185 citations · 931 across the 49 of their papers we have counts for
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math.ST2014
On testing the equality of high dimensional mean vectors with unequal covariance matrices
Jiang Hu, Zhidong Bai, Chen Wang +1
In this article, we focus on the problem of testing the equality of several high dimensional mean vectors with unequal covariance matrices. This is one of the most important proble…
math.ST2014★ 3 cited
CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis
Shurong Zheng, Zhidong Bai, Jianfeng Yao
Random Fisher matrices arise naturally in multivariate statistical analysis and understanding the properties of its eigenvalues is of primary importance for many hypothesis testing…
math.ST2014★ 1 cited
A Note on the Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix
Zhidong Bai, Chen Wang
In Jin et al. (2014), the limiting spectral distribution (LSD) of a symmetrized auto-cross covariance matrix is derived using matrix manipulation, with finite -th moment ass…