185 citations · 931 across the 49 of their papers we have counts for
15 papers · 1 filter
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…
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…
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…
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
Shurong Zheng, Zhidong Bai, Jianfeng Yao +1
This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance matrices of the form $\mathbf{B}_n=n^{-1}\sum_{j=1}^{n}\mathb…
Convergence Rates of Spectral Distribution of Large Dimensional Quaternion Sample Covariance Matrix
Huiqin LI, Zhidong Bai
In this paper, we study the convergence rates of empirical spectral distribution of large dimensional quaternion sample covariance matrix. Assume that the entries of …
Extreme Eigenvalues of Large Dimensional Quaternion Sample Covariance Matrix
Huiqin Li, Zhidong Bai
In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that is a $p\time…