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Publications Influence

METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES , A REVIEW

- Z. Bai
- 1999

In this paper, we give a brief review of the theory of spectral analysis of large dimensional random matrices. Most of the existing work in the literature has been stated for real matrices but the… Expand

543 90- PDF

On the limit of the largest eigenvalue of the large dimensional sample covariance matrix

- Y. Yin, Z. Bai, P. Krishnaiah
- Mathematics
- 1 October 1984

SummaryIn this paper the authors show that the largest eigenvalue of the sample covariance matrix tends to a limit under certain conditions when both the number of variables and the sample size tend… Expand

322 29

On detection of the number of signals in presence of white noise

- L. Zhao, P. Krishnaiah, Z. Bai
- Mathematics, Physics
- 1 October 1985

In this paper, the authors propose procedures for detection of the number of signals in presence of Gaussian white noise under an additive model. This problem is related to the problem of finding the… Expand

304 21- PDF

On asymptotics of eigenvectors of large sample covariance matrix

Let {X ij }, i, j = ..., be a double array of i.i.d. complex random variables with EX 11 = 0, E|X 11 | 2 = 1 and E|X 11 | 4 <∞, and let An = (1 N T 1/2 n X n X* n (T 1/2 n , where T 1/2 n is the… Expand

103 15- PDF

Asymptotic distributions of the maximal depth estimators for regression and multivariate location

We derive the asymptotic distribution of the maximal depth regression estimator recently proposed in Rousseeuw and Hubert. The estimator is obtained by maximizing a projection-based depth and the… Expand

82 14

M-estimation of multivariate linear regression parameters under a convex discrepancy function

- Z. Bai, Calyampudi R. Rao, Y. Wu
- Mathematics
- 1992

There is vast literature on M-estimation of linear regression parameters. Most of the papers deal with special cases by choosing particular discrepancy functions to be minimized or particular… Expand

97 14

Kernel estimators of density function of directional data

- Z. Bai, Calyampudi R. Rao, L. Zhao
- Mathematics
- 1 October 1988

Let X be a unit vector random variable taking values on a k-dimensional sphere [Omega] with probability density function f(x). The problem considered is one of estimating f(x) based on n independent… Expand

82 13

A note on the largest eigenvalue of a large dimensional sample covariance matrix

- Z. Bai, J. W. Silverstein, Y. Yin
- Mathematics
- 1 August 1988

Let {vij; i, J = 1, 2, ...} be a family of i.i.d. random variables with E(v114) = [infinity]. For positive integers p, n with p = p(n) and p/n --> y > 0 as n --> [infinity], let Mn = (1/n) Vn VnT ,… Expand

147 11

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