Zhi-Dong Bai

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Person:187919

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zbMath Open bai.zhi-dongMaRDI QIDQ187919

List of research outcomes

PublicationDate of PublicationType
Guiding light: an essay for Professor Lincheng Zhao on the occasion of his 80th birthday2024-04-16Paper
Large-dimensional random matrix theory and its applications in deep learning and wireless communications2023-11-08Paper
Ridgelized Hotelling’s T2 test on mean vectors of large dimension2023-11-08Paper
Exact and approximate computation of critical values of the largest root test in high dimension2023-07-18Paper
The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices2023-06-05Paper
Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis2023-02-03Paper
Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression2022-09-28Paper
Bayesian statistical inference based on rounded data2022-07-04Paper
RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices2022-06-01Paper
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data2022-04-07Paper
Test on the linear combinations of covariance matrices in high-dimensional data2022-01-14Paper
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute2022-01-03Paper
Approximation of the power functions of Roy’s largest root test under general spiked alternatives2021-11-19Paper
Multi-sample test for high-dimensional covariance matrices2021-10-28Paper
Partial generalized four moment theorem revisited2021-09-10Paper
Erratum to: ``Central limit theorems for eigenvalues in a spiked population model2021-07-23Paper
Spiked eigenvalues of noncentral Fisher matrix with applications2021-04-10Paper
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices2020-12-07Paper
A modified BDS test2020-10-12Paper
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices2020-02-28Paper
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test2019-09-18Paper
Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices2019-06-21Paper
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices2019-06-14Paper
Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices2019-05-17Paper
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices2019-04-11Paper
Estimating the Number of Sources in Magnetoencephalography Using Spiked Population Eigenvalues2018-11-02Paper
Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression2018-10-30Paper
Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT2018-10-30Paper
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China2018-09-19Paper
Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis2018-06-29Paper
https://portal.mardi4nfdi.de/entity/Q46395942018-05-09Paper
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test2017-12-23Paper
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX2017-09-11Paper
A new nonlinearity test to circumvent the limitation of Volterra expansion with application2017-08-16Paper
Test on the linear combinations of mean vectors in high-dimensional data2017-08-15Paper
Eigen-Inference for Energy Estimation of Multiple Sources2017-07-27Paper
Optimal modification of the LRT for the equality of two high-dimensional covariance matrices2017-06-21Paper
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices2017-05-05Paper
CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications2017-04-05Paper
On the semicircular law of large-dimensional random quaternion matrices2016-10-11Paper
Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices2016-09-16Paper
On the limit of extreme eigenvalues of large dimensional random quaternion matrices2016-03-01Paper
Analysis of rounded data from dependent sequences2016-02-01Paper
CLT for linear spectral statistics of a rescaled sample precision matrix2015-12-30Paper
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix2015-11-24Paper
Order Determination of Large Dimensional Dynamic Factor Model2015-11-08Paper
Convergence of the empirical spectral distribution function of beta matrices2015-08-05Paper
https://portal.mardi4nfdi.de/entity/Q52601472015-06-29Paper
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing2015-05-11Paper
Extreme eigenvalues of large dimensional quaternion sample covariance matrices2015-05-06Paper
Large Sample Covariance Matrices and High-Dimensional Data Analysis2015-04-22Paper
A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix2015-04-01Paper
Weighted estimating equation: modified GEE in longitudinal data analysis2015-02-27Paper
Functional CLT of eigenvectors for large sample covariance matrices2015-02-06Paper
Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices2015-02-06Paper
Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices2015-01-29Paper
Strong representation of weak convergence2015-01-22Paper
Inference on multiple correlation coefficients with moderately high dimensional data2014-10-02Paper
Analysis of rounded data in measurement error regression2014-08-07Paper
Analysis of accumulated rounding errors in autoregressive processes2014-08-06Paper
Limiting spectral distribution of a symmetrized auto-cross covariance matrix2014-06-13Paper
CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis2014-05-08Paper
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix2014-03-06Paper
Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics2014-02-19Paper
Estimation of the population spectral distribution from a large dimensional sample covariance matrix2014-01-24Paper
Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices2014-01-13Paper
Testing linear hypotheses in high-dimensional regressions2013-11-21Paper
https://portal.mardi4nfdi.de/entity/Q53272112013-08-07Paper
CLT for linear spectral statistics of random matrix $S^{-1}T$2013-05-06Paper
A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix2013-05-02Paper
Rounded data analysis based on multi-layer ranked set sampling2013-03-18Paper
Testing the independence of sets of large-dimensional variables2013-02-19Paper
Analysis of rounded data in mixture normal model2013-01-03Paper
Rounded data analysis based on ranked set sample2012-09-20Paper
Limit theorems for functions of marginal quantiles2012-09-19Paper
NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES2012-06-26Paper
