你好,欢迎来到中国科学技术大学国际金融研究院!

 姓名:韩潇

 职称:研究员

 邮件:xhan011@ustc.edu.cn

 主要专业方向:概率与统计


研究方向:大维随机矩阵;高维统计推断; 


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.