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研究领域

大维随机矩阵;高维统计推断;

近期论文

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X. Han, G. Pan and B. Zhang, “The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix,” The Annals of Statistics, vol.44, no. 4, pp. 1564–1592, 2016. J. Gao, X. Han, G. Pan and Y. R. Yang, “High Dimensional Correlation Matrices: CLT and Its Applications,” Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 79, no. 3, pp. 677–693, 2017. T. Cai, X. Han and G. Pan, “Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices,” The Annals of Statistics, Accepted. X. Han, G. Pan * and Q. Yang, “A Unified Matrix Model including Both CCA and F Matrices in Multivariate Analysis: The Largest Eigenvalue and Its Applications,” Bernoulli, vol. 24, no. 4B, pp. 3447–3468, 2018. X. Wang, X. Han and G. Pan, “The Logarithmic Law of Sample Covariance Matrices Near Singularity,” Bernoulli, vol. 24, no. 1, pp. 80–114, 2018. Q. Fan, X. Han, B. Jiang and G. Pan, “Estimating a Large System of Seemingly Unrelated Regressions Using Penalized Quasi-Maximum Likelihood Estimation,” Econometric Theory, Accepted.

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