A note on rate of convergence in probability to semicircular law2012-06-22Paper
ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS2012-05-18Paper
On sample eigenvalues in a generalized spiked population model2012-03-22Paper
Limiting behavior of eigenvectors of large Wigner matrices2012-03-02Paper
Convergence rates to the Marchenko-Pastur type distribution2012-01-04Paper
Asymptotic properties of eigenmatrices of a large sample covariance matrix2012-01-04Paper
Test statistics for prospect and Markowitz stochastic dominances with applications2011-07-27Paper
Multivariate causality tests with simulation and application2011-07-26Paper
The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test2011-07-26Paper
Super efficient frequency estimation2011-05-23Paper
Functional CLT for sample covariance matrices2011-02-28Paper
Multivariate linear and nonlinear causality tests2010-11-30Paper
The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix2010-09-01Paper
Revisit of Sheppard corrections in linear regression2010-08-23Paper
https://portal.mardi4nfdi.de/entity/Q35510262010-04-08Paper
Rank regression for analysis of clustered data: a natural induced smoothing approach2010-04-06Paper
Probability Inequalities2010-01-21Paper
https://portal.mardi4nfdi.de/entity/Q36564862010-01-13Paper
Corrections to LRT on large-dimensional covariance matrix by RMT2009-12-09Paper
ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY2009-12-07Paper
Spectral analysis of large dimensional random matrices2009-11-30Paper
CLT for linear spectral statistics of Wigner matrices2009-11-20Paper
Central limit theorems for eigenvalues in a spiked population model2009-10-08Paper
Statistical analysis for rounded data2009-06-09Paper
https://portal.mardi4nfdi.de/entity/Q36222652009-04-28Paper
Asymptotic Performance of MMSE Receivers for Large Systems Using Random Matrix Theory2008-12-21Paper
https://portal.mardi4nfdi.de/entity/Q35024612008-05-23Paper
https://portal.mardi4nfdi.de/entity/Q35024622008-05-23Paper
Semicircle Law for Hadamard Products2008-04-29Paper
https://portal.mardi4nfdi.de/entity/Q54481122008-03-20Paper
On the signal-to-interference ratio of CDMA systems in wireless communications2008-01-18Paper
On asymptotics of eigenvectors of large sample covariance matrix2007-07-12Paper
On limit theorem for the eigenvalues of product of two random matrices2007-01-09Paper
On the convergence of the spectral empirical process of Wigner matrices2006-11-06Paper
Asymptotics of adaptive design with two alternating generating matrices2006-08-17Paper
Rooted edges of a minimal directed spanning tree on random points2006-06-19Paper
On asymptotic joint distributions of eigenvalues of random matrices which arise from components of covariance model2006-01-13Paper
Maxima in hypercubes2005-11-15Paper
Asymptotics in randomized urn models2005-04-29Paper
The broken sample problem2005-04-28Paper
Berry-{E}sseen bounds for the number of maxima in planar regions2005-03-08Paper
CLT for linear spectral statistics of large-dimensional sample covariance matrices.2004-09-15Paper
Some results on two-stage clinical trials2004-06-22Paper
https://portal.mardi4nfdi.de/entity/Q44581542004-03-17Paper
A chi-square test for dimensionality with non-Gaussian data2004-02-03Paper
Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices2004-01-18Paper
Ranked set sampling. Theory and applications2003-12-08Paper
Weighted \(W\) test for normality and asymptotics a revisit of Chen--Shapiro test for normality2003-05-19Paper
Convergence rate of the best-\(r\)-point-average estimator for the maximizer of a nonparametric regression function.2003-05-19Paper
The exact and limiting distributions for the number of successes in success runs within a sequence of Markov-dependent two-state trials2003-05-11Paper
Gaussian approximation theorems for urn models and their applications2003-05-06Paper
An efficient algorithm for estimating the parameters of superimposed exponential signals2003-04-09Paper
On the theory of ranked-set sampling and its ramifications2003-04-03Paper
Positivity of the best unbiased \(L\)-estimator of the scale parameter with complete or selected order statistics from location-scale distribution2003-01-15Paper
Asymptotic distributions of the maximal depth estimators for regression and multivariate location2003-01-08Paper
Asymptotic properties of adaptive designs for clinical trials with delayed response2002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q27252232002-11-05Paper
An adaptive design for multi-arm clinical trials2002-07-08Paper
R-estimation in autoregression with square-integrable score function2002-07-08Paper
https://portal.mardi4nfdi.de/entity/Q27203622002-06-23Paper
A kind of urn model for adaptive sequential design2001-10-14Paper
A note on sequential estimation of the size of a population under a general loss function2001-10-04Paper
https://portal.mardi4nfdi.de/entity/Q27368122001-09-11Paper
https://portal.mardi4nfdi.de/entity/Q27368172001-09-11Paper
https://portal.mardi4nfdi.de/entity/Q27368482001-09-11Paper
Limit theorems for the number of maxima in random samples from planar regions2001-08-01Paper
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics2001-01-24Paper
Asymptotic theorems for urn models with nonhomogeneous generating matrices2001-01-17Paper
Exact separation of eigenvalues of large dimensional sample covariance matrices2000-11-22Paper
Marcinkiewicz strong laws for linear statistics2000-11-20Paper
On the variance of the number of maxima in random vectors and its applications2000-07-28Paper
https://portal.mardi4nfdi.de/entity/Q44888502000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47053411999-12-19Paper
https://portal.mardi4nfdi.de/entity/Q42676661999-11-29Paper
Model selection with data-oriented penalty1999-11-28Paper
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices1999-10-27Paper
https://portal.mardi4nfdi.de/entity/Q42572731999-10-07Paper
Remarks on the convergence rate of the spectral distributions of Wigner matrices1999-09-23Paper
A paradox in least-squares estimation of linear regression models1999-06-10Paper
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics1999-01-01Paper
