东北师范大学数学与统计学院
个人信息
School of Mathematics and Statistics,NENU
Personal Particulars
白志东  教授
【主要著作】
1. 白志东,郑术蓉,姜丹丹. 大维统计分析[编著]. 高等教育出版社. 2012-05-01.
2. ZhengyanLin,白志东. Probability Inequalities[编著]. 科学出版社. 2010-08-01.
3. 白志东,JackW.Silverstein. Spectral Analysis of Large Dimensional Random Matrices(Second Edition)[编著]. 科学出版社. 2010-04-01.
4. 林正炎,白志东. 概率不等式[著作]. 科学出版社. 2006-07-01.
5. 白志东,SilversteinJ.W.. Spectral Analysis of Large Dimensional Random(大维随即矩阵的谱分析)[著作]. SCIENCE PRESS Beijing. 2006-06-01.
【主要科研项目】
1. 胡江,白志东,周望,潘光明,解悦,张秋妍,侯志强,刘研,牛珍珍,张晓琢. AIC, BIC及Cp准则在大维架构下的强相合性研究. 国家自然科学基金项目(资助金额:48万元). 执行时间:2018-01-01至2021-12-31.
2. 白志东,宋海燕,胡果荣,张超,尹燕青,李慧琴,哈高帆,朱真真,张秋妍. 大维动态因子分析模型的定阶问题. 国家自然科学基金面上项目(资助金额:58.36万元). 执行时间:2016-01-01至2019-12-01.
3. 史宁中,郭建华,白志东,陶剑,张宝学,高巍,郑术蓉,朱文圣,孙法省,蔺杉. 大数据背景下统计学及其交叉研究平台建设——网络数据分析2015. 国家自然科学基金委员会(资助金额:100万元). 执行时间:2015-01-01至2015-12-01.
4. 白志东,胡果荣,宋海燕,李华,赵宁宁,李卫明. 离群特征根的估计及其在大维主分量分析中的应用. 国家自然科学基金委员会(资助金额:45万元). 执行时间:2012-01-01至2015-12-01.
5. 郭建华,史宁中,白志东,张宝学,高巍,陶剑,蒋达清,范猛,滕建州,孔俊. 数据驱动的应用统计方法研究. 教育部(资助金额:300.0万元). 执行时间:2011-01-01至2013-12-01.
6. 白志东. 随机矩阵理论及其在高维统计中的应用. 国家自然科学基金委员会(资助金额:10万元). 执行时间:2011-01-01至2011-12-01.
7. 郭建华,郝立柱,赵显,史宁中,蔡波,白志东,张宝学,陶剑,孔俊,马文卿,朱文圣,冯国忠. 汉语文本数据挖掘示范. 吉林省科技厅(资助金额:20.0万元). 执行时间:2010-04-01至2012-12-01.
8. 白志东,胡果荣,宋海燕,姜丹丹,李华,赵宁宁,李卫明. 大维样本协方差矩阵特征向量矩阵极限性状的研究. 国家自然科学基金委员会(资助金额:26万元). 执行时间:2009-01-01至2011-12-01.
9. 白志东,张宝学,胡果荣,宋海燕,王小英,樊彦朝,樊国林. 大维随机矩阵理论及其在无线电通讯中的应用. 国家自然科学基金委员会(资助金额:26万元). 执行时间:2006-01-01至2008-12-01.
10. 白志东,Stlverstei,张丽馨,陶剑,郑术蓉,宁海燕. 大维随机阵线性谱统计量的极限性质. 国家自然科学基金委员会(资助金额:14万元). 执行时间:2003-01-01至2005-12-01.
【主要科研成果】
1. 张超,白志东,胡江,王晨. Multi-sample test for high-dimensional covariance matrices. COMMUN STAT-THEOR M(47卷13期3161-3177页). 2018-07-01.
