185 citations · 351 across the 5 of their papers we have counts for
5 papers
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
Shurong Zheng, Z. D. Bai, Jiangfeng Yao
Sample covariance matrices are widely used in multivariate statistical analysis. The central limit theorems (CLT's) for linear spectral statistics of high-dimensional non-centered…
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Qinwen Wang, Jack W. Silverstein, Jianfeng Yao
In this note, we establish an asymptotic expansion for the centering parameter appearing in the central limit theorems for linear spectral statistic of large-dimensional sample cov…
Testing linear hypotheses in high-dimensional regressions
Z. Bai, D. Jiang, J. Yao +1
For a multivariate linear model, Wilk's likelihood ratio test (LRT) constitutes one of the cornerstone tools. However, the computation of its quantiles under the null or the altern…
Corrections to LRT on Large Dimensional Covariance Matrix by RMT
Zhidong Bai, Dandan Jiang, Jian-feng Yao +1
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…
Central limit theorems for eigenvalues in a spiked population model
Zhidong Bai, Jian-feng Yao
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 Johnsto…