### Biography

Zhidong Bai, Chinese mathematician (Laoting County, Hebei Province 27 November 1943 –

Recognized as a world leading expert in random matrix theory and high-dimensional statistics

Authored over 200 research papers

With Y.Q. Yin & P.R. Krishnaiah showed that the largest eigenvalue of the sample covariance matrix tends to a limit under certain conditions when both the number of variables and the sample size tend to infinity (1988)

### ACHIEVEMENTS/SOME BIBLIOGRAPHY

With Y.C. Hui, D.D. Jiang, W.K. Wong, Z.Z.Zhu & S.R. Zheng. A new test of multivariate nonlinear casuality (2018)

With G.M. Pan & Y.Q. Qin. A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (2017)

With C. Zhang, J. Hu & C. Wang. Multi-sample test for high-dimensonal covariance matrices. Comm. Statis. Theor. Methods (2017)

With Y.C. Hui, W.K. Wong & Z.Z.Zhu. A new nonlinearity test to circumvent the limitation of Volterra expansion with applications. J. Korean Statis. Soc. (2016)

With H.Q. Li, J. Hu & K.X. Zou. Test on the linear combinations of mean vectors in high-dimensional data (2016)

With M.R. Valenzuela, W.K. Wong & Z.Z. Zhu. New tests for poorness, richness and middle class welfare: stochastic dominance analysis for different types of social welfare functions (2016)

With W.M. Li & J.Q. Chen & Y. Qin. Estimation of the population spectral distribution from a large dimensional sample covariance matrix. J. Statis. Plann. Infer. (2013)

With N.N. Xia. Functional CLT of eigenvectors for large sample covariance matrices. Statis. Papers (2013)

With W.M. Li & T.Q. Liu. Rounded data analysis based on ranked set sample. Statis. Papers (2012)

With X. Ding. Estimation of spiked eigenvalues in spiked models (2012)

With G.M. Pan. Limiting behavior of eigenvectors of large Wigner matrices. J. Statis. Phys. (2012)

With R. Couillet, J.W. Silverstein & M. Debbah. Eigen-inference for energy estimation of multiple sources. IEEE Trans. Inform. 57(4):2420-39, 2011

With D. Kundu, I. Bai & S. Nandi. Super efficient frequency estimation. J. Statis. Plann. Infer. (2011)

With K. Wong & W.K. Wong. An improvement of the sharpe-ratio test on small samples mean variance ratio test (2009)

With H.X. Liu & W.K. Wong. A note on the mean-variance analysis of self-financing portifolios. (2006)

With X.M. He. A chi-square test for dimensionality with non-Gaussian data. J. Multiv. Anal. (2004)

With T.H. Tsai & H.K. Hwang. Berry-Esseen bounds for the number of maxima in planar regions. Electr. J. Probab. (2003)

With C.R. Rao, M. Chow & D. Kundu. An efficient algorithm for estimating the parameters of superimposed exponential signals. J. Statis. Plann. Inference (2003)

With M. Chen & G. Li. Rank estimation for longitudinal data with subject attrition due to response selection. Sankhya Ser. A (2003)

With G.J. Chen, Y. Chen & F.F. Hu. A kind of optimal design in urn models (2003)

With F.F. Hu & L. Shen. An adaptive design for multi-arm clinical trials. J. Multiv. Anal. (2002)

With G.J. Chen & F.F. Hu. A kind of urn model for adaptive sequential design. Acta Math. Scient. (2001)

With W.Y. Tsai & G.S. Shieh. Rank tests for independence – with a weighted contamination alternative. . Statis. Sinica (2000)

With F.F. Hu. Asymptotic theorem for urn models with nonhomogeneous generating matrices. Stoch. Proc. Appl. (1999)

With H.Z. An & M.H. Guo. Multi-step prediction for nonlinear autoregressive models based on empirical distribution. Statis. Sinica (1999)

With P.E. Cheng & H.C. Zhang. An extension of the Hardy-Littlewood strong law. Stat. Sin (1997)

With D. Kundu & A. Mitra. A theorem in probability and its applications in multidimensional signal processing. IEEE Trans. Signal Process. (1997)

With P.R. Krishnaiah, L.C. Zhao & N. Sambamoorthi. Model selection for log-linear models (1992)

With C.R. Rao & M. Chow. An algorithm for efficient estimation of superimposed exponential signals (1989)

With L.C. Zhao & K. Subramanyan. On determination of the order of an autoregressive model. J. Multiv. Anal. (1988)

With L.C. Zhao & P.R. Krishnaiah. A new method to estimate the direction of arrival of signals (1988)

With L.C. Zhao, C. Rao & P.R. Krishnaiah. A new approach for reconstruction of the left ventricle from biplane angiocardiograms (1987)

With L.C. Zhao & P.R. Krishnaiah. On detection of the number of signals when the noise covariance matrix is arbitrary. J. Multiv. Anal. (1986)

With L.C. Zhao & P.R. Krishnaiah. On detection of the number of signals in presence of white noise. J. Multiv. Anal. (1986)

With L.C. Zhao & P.R. Krishnaiah. On detection of number of signals in presence of colored noise using information theoretic criteria (1985)