDF Chat	Estimating Number of Factors by Adjusted Eigenvalues Thresholding	2020	Jianqing Fan Jianhua Guo Shurong Zheng	2
+ PDF Chat	The Rate of Convergence of Spectra of Sample Covariance Matrices	2010	Friedrich Götze А. Н. Тихомиров	2
+	Distribution Functions for Largest Eigenvalues and Their Applications	2002	Craig A. Tracy Harold Widom	2
+	An introduction to recent advances in high/infinite dimensional statistics	2015	Aldo Goia Philippe Vieu	2
+ PDF Chat	Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices	2015	Huiqin Li Zhidong Bai Jiang Hu	2
+	Large Sample Covariance Matrices and High-Dimensional Data Analysis	2015	Jianfeng Yao Shurong Zheng Zhidong Bai	2
+ PDF Chat	Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices	2003	Zhidong Bai Miao Bai-qi Jianfeng Yao	2
+ PDF Chat	Distribution Function Inequalities for Martingales	1973	D. L. Burkholder	2
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin	2
+ PDF Chat	A CLT for a band matrix model	2005	Greg W. Anderson Ofer Zeitouni	2
+	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	2
+ PDF Chat	Analysis of the limiting spectral measure of large random matrices of the separable covariance type	2014	Romain Couillet Walid Hachem	2
+ PDF Chat	Determining the Number of Factors from Empirical Distribution of Eigenvalues	2010	Alexei Onatski	2
+	A note on the largest eigenvalue of a large dimensional sample covariance matrix	1988	Zhidong Bai Jack W. Silverstein Yanqing Yin	2
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai	2
+ PDF Chat	High dimensional covariance matrix estimation using a factor model	2008	Jianqing Fan Yingying Fan Jinchi Lv	2
+	CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications	2017	Shurong Zheng Zhidong Bai Jianfeng Yao	2