大维样本协方差矩阵特征向量矩阵极限性状的研究

10871036
2008
A0211.概率极限理论与随机化结构
白志东
面上项目
教授
东北师范大学
26万元
中心极限定理。;大维随机矩阵谱分析;特征根与特征向量
2009-01-01到2011-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 A note on rate of convergence in probability to semicircular law 期刊论文 Bai, Z., Hu, J., Pan, G., Zhou, W. |
2 Probability inequalities 专著 林正炎与白志东|
3 Spectral Analysis of Large Dimensional Random Matrices(The Second Edition) 专著 Bai, Z. D. and Silverstein, J. W. |
4 Analysis of rounded data from dependent sequences 期刊论文 Zhang, B., Liu, T., Bai, Z.D. |
5 Multivariate linear and nonlinear causality tests 期刊论文 Bai, Z., Wong, W.-K., Zhang, B. |
6 Rounded data analysis based on multi-layer ranked set sampling 期刊论文 Li, W.M., Bai, Z.D. |
7 Corrections to LRT on large dimensional covariance matrix by RMT 期刊论文 Bai, Z., Jiang, D., Yao, J. F., Zheng, S. |
8 On the Markowitz mean variance analysis of self financing portfolios 期刊论文 Bai, Z., Liu, H., Wong, W.-K.|
9 Rank regression for analysis of clustered data: A natural induced smoothing approach 期刊论文 Fu, L., Wang, Y.-G., Bai, Z. |
10 Test statistics for prospect and Markowitz stochastic dominances with applications 期刊论文 Bai, Z., Li, H., Liu, H., Wong, W.-K. |
11 Rounded data analysis based on ranked set sample 期刊论文 Li, W., Liu, T., Bai, Z. |
12 Asymptotic properties of eigenmatrices of a large sample covariance matrix 期刊论文 Bai, Z.D., Liu, H.X., Wong, W.K. |
13 CLT for linear spectral statistics of Wigner matrices 期刊论文 Bai, Z., Wang, X., Zhou, W. |
14 Convergence rates to the Marchenko-Pastur type distribution 期刊论文 Bai, Z., Hu, J., Zhou, W. |
15 The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix 期刊论文 Bai, Z.D., Zhang, L.X.|
16 Enhancement of the applicability of markowitz's portfolio optimization by utilizing random matrix theory 期刊论文 Bai, Z., Liu, H., Wong, W. K. |
17 The mean variance ratio test -- A complement to the coefficient of variation test and the Sharpe ratio test 期刊论文 Bai, Z., Wang, K., Wong, W.-K. |
18 Analysis of accumulated rounding errors in autoregressive processes 期刊论文 Li, W., Bai, Z.D. |
19 Multivariate causality tests with simulation and application 期刊论文 Bai, Z., Li, H., Wong, W.-K., Zhang, B.|
20 Revisit of Sheppard corrections in linear regression 期刊论文 Liu, T.Q., Zhang, B.X., Hu, G.R., Bai, Z.D.|
21 Eigen inference for energy estimation of multiple sources 期刊论文 Couillet, R., Silverstein, J.W., Bai, Z., Debbah, |
22 Super efficient frequency estimation 期刊论文 Kundu, D., Bai, Z., Nandi, S., Bai, L.|
23 On estimation of the population spectral distribution from a high dimensional sample covariance matrix 期刊论文 Bai, Z., Chen, J., Yao, J. |
24 Functional CLT for sample covariance matrices 期刊论文 Bai, Z., Wang, X., Zhou, W. |
25 Limiting Behavior of Eigenvectors of Large Wigner Matrices 期刊论文 Bai, Z.D., Pan, G.M. |
26 Analysis of rounded data in mixture normal model 期刊论文 Zhao, N., Bai, Z. |
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