101 citations · 243 across the 33 of their papers we have counts for
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math.ST2017
Tracy-Widom limit for Kendall's tau
Zhigang Bao
In this paper, we study a high-dimensional random matrix model from nonparametric statistics called the Kendall rank correlation matrix, which is a natural multivariate extension o…
math.PR2017★ 7 cited
Spectral rigidity for addition of random matrices at the regular edge
Zhigang Bao, Laszlo Erdos, Kevin Schnelli
We consider the sum of two large Hermitian matrices and with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density…
math.ST2017★ 7 cited
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
Zhigang Bao, Jiang Hu, Guangming Pan +1
Consider a Gaussian vector , consisting of two sub-vectors and with dimensions and respectively, where both…