CLT for Linear Spectral Statistics of Wigner matrices (2009)
Bai, Zhidong; Northeast Normal University, Changchun; Baizd@nenu.edu.cn, Wang, Xiaoying; Northeast Normal University, Changchun; Wangxy022@126.com, Zhou, Wang; National University Of Singapore; Stazw@nus.edu.sg
In this paper, we prove that the spectral empirical process of Wigner matrices under sixth-moment conditions, which is indexed by a set of functions with continuous fourth-order derivatives on an...
Corrections to LRT on Large Dimensional Covariance Matrix by RMT (2009)
Bai, Zhidong, Jiang, Dandan, Yao, Jian-feng, Zheng, Shurong
In this paper, we give an explanation to the failure of two likelihood ratio procedures for testing about covariance matrices from Gaussian populations when the dimension is large compared to the...
Corrections to LRT on Large Dimensional Covariance Matrix by RMT (2009)
Bai, Zhidong, Jiang, Dandan, Yao, Jian-Feng, Zheng, Shurong
In this paper, we give an explanation to the failure of two likelihood ratio procedures for testing about covariance matrices from Gaussian populations when the dimension is large compared to the...
Corrections to LRT on Large Dimensional Covariance Matrix by RMT (2009)
Bai, Zhidong, Jiang, Dandan, Yao, Jian-Feng, Zheng, Shurong
In this paper, we give an explanation to the failure of two likelihood ratio procedures for testing about covariance matrices from Gaussian populations when the dimension is large compared to the...
AN EXTENSION OF THE HARDY-LITTLEWOOD (2008)
Strong Law, Zhidong Bai, Philip E. Cheng, Cun-hui Zhang, National Sun, Academia Sinica
Abstract: A strong law is established for linear statistics that are weighted sums of a random sample. Using an observation of Cheng (1995a) about the Bernstein and Kolmogorov inequalities, we...
Central limit theorems for eigenvalues in a spiked population model (2008)
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with...
Limit theorems for sample eigenvalues in a generalized spiked population model (2008)
In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to...
Limit theorems for sample eigenvalues in a generalized spiked population model (2008)
In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to...
Limit theorems for sample eigenvalues in a generalized spiked population model (2008)
In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to...
Central limit theorems for eigenvalues in a spiked population model (2008)
In a spiked population model, the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with...
Central limit theorems for eigenvalues in a spiked population model (2008)
In a spiked population model, the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with...
Limit theorems for sample eigenvalues in a generalized spiked population model (2008)
In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to...
Limit theorems for sample eigenvalues in a generalized spiked population model (2008)
In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to...
Error bound in a central limit theorem of double-indexed permutation statistics (1997)
Zhao, Lincheng, Bai, Zhidong, Chao, Chern-Ching, Liang, Wen-Qi
An error bound in the normal approximation to the distribution of the double-indexed permutation statistics is derived. The derivation is based on Stein's method and on an extension of a...
Bai, Zhidong, Rao, Calyampudi R., Wu, Yuehua, Zen, Mei-Mei, Zhao, Lincheng
The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated...
Bai, Zhidong, Rao, Calyampudi R., Wu, Yuehua, Zen, Mei-Mei, Zhao, Lincheng
The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated...
Some New Results on Covariances Involving Order Statistics from Dependent Random Variables
Wang, Wenjin, Sarkar, Sanat K., Bai, Zhidong
Formulas for covariance matrix between a random vector and its ordered components are derived for different distributions including multivariate normal,t, andF. The present formulas and related...
Bai, Zhidong, Sarkar, Sanat K., Wang, Wenjin
The positivity of the best linear unbiased estimator of the scale parameter of a location-scale family of distributions in terms of complete or selected set of order statistics has only been...
Bai, Zhidong, Chen, Zehua, Wu, Yaohua
The best-r-point-average (BRPA) estimator of the maximizer of a regression function, proposed in Changchien (in: M.T. Chao, P.E. Cheng (Eds.), Proceedings of the 1990 Taipei Symposium in Statistics,...