2. 白志东,惠勇昌,姜丹丹,吕智慧,Wing-KeungWong,郑术蓉. A New Test of Multivariate Nonlinear Causality. PLOS ONE (13卷1期e0185155-1-14页). 2018-01-05.
3. 郑术蓉,白志东,姚建峰. CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications. BERNOULLI(23卷2期1130-1178页). 2017-05-01.
4. 李慧琴,胡江,白志东,尹燕青,邹可心. Test on the linear combinations of mean vectors in high-dimensional data. TEST(26卷1期188-208页). 2017-03-01.
5. 胡江,白志东,王晨,王伟. On testing the equality of high dimensional mean vectors with unequal covariance matrices. ANN I STAT MATH(69卷2期365-387页). 2017-03-01.
6. 郑术蓉,白志东,JianfengYao. CLT for linear spectral statistics of a rescaled sample precision matrix. RANDOM MATRICES-THEORY AND APPLICATIONS. 2015-09-01.
7. 白志东,胡江,潘光明,周望. Convergence of the empirical spectral distribution function of Beta matrices. BERNOULLI. 2015-05-01.
8. 白志东,李华,Mcaleer,M,Wong,WK. Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China. QUANT FINANC. 2015-05-01.
9. 李慧琴,白志东. Extreme eigenvalues of large dimensional quaternion sample covariance matrices. J STAT PLAN INFER. 2015-04-01.
10. 郑术蓉,白志东,姚建峰. SUBSTITUTION PRINCIPLE FOR CLT OF LINEAR SPECTRAL STATISTICS OF HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRICES WITH APPLICATIONS TO HYPOTHESIS TESTING. ANN STAT. 2015-04-01.
11. 李慧琴,白志东. Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices. JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 2015-03-01.
12. 夏宁宁,白志东. Functional CLT of eigenvectors for large sample covariance matrices. STAT PAP. 2015-02-01.
13. 白志东,王晨. A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix. STAT PROBABIL LETT. 2015-01-01.
14. 尹燕青,白志东. Convergence Rates of the Spectral Distributions of Large Random Quaternion Self-Dual Hermitian Matrices. J STAT PHYS. 2014-12-01.
15. 胡江,白志东. Strong representation of weak convergence. Science China Mathematics. 2014-11-01.
16. 郑术蓉,姜丹丹,白志东,何旭铭. Inference on multiple correlation coefficients with moderately high dimensional data. BIOMETRIKA. 2014-09-01.
17. 金百锁,王晨,白志东,K.KrishnanNair,MatthewHarding. Limiting spectral distribution of a symmetrized auto-cross covariance matrix. ANN APPL PROBAB. 2014-06-01.
18. 尹燕青,白志东,胡江. On the limit of extreme eigenvalues of large dimensional random quaternion matrices. PHYS LETT A. 2014-04-01.
19. 刘天庆,白志东,张宝学. Weighted estimating equation: modified GEE in longitudinal data analysis. Frontiers of Mathematics in China. 2014-04-01.
20. 夏宁宁,秦英莉,白志东. Convergence rates of the eigenvector empirical spectral Distribution of large dimensional sample covariance matrix. ANN STAT. 2013-12-01.
21. 白志东,姜丹丹,姚剑峰,郑术蓉. Testing Linear Hypotheses in High-Dimensional Regressions. STATISTICS. 2013-11-01.
22. 李卫明,陈佳奇,秦英莉,白志东,姚建峰. Estimation of the population spectral distribution from a large dimensional sample covariance matrix. J STAT PLAN INFER. 2013-11-01.
23. 张洛宾,白志东,黄素云,黄启瑞. Asymptotic error bounds for kernel-based Nystrom low-rank approximation matrices. J MULTIVARIATE ANAL. 2013-09-01.
24. 赵宁宁,白志东. Analysis of rounded data in measurement error regression. JOURNAL OF THE KOREAN STATISTICAL SOCIETY. 2013-09-01.
