UID:
almafu_9959242870302883
Format:
1 online resource (397 p.)
ISBN:
1-281-93420-8
,
9786611934200
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981-279-309-7
Content:
This book, which is split into two parts, is about Prof. Zhidong Bai's life and his contributions to statistics and probability. The first part contains an interview with Zhidong Bai conducted by Dr Atanu Biswas from the Indian Statistical Institute, and seven short articles detailing Bai's contributions. The second part is a collection of his selected seminal papers in the areas of random matrix theory, Edgeworth expansion, M-estimation, model selection, adaptive design in clinical trials, applied probability in algorithms, small area estimation, and time series, among others. This book prov
Note:
Description based upon print version of record.
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CONTENTS; Preface; Part A Professor Bai's Life and His Contributions; A Conversation with Zhidong Bai - A. Biswas; Professor Z. D. Bai: My Friend, Philosopher and Guide - D. Kundu; References; Collaboration with a Dear Friend and Colleague - J . W. Silverstein; References; Edgeworth Expansions: A Brief Review of Zhidong Bai's Contributions - G. J. Babu; References; Bai's Contribution to M-estimation and Relevant Tests in Linear Models - L. Zhao; References; Professor Bai's Main Contributions on Randomized URN Models - F. HU; 1. Theoretical Properties of Urn Models
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2. Accommodating Heterogeneity3. Delayed Responses; References; Professor Bai's Contributions to M-estimation - Y. wu; 1. Introduction; 2. The case that the discrepancy function is a difference of two convex functions; 3. Minimum &-norm estimation; 4. Recursive algorithm; 5. Solvability of an equation arising in the study of M-estimates; 6. General M-estimation; References; On Professor Bai's Main Contributions to the Spectral Theory of Random Matrices - J. F. Yao; a). Limiting spectral distributions; b). Limits of extreme eigenvalues; c). Convergences rates of an ESD F, to its LSD
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d). CLT's for smooth integrals of F,Acknowledgments; References; Part B Selected Papers of Professor Bai; Edgeworth Expansions of a Function of Sample Means under Minimal Moment Conditions and Partial Cramer's Condition - G. 3. Babu and Z. D. Bai; 1. INTBODUOTION; 2. PBl4LIWNABIES AND TFIB STATEMENTS OB THHl MAIN BIOEIULTB; 3. PROOFS OF THE MAIN THEOREMS; Appendix; REFERENCES; Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices - Z. D. Bai; 1. Introduction.
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2. Inequalities of distance between distributions in terms of their Stieltjes transforms.3. Preliminaries.; 4. Convergence rates of expected spectral distributions of Wigner matrices.; Acknowledgments.; REFERENCES; Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part 11. Sample Covariance Matrices - Z. D. Bai; 1. Introduction.; 2. Preliminaries.; 3. Convergence rates of spectral distributions of sample covari- ance matrices.; Acknowledgment.; REFERENCES; Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix - Z. D. Bai and Y . Q. Yin
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1. Introduction.2. Some lemmas.; 3. Proof of Theorem 1.; APPENDIX; REFERENCES; Circular Law - Z. D. Bai; 1. Introduction.; 2. List of notations.; 3. Integral range reduction.; 4. Convergence of v,(x, z) and the limiting spectrum v ( x , z).; 5. Proof of (1.4).; 6. Proof of Theorem 1.1.; 7. Comments and extensions.; APPENDIX; Elementary lemmas.; A l . Lemmas on densities or expectations of functions of random variables.; A2. A result known in the literature.; REFERENCES
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On the Variance of the Number of Maxima in Random Vectors and Its Applications - Z. D. Bai, C. C. Chao, H. K. Hwang and W. Q. Liang
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English
Additional Edition:
ISBN 981-279-308-9
Language:
English
Keywords:
Electronic books
URL:
https://doi.org/10.1142/6751
Bookmarklink
