32 citations · 99 across the 26 of their papers we have counts for
5 papers · 1 filter
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…
Revisit of a Diaconis urn model
Li Yang, Jiang Hu, Zhidong Bai
Let be a finite Abelian group of order . We consider an urn in which, initially, there are labeled balls that generate the group . Choosing two balls from the urn with re…
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…