大維隨機(jī)矩陣?yán)碚摷捌湓诟呔S統(tǒng)計(jì)中的應(yīng)用

前言
1 極限譜分布
Limiting Behavior of the Eigenvalues of a Multivariate F Matrix（Y.Q.Yin，Z.D.Bai and P.R.Krishnaiah）
On Limiting Spectral Distribution of Product of Two Random Matrices
When the Underlying Distribution Is Isotropic（Z.D.Bai，Y.Q.Yin and P.R.Krishnaiah）
Convergence to the Semicircle Law（Z.D.Bai and Y.Q.Yin）
Semicircle Law for Hadamard Products（Z.D.Bai and L.X.Zhang)
Large Sample Covariance Matrices Without Independence Structures in
Columns（Zhidong Bai and Wang Zhou)
Convergence of the Empirical Spectral Distribution Function of Beta Matrices（Zhidong Bai，Jiang Hu，Guangming Pan and Wang Zhou)
On the Semicircular Law of Large-Dimensional Random Quaternion Matrices（Yanqing Yin，Zhidong Bai and Jiang Hu)
2 線性譜統(tǒng)計(jì)量的中心極限定理
CLT for Linear Spectral Statistics of Large-Dimensional Sample Covariance Matrices（Z.D.Bai and Jack W.Silverstein）
Substitution Principle for CLT of Linear Spectral Statistics of High-Dimensional Sample Covariance Matrices with Applications to Hypothesis Testing （Shurong Zheng，Zhidong Bai and Jianfeng Yao）
CLT for Linear Spectral Statistics of a Rescaled Sample Precision Matrix（Shurong Zheng，Zhidong Bai and Jianfeng Yao）
CLT for Eigenvalue Statistics of Large-Dimensional General Fisher Matrices with Applications（Shurong Zheng，Zhidong Bai and Jianfeng Yao）
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Separable Sample Covariance Matrices（Zhidong Bai，Huiqin Li and
Guangming Pan）
3 經(jīng)驗(yàn)譜分布的收斂速度
Convergence Rate of Expected Spectral Distributions of Large Random
Matrices.Part Ⅰ.Wigner Matrices（Z.D.Bai）
Convergence Rate of Expected Spectral Distributions of Large Random
Matrices.Part Ⅱ.Sample Covariance Matrices（Z.D.Bai）
Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices（Z.D.Bai，Baiqi Miao and Jian-Feng Yao）
Convergence Rates to the Marchenko-Pastur Type Distribution（Zhidong Bai，Jiang Hu and Wang Zhou）
4 圓律
Circular Law（Z.D.Bai）
5 本質(zhì)離群特征根的中心極限定理
Central Limit Theorems for Eigenvalues in a Spiked Population Model
（Zhidong Bai and Jian-feng Yao）
On Sample Eigenvalues in a Generalized Spiked Population Model（Zhidong Bai and Jianfeng Yao）
Estimation of Spiked Eigenvalues in Spiked Models（Zhidong Bai and Xue Ding）
Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of High-Dimensional Covariance Matrices（Dandan Jiang
and Zhidong Bai）
Partial Generalized Four Moment Theorem Revisited（Dandan Jiang and
Zhidong Bai）
Limiting Spectral Distribution of High-Dimensional Noncentral Fisher Matrices and Its Analysis（Xiaozhuo Zhang，Zhidong Bai and Jiang Hu）
6 非中心樣本協(xié)方差矩陣
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Information-Plus-Noise Type Matrices（Zhidong Bai and Jack W.Silverstein）
7 自協(xié)方差矩陣
Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix（Baisuo Jin，Chen Wang，Z.D.Bai，K.Krishnan Nair and
Matthew Harding）
Strong Limit of the Extreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix（Chen Wang，Baisuo Jin，Z.D.Bai，K.Krishnan Nair and Matthew Harding）
8 隨機(jī)矩陣?yán)碚撛诮y(tǒng)計(jì)中的應(yīng)用
Corrections to LRT on Large-Dimensional Covariance Matrix by RMT（Zhidong Bai，Dandan Jiang，Jian-Feng Yao and Shurong Zheng）
Testing the Independence of Sets of Large-Dimensional Variables（JIANG DanDan，BAI ZhiDong and ZHENG ShuRong）
9 特征向量的極限性質(zhì)
On Asymptotics of Eigenvectors of Large Sample Covariance Matrix（Z.D.Bai，B.Q.Miao and G.M.Pan）
Convergence Rates of Eigenvector Empirical Spectral Distribution of Large Dimensional Sample Covariance Matrix（Ningning Xia，Yingli Qin and Zhidong Bai）
10 樣本極值特征根