Ningning Xia

Identifiers

• name variant Ningning Xia 0.60 · backfill

Papers (5)

1. Shrinkage estimation of covariance matrix for portfolio choice with high frequency data math.ST · 2016 · author #2
2. Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices math.ST · 2016 · author #1
3. On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations math.ST · 2016 · author #1
4. On the inference about the spectra of high-dimensional covariance matrix based on noisy observations-with applications to integrated covolatility matrix inference in the presence of microstructure noise math.ST · 2014 · author #1
5. Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix math.ST · 2013 · author #1

Mentions

• 1409.2121 #1 · backfill · confidence 0.70 Ningning Xia
• 1311.5000 #1 · backfill · confidence 0.70 Ningning Xia

Frequent Coauthors

• Xinghua Zheng 2 shared papers
• Zhidong Bai 2 shared papers
• Cheng Liu 1 shared papers
• Jun Yu 1 shared papers
• Yingli Qin 1 shared papers