大维动态因子分析模型的定阶问题

11571067
2015
A0402.统计推断与统计计算
白志东
面上项目
教授
东北师范大学
50万元
中心极限定理;定阶;因子模型;大维数据;随机矩阵
2016-01-01到2019-12-31
  • 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 CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications 期刊论文 Zheng Shurong;Bai Zhidong;Yao Jianfeng
2 Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices 期刊论文 Bai Zhidong;Li Huiqin;Pan Guangming
3 Multi-Sample Test for High-Dimensional Covariance Matrices 期刊论文 Zhang Chao;Bai Zhidong;Hu Jiang;Wang Chen
4 A Central Limit Theorem for Sums of Functions of Residuals in a High-Dimensional Regression Model with an Application to Variance Homoscedasticity Test 期刊论文 Bai Zhidong;Pan Guangming;Yin Yanqing
5 Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices 期刊论文 Zhang Qiuyan;Hu Jiang;Bai Zhidong
6 Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices 期刊论文 Xia Ningning;Bai Zhidong
7 A Remark for the Admissibility of Rao’s U-test 期刊论文 Z. D. Bai;C. R. Rao;M. T. Tsai
8 On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality 期刊论文 Niu Zhenzhen;Hu Jiang;Bai Zhidong;Gao Wei
9 A new nonlinearity test to circumvent the limitation of Volterra expansion with application 期刊论文 Hui Yongchang;Wong Wing-Keung;Bai Zhidong;Zhu Zhen-Zhen
10 The impact of the global financial crisis on the efficiency and performance of Latin American stock markets 期刊论文 Zhu Zhenzhen;Bai Zhidong;Vieito Joao Paulo;Wong Wing Keung
11 On testing the equality of high dimensional mean vectors with unequal covariance matrices 期刊论文 Hu Jiang;Bai Zhidong;Wang Chen;Wang Wei
12 Limiting Behavior of Eigenvalues in High-Dimensional {{MANOVA}} via {{RMT}} 期刊论文 Bai Zhidong;Choi Kwok Pui;Fujikoshi Yasunori
13 Test on the linear combinations of mean vectors in high-dimensional data 期刊论文 Li Huiqin;HuJiang;Bai Zhidong;Yin Yanqing;Zou K
14 A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices 期刊论文 Hu Jiang;Bai ZhiDong
15 Consistency of AIC and BIC in Estimating the Number of Significant Components in High-Dimensional Principal Component Analysis 期刊论文 Bai Zhidong;Choi Kwok Pui;Fujikoshi Yasunori
16 Test on the linear combinations of mean vectors in high-dimensional data 期刊论文 Li Huiqin;HuJiang;Bai Zhidong;Yin Yanqing;Zou K
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