185 citations · 323 across the 15 of their papers we have counts for
5 papers · 1 filter
Asymptotics for Reinforced Stochastic Processes on Hierarchical Networks
Li Yang, Dandan Jiang, Jiang Hu +1
In this paper, we analyze the asymptotic behavior of a system of interacting reinforced stochastic processes on a directed network of agents. The sys…
Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications
Dandan Jiang, Zhiqiang Hou, Zhidong Bai +1
This paper aims to derive asymptotical distributions of the spiked eigenvalues of the large-dimensional spiked Fisher matrices without Gaussian assumption and the restrictive assum…
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications
Dandan Jiang, Jiang Hu, Zhiqiang Hou
A generalized spiked Fisher matrix is considered in this paper. We establish a criterion for the description of the support of the limiting spectral distribution of high-dimensiona…
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices
Dandan Jiang, Zhiqiang Hou, Zhidong Bai
The universality for the local spiked eigenvalues is a powerful tool to deal with the problems of the asymptotic law for the bulks of spiked eigenvalues of high-dimensional general…
Corrections to LRT on Large Dimensional Covariance Matrix by RMT
Zhidong Bai, Dandan Jiang, Jian-feng Yao +1
In this paper, we give an explanation to the failure of two likelihood ratio procedures for testing about covariance matrices from Gaussian populations when the dimension is large…