Functional CLT of eigenvectors for large sample covariance matrices

by Xia, Ningning, Bai, Zhidong
Published 2016

Solution to Dalal and Mallows Conjecture on Monotone Property of the Joint Distribution of Order Statistics

by Bai, Zhidong, KWONG, Koon Shing
Published 2002

A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test

by Bai, Zhidong, Pan, Guangming, Yin, Yanqing
Published 2020

Statistics with Estimated Parameters

by YANG, Zhenlin, TSE, Yiu Kuen, Bai, Zhidong
Published 2004

On the Asymptotic Effect of Substituting Estimators for Nuisance Parameters in Inferential Statistics

by YANG, Zhenlin, TSE, Yiu Kuen, BAI, Zhidong
Published 2003

Statistics with Estimated Parameters

by YANG, Zhenlin, TSE, Yiu Kuen, Bai, Zhidong
Published 2007

Convergence of the empirical spectral distribution function of Beta matrices

by Bai, Zhidong, Hu, Jiang, Pan, Guangming, Zhou, Wang
Published 2015

The performance of commodity trading advisors: A mean-variance-ratio test approach

by BAI, Zhidong, PHOON, Kok Fai, WANG, Keyan, WONG, Wing-Keung
Published 2013

Asset Performance Evaluation with Mean-Variance Ratio

by Bai, Zhidong, PHOON, Kok Fai, Wang, Keyan, Wong, Wing-Keung
Published 2011

Mean Variance Analysis of Asian Hedge Funds

by Bai, Zhidong, Phoon, Kok Fai, Hui, Yongchang, Wong, Wing-Keung
Published 2014