25. 白志东,Phoon,KokFai,王科研,黄永强. The performance of commodity trading advisors: A mean-variance-ratio test approach. North American Journal of Economic and Finance. 2013-08-01.
26. 姜丹丹,白志东,郑术蓉. Testing the independence of sets of large-dimensional variables. Science China Mathematics. 2013-01-01.
27. 赵宁宁,白志东. Analysis of rounded data in mixture normal model. STAT PAP. 2012-11-01.
28. 白志东,惠永昌,Wing-Keung,RicardasZitikis. Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test. Journal of Financial Econometrics. 2012-09-01.
29. 李卫明,刘天庆,白志东. Rounded data analysis based on ranked set sample. STAT PAP. 2012-05-01.
30. 白志东,YaoJianfeng. On sample eigenvalues in a generalized spiked population model. J MULTIVARIATE ANAL. 2012-04-01.
31. 白志东,丁雪. Estimation of Spiked Eigenvalues in Spiked Models. Random Matrices: Theory and Applications. 2012-04-01.
32. 白志东,潘光明. Limiting behavior of Eigenvectors of large Wigner matrices. J STAT PHYS. 2012-02-01.
33. 白志东,Silverstein,J.W.. No Eigenvalues outside the support of the Limiting Spectral Distribution of Information-Plus-Noise Type matrices. Random Matrices: Theory and Applications. 2012-01-01.
34. 白志东,胡江,WangZhou. Convergence rates to the Marchenko-Pastur type distribution. STOCH PROC APPL. 2012-01-01.
35. 李卫明,白志东. Rounded data analysis based on multi-layer ranked set sampling. ACTA MATH SIN. 2011-12-01.
36. 白志东,胡江,潘光明,周旺. A Note on Rate of Convergence in Probability to Semicircular Law. ELECTRON J PROBAB. 2011-11-01.
37. 白志东,刘慧霞,黄永强. Asymptotic properties of eigenmatrices of a large sample covariance matrix. ANN APPL PROBAB. 2011-10-01.
38. 李卫明,白志东. Analysis of accumulated rounding errors in autoregressive processes. J TIME SER ANAL. 2011-09-01.
39. KunduDebasis,白志东,NandiSwagata,BaiLi. Super efficient frequency estimation. J STAT PLAN INFER. 2011-08-01.
40. 白志东,王科研,黄永强. The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test. STAT PROBABIL LETT. 2011-08-01.
41. 白志东,李衡,黄永强,张冰芝. Multivariate causality tests with simulation and application. STAT PROBABIL LETT. 2011-08-01.
42. 白志东,李华,刘慧霞,黄永强. Test statistics for prospect and Markowitz stochastic dominances with applications. ECONOMET J. 2011-07-01.
43. BabuG.Jogesh,白志东,ChoiKwokPui,MangalamVasudevan. Limit theorems for functions of marginal quantiles. BERNOULLI. 2011-06-01.
44. CouilletR,SilversteinJW,白志东,DebbahM. Eigen-Inference for Energy Estimation of Multiple Sources. IEEE T INFORM THEORY. 2011-04-01.
45. 白志东,陈佳奇,姚建峰. On estimation of the population spectral distribution from a high-dimensional sample covariance matrix. AUST NZ J STAT. 2010-12-01.
46. 张宝学,刘天庆,白志东. Analysis of rounded data from dependent sequences. ANN I STAT MATH. 2010-11-01.
47. 白志东,王小英,周望. Functional CLT for sample covariance matrices. BERNOULLI. 2010-10-01.
48. 白志东,ZhangLX. The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix. J MULTIVARIATE ANAL. 2010-10-01.
49. 白志东,黄永强,ZhangBZ. Multivariate linear and nonlinear causality tests. MATH COMPUT SIMULAT. 2010-09-01.
50. 白志东,黄永强,ZhangBZ. A Note on Causality Tests. International Journal of Intelligent Technologies and Applied Statistics. 2010-06-01.
