32 citations · 99 across the 26 of their papers we have counts for
16 papers · 1 filter
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…
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…
Spectral Statistics of Sample Block Correlation Matrices
Zhigang Bao, Jiang Hu, Xiaocong Xu +1
A fundamental concept in multivariate statistics, sample correlation matrix, is often used to infer the correlation/dependence structure among random variables, when the population…
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions
Zhijun Liu, Jiang Hu, Zhidong Bai +1
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matric…
The limiting spectral distribution of large dimensional general information-plus-noise type matrices
Huanchao Zhou, Zhidong Bai, Jiang Hu
Let be random complex matrices, and be non-random complex matrices with dimensions and , respectively. We assume that…
Spiked eigenvalues of noncentral Fisher matrix with applications
Xiaozhuo Zhang, Zhiqiang Hou, Zhidong Bai +1
In this paper, we investigate the asymptotic behavior of spiked eigenvalues of the noncentral Fisher matrix defined by , where ${\mat…