On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models1998-11-15Paper
https://portal.mardi4nfdi.de/entity/Q42140431998-10-15Paper
Error bound in a central limit theorem of double-indexed permutation statistics1998-09-30Paper
A note on the convergence rate of the spectral distributions of large random matrices1998-09-13Paper
General \(M\)-estimation1998-06-22Paper
Circular law1997-06-09Paper
Mixtures of global and local Edgeworth expansions and their applications1997-02-23Paper
https://portal.mardi4nfdi.de/entity/Q43658811997-01-01Paper
Some new results on covariances involving order statistics from dependent random variables1996-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48822681996-10-28Paper
Optimal strong convergence rates in nonparametric regression1996-07-08Paper
On the empirical distribution of eigenvalues of a class of large dimensional random matrices1996-03-14Paper
https://portal.mardi4nfdi.de/entity/Q48399621995-09-19Paper
https://portal.mardi4nfdi.de/entity/Q48403841995-07-24Paper
https://portal.mardi4nfdi.de/entity/Q43108111995-01-05Paper
Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case1994-12-11Paper
https://portal.mardi4nfdi.de/entity/Q42936591994-07-20Paper
A note on the conditional distribution of \(X\) when \(| X-y|\) is given1994-07-05Paper
https://portal.mardi4nfdi.de/entity/Q42809491994-04-14Paper
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix1994-01-19Paper
On solvability of an equation arising in the theory of m-estimates1993-10-17Paper
Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices1993-10-11Paper
Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices1993-10-11Paper
MANOVA type tests under a convex discrepancy function for the standard multivariate linear model1993-08-24Paper
https://portal.mardi4nfdi.de/entity/Q52865481993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40364471993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40309111993-04-01Paper
Edgeworth expansions for errors-in-variables models1993-01-17Paper
Inadmissibility of the maximum likelihood estimator in the sequential estimation of the size of a population1993-01-17Paper
https://portal.mardi4nfdi.de/entity/Q39837781992-06-27Paper
Edgeworth expansion of a function of sample means1992-06-26Paper
Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models1990-01-01Paper
Asymptotic theory of least distances estimate in multivariate linear models1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33498121990-01-01Paper
A theorem of Feller revisited1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739631989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739991989-01-01Paper
On rates of convergence of efficient detection criteria in signal processing with white noise1989-01-01Paper
Kernel estimators of density function of directional data1988-10-01Paper
Kernel estimators of density function of directional data1988-01-01Paper
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix1988-01-01Paper
Convergence to the semicircle law1988-01-01Paper
A note on the largest eigenvalue of a large dimensional sample covariance matrix1988-01-01Paper
Limiting properties of occurrence/exposure rate and simple risk rate1988-01-01Paper
Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix1988-01-01Paper
Strong consistency of the information criterion for model selection in multivariate analysis1988-01-01Paper
On determination of the order of an autoregressive model1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34761221988-01-01Paper
Multivariate components of covariance model in unbalanced case1988-01-01Paper
On the maximum-likelihood estimator for the location parameter of a cauchy distribution1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37747091987-01-01Paper
On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix1987-01-01Paper
Limiting properties of large systems of random linear equations1986-01-01Paper
Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang1986-01-01Paper
On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic1986-01-01Paper
On detection of the number of signals in presence of white noise1986-01-01Paper
On detection of the number of signals when the noise covariance matrix is arbitrary1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37253661986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37367001986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37633931986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37665681986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37949851986-01-01Paper
The strong consistency of error probability estimates in nn discrimination1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32173561985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37031261985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37188641985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37234751985-01-01Paper
A note on the rates of asymptotic normality of linear permutation statistics1984-01-01Paper
Distributions of class \(L_{\alpha}\)1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33275331984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33338931984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36660451984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36848931984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36850041984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36875351984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36908541984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37338771984-01-01Paper
Limiting behavior of the eigenvalues of a multivariate F matrix1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30364691983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33303291983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36703531983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36623531982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39668431982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47450411981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37031031981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37062301981-01-01Paper

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