Liu, Yan; Bai, Zhidong; Li, Hua; Hu, Jiang; Lv, Zhihui; Zheng, Shurong RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices. (English) Zbl 1487.62066 Stat. Probab. Lett. 187, Article ID 109501, 7 p. (2022). MSC: 62H25 60B20 62E20 15A18 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Probab. Lett. 187, Article ID 109501, 7 p. (2022; Zbl 1487.62066) Full Text: DOI
Luo, Wenya; Bai, Zhidong; Zheng, Shurong; Hui, Yongchang A modified BDS test. (English) Zbl 1450.62112 Stat. Probab. Lett. 164, Article ID 108794, 6 p. (2020). MSC: 62M10 62G10 62E20 62P20 PDFBibTeX XMLCite \textit{W. Luo} et al., Stat. Probab. Lett. 164, Article ID 108794, 6 p. (2020; Zbl 1450.62112) Full Text: DOI
Niu, Zhenzhen; Hu, Jiang; Bai, Zhidong; Gao, Wei On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality. (English) Zbl 1407.62203 Stat. Probab. Lett. 145, 338-344 (2019). MSC: 62H15 62H10 PDFBibTeX XMLCite \textit{Z. Niu} et al., Stat. Probab. Lett. 145, 338--344 (2019; Zbl 1407.62203) Full Text: DOI
Bai, Zhidong; Wang, Chen A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix. (English) Zbl 1333.60025 Stat. Probab. Lett. 96, 333-340 (2015). MSC: 60F05 60B20 60F15 60F17 15B52 62H25 PDFBibTeX XMLCite \textit{Z. Bai} and \textit{C. Wang}, Stat. Probab. Lett. 96, 333--340 (2015; Zbl 1333.60025) Full Text: DOI arXiv
Bai, Zhidong; Wang, Keyan; Wong, Wing-Keung The mean-variance ratio test – a complement to the coefficient of variation test and the Sharpe ratio test. (English) Zbl 1219.62030 Stat. Probab. Lett. 81, No. 8, 1078-1085 (2011). MSC: 62F03 65C60 62P05 PDFBibTeX XMLCite \textit{Z. Bai} et al., Stat. Probab. Lett. 81, No. 8, 1078--1085 (2011; Zbl 1219.62030) Full Text: DOI
Bai, Zhidong; Li, Heng; Wong, Wing-Keung; Zhang, Bingzhi Multivariate causality tests with simulation and application. (English) Zbl 1219.62094 Stat. Probab. Lett. 81, No. 8, 1063-1071 (2011). MSC: 62H15 65C05 62P05 PDFBibTeX XMLCite \textit{Z. Bai} et al., Stat. Probab. Lett. 81, No. 8, 1063--1071 (2011; Zbl 1219.62094) Full Text: DOI
Bai, Z. D.; Kwong, K. S. Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics. (English) Zbl 1092.62505 Stat. Probab. Lett. 59, No. 1, 29-35 (2002). MSC: 62E15 62G30 62J15 PDFBibTeX XMLCite \textit{Z. D. Bai} and \textit{K. S. Kwong}, Stat. Probab. Lett. 59, No. 1, 29--35 (2002; Zbl 1092.62505) Full Text: DOI
Bai, Z. D.; Chow, Mosuk A note on sequential estimation of the size of a population under a general loss function. (English) Zbl 0969.62052 Stat. Probab. Lett. 47, No. 2, 159-164 (2000). MSC: 62L12 62D05 62C15 PDFBibTeX XMLCite \textit{Z. D. Bai} and \textit{M. Chow}, Stat. Probab. Lett. 47, No. 2, 159--164 (2000; Zbl 0969.62052) Full Text: DOI
Bai, Z. D.; Cheng, Philip E. Marcinkiewicz strong laws for linear statistics. (English) Zbl 0960.60026 Stat. Probab. Lett. 46, No. 2, 105-112 (2000). MSC: 60F15 62G05 PDFBibTeX XMLCite \textit{Z. D. Bai} and \textit{P. E. Cheng}, Stat. Probab. Lett. 46, No. 2, 105--112 (2000; Zbl 0960.60026) Full Text: DOI
Bai, Z. D.; Guo, Meihui A paradox in least-squares estimation of linear regression models. (English) Zbl 0913.62057 Stat. Probab. Lett. 42, No. 2, 167-174 (1999). MSC: 62J05 62F12 PDFBibTeX XMLCite \textit{Z. D. Bai} and \textit{M. Guo}, Stat. Probab. Lett. 42, No. 2, 167--174 (1999; Zbl 0913.62057) Full Text: DOI
Bai, Z. D.; Wu, Y. On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models. (English) Zbl 0899.62034 Stat. Probab. Lett. 34, No. 2, 193-199 (1997). MSC: 62F12 62J05 PDFBibTeX XMLCite \textit{Z. D. Bai} and \textit{Y. Wu}, Stat. Probab. Lett. 34, No. 2, 193--199 (1997; Zbl 0899.62034) Full Text: DOI
Bai, Z. D.; Miao, Baiqi; Tsay, Jhishen A note on the convergence rate of the spectral distributions of large random matrices. (English) Zbl 0894.60034 Stat. Probab. Lett. 34, No. 1, 95-101 (1997). MSC: 60F99 PDFBibTeX XMLCite \textit{Z. D. Bai} et al., Stat. Probab. Lett. 34, No. 1, 95--101 (1997; Zbl 0894.60034) Full Text: DOI
Bai, Zhidong; Sarkar, Sanat K.; Wang, Wenjin Positivity of the best unbiased \(L\)-estimator of the scale parameter with complete or selected order statistics from location-scale distribution. (English) Zbl 1003.62511 Stat. Probab. Lett. 32, No. 2, 181-188 (1997). MSC: 62G05 62F10 62G30 PDFBibTeX XMLCite \textit{Z. Bai} et al., Stat. Probab. Lett. 32, No. 2, 181--188 (1997; Zbl 1003.62511) Full Text: DOI
Bai, Z. D.; Shepp, Lawrence A. A note on the conditional distribution of \(X\) when \(| X-y|\) is given. (English) Zbl 0791.62012 Stat. Probab. Lett. 19, No. 3, 217-219 (1994). MSC: 62E10 60E05 PDFBibTeX XMLCite \textit{Z. D. Bai} and \textit{L. A. Shepp}, Stat. Probab. Lett. 19, No. 3, 217--219 (1994; Zbl 0791.62012) Full Text: DOI