1 citations · 1 across the 12 of their papers we have counts for
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Functional CLT for general sample covariance matrices
Jian Cui, Zhijun Liu, Jiang Hu +1
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to , the class…
Asymptotics for Reinforced Stochastic Processes on Hierarchical Networks
Li Yang, Dandan Jiang, Jiang Hu +1
In this paper, we analyze the asymptotic behavior of a system of interacting reinforced stochastic processes on a directed network of agents. The sys…
Asymptotic distributions of four linear hypotheses test statistics under generalized spiked model
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spik…
Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
Yashi Wei, Jiang Hu, Zhidong Bai
Yang and Johnstone (2018) established an Edgeworth correction for the largest sample eigenvalue in a spiked covariance model under the assumption of Gaussian observations, leaving…
Asymptotic properties of a multicolored random reinforced urn model with an application to multi-armed bandits
Li Yang, Jiang Hu, Jianghao Li +1
The random self-reinforcement mechanism, characterized by the principle of ``the rich get richer'', has demonstrated significant utility across various domains. One prominent model…
The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model
Zhangni Pu, Xiaozhuo Zhang, Jiang Hu +1
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionall…
Revised BDS Test
Wenya Luo, Zhidong Bai, Jiang Hu +1
In this paper, we focus on the BDS test, which is a nonparametric test of independence. Specifically, the null hypothesis of it is that is i.i.d. (independent a…
Analysis of the limiting spectral distribution of large dimensional General information-plus-noise type matrices
Huanchao Zhou, Jiang Hu, Zhidong Bai +1
In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied i…