The following pages link to Jiang Hu (Q250631):
Displayed 50 items.
- Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices (Q312589) (← links)
- On the semicircular law of large-dimensional random quaternion matrices (Q325919) (← links)
- A note on semidefinite programming relaxations for polynomial optimization over a single sphere (Q341317) (← links)
- A note on rate of convergence in probability to semicircular law (Q428591) (← links)
- Strong representation of weak convergence (Q487510) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Test of independence for high-dimensional random vectors based on freeness in block correlation matrices (Q527081) (← links)
- Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
- A single layer zero skew clock routing in X architecture (Q848302) (← links)
- Game model of safety monitoring for arch dam deformation (Q1045255) (← links)
- Evaluation model for service life of dam based on time-varying risk probability (Q1045446) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case (Q1731774) (← links)
- Book review of: A. Bose, Patterned random matrices (Q1785827) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- A brief introduction to manifold optimization (Q2218094) (← links)
- The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Test on the linear combinations of mean vectors in high-dimensional data (Q2398084) (← links)
- Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices (Q2405945) (← links)
- Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices (Q2414482) (← links)
- Convergence of the empirical spectral distribution function of beta matrices (Q2515509) (← links)
- RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (Q2676924) (← links)
- Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (Q2683045) (← links)
- (Q3089880) (← links)
- (Q3132432) (← links)
- Adaptive Quadratically Regularized Newton Method for Riemannian Optimization (Q3176355) (← links)
- (Q3180605) (← links)
- A survey on multi-net global routing for integrated circuits (Q4539951) (← links)
- Power and Sample Size Calculation of Comparative Diagnostic Accuracy Studies with Multiple Correlated Test Results (Q5122617) (← links)
- Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
- Central Limit Theorem for Mutual Information of Large MIMO Systems With Elliptically Correlated Channels (Q5211498) (← links)
- Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints (Q5230652) (← links)
- On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices (Q5370956) (← links)
- Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221) (← links)
- On the limit of extreme eigenvalues of large dimensional random quaternion matrices (Q5964660) (← links)
- Riemannian smoothing gradient type algorithms for nonsmooth optimization problem on compact Riemannian submanifold embedded in Euclidean space (Q6058520) (← links)
- Exact and approximate computation of critical values of the largest root test in high dimension (Q6116995) (← links)
- Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps (Q6144119) (← links)
- The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices (Q6161610) (← links)
- The eigenvector LSD of information plus noise matrices and its application to linear regression model (Q6165366) (← links)
- Riemannian Natural Gradient Methods (Q6189169) (← links)
- Canonical correlation coefficients of high-dimensional normal vectors: finite rank case (Q6253468) (← links)
- Optimal modification of the LRT for the equality of two high-dimensional covariance matrices (Q6288127) (← links)
- Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression (Q6308969) (← links)
- Spiked eigenvalues of noncentral Fisher matrix with applications (Q6364956) (← links)
- A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions (Q6399204) (← links)
- Spectral Statistics of Sample Block Correlation Matrices (Q6404825) (← links)