32 citations · 99 across the 26 of their papers we have counts for
27 papers
Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $ where $ \bbX_n $ is a matrix with independent standardized random variables…
KOO approach for scalable variable selection problem in large-dimensional regression
Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi +1
An important issue in many multivariate regression problems is to eliminate candidate predictors with null predictor vectors. In large-dimensional (LD) setting where the numbers of…
Two-sample test of sparse stochastic block models
Qianyong Wu, Jiang Hu
The paper discusses a statistical problem related to testing for differences between two sparse networks with community structures. The community-wise edge probability matrices hav…
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $, where $ \bbX_n $ is a matrix with independent standardized random variable…
A spectral based goodness-of-fit test for stochastic block models
Qianyong Wu, Jiang Hu
Community detection is a fundamental problem in complex network data analysis. Though many methods have been proposed, most existing methods require the number of communities to be…
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSSs) of a large-dimensional sample covariance matrix when the population covariance mat…