Zhigang Bao

activity

20142024

most citedCanonical correlation coefficients of high-dimensional normal vectors: finite rank case

6 citations · 8 across the 4 of their papers we have counts for

collaborators

4 papers

math.PR2024

Phase transition for the bottom singular vector of rectangular random matrices

Zhigang Bao, Jaehun Lee, Xiaocong Xu

In this paper, we consider the rectangular random matrix $X = (x_{ij}) \in R^{N \times n}$ whose entries are iid with tail $P (∣ x_{ij} ∣ > t) \sim t^{- α}$ for some $α > 0$ .…

math.PR2023★ 2 cited

Phase transition for the smallest eigenvalue of covariance matrices

Zhigang Bao, Jaehun Lee, Xiaocong Xu

In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $S (Y) = Y Y^{*}$ , where $Y = (y_{ij})$ is an $M \times N$ matrix with iid mean $0$ vari…

math.ST2014

Test of Independence for High-dimensional Random Vectors Based on Block Correlation Matrices

Zhigang Bao, Jiang Hu, Guangming Pan +1

In this paper, we are concerned with the independence test for $k$ high-dimensional sub-vectors of a normal vector, with fixed positive integer $k$ . A natural high-dimensional exte…

math.ST2014★ 6 cited

Canonical correlation coefficients of high-dimensional normal vectors: finite rank case

Zhigang Bao, Jiang Hu, Guangming Pan +1

Consider a normal vector $z = (x^{'}, y^{'})^{'}$ , consisting of two sub-vectors $x$ and $y$ with dimensions $p$ and $q$ respectively. With $n$ ind…