51. 白志东. Edgeworth Expansion. International Encyclopedia of Statistical Science. 2010-06-01.
52. 刘天庆,张宝学,胡果荣,白志东. Revisit of Sheppard corrections in linear regression. SCI CHINA MATH. 2010-06-01.
53. 付利亚,WangYG,白志东. Rank regression for analysis of clustered data: A natural induced smoothing approach. COMPUT STAT DATA AN. 2010-04-01.
54. 白志东,姜丹丹,Jian-fengyao,郑术蓉. Corrections to LRT on Large-dimensional Covariance Matrix by RMT. ANN STAT. 2009-11-01.
55. 白志东,王小英,WangZhou. CLT for Linear Spectral Statistics of Wigner matrices. ELECTRON J PROBAB. 2009-11-01.
56. 白志东,HUIXIALIU,WING-KEUNGWONG. Enhancement of the applicability of markowitz’s portfolio optimization by utilizing random matrix theory. MATH FINANC. 2009-10-01.
57. 白志东,郑术蓉,张宝学,胡果荣. Statistical Analysis for Rounded Data. J STAT PLAN INFER. 2009-08-01.
58. 白志东,郑术蓉. Future of Statistics. RANDOM MATRIX THEORY AND ITS APPLICATIONS:Multivariate Statistics and Wireless Communications. 2009-08-01.
59. 白志东,HUIXIALIU,WING-KEUNGWONG. On the Markowitz mean-variance analysis of self-financing portfolios. Risk and Decision Analysis. 2009-04-01.
60. 白志东. Inference and Prediction in Large Dimensions(BOOK REVIEWS). BIOMETRICS. 2008-12-01.
61. 白志东,陈希孺,吴跃华. On constrained m-estimation and its recursive analog in multivariate linear regression models. STAT SINICA. 2008-06-01.
62. 白志东,WangZhou. Large sample covariance matrices without independence structures in columns. STAT SINICA. 2008-06-01.
63. 白志东,郑术蓉. Large Dimensional Data Analysis with Applications of Random Matrix Theory. The 4th International Congress of Chinese Mathematicians(ICCM2007). 2007-12-01.
64. 白志东,MiaoBQ,PanGM. On asymptotics of eigenvectors of large sample covariance matrix. ANN PROBAB. 2007-12-01.
65. 白志东,MiaoBQ,PanGM. On asymptotics of eigenvectors of large sample covariance matrix. ANN PROBAB. 2007-12-01.
66. LiangY.C.,PanG.M.,白志东. Asymptotic performance of MMSE receivers for large systems using random matrix theory. IEEE T INFORM THEORY. 2007-11-01.
67. 陶剑,AtanuBiswas,白志东. A generalized confidence interval for the difference of the means of two normal populations. Far East Journal of Theoretical Statistics. 2007-08-01.
68. WangYG,LinX,ZhuM,白志东. Robust estimation using the Huber Function With a Data-Dependent Tuning Constant. J COMPUT GRAPH STAT. 2007-04-01.
69. 白志东,张立新. Semicircle Law for Hadamard Products. SIAM J MATRIX ANAL A. 2007-04-01.
70. Yang,Z.L.,Tse,Y.K.,白志东. Statistics with estimated parameters. STAT SINICA. 2007-04-01.
71. 白志东,BaiqiMiao,BaisuoJin. On limit theorem for the eigenvalues of product of two random matrices. J MULTIVARIATE ANAL. 2007-01-01.
72. 白志东,SilversteinJW. On the Signal-to-Interference-Ratio of CDMA Systems in Wireless Communications. ANN APPL PROBAB. 2007-01-01.
73. XiuyuanYan,YuCheng,白志东. Asymptotics of adaptive design with two alternating. J STAT PLAN INFER. 2006-03-01.
74. 白志东,SungchulLee,MathewD.Penrose. Rooted edges of a minimal directed spanning tree on random points. ADV APPL PROBAB. 2006-03-01.
75. 白志东,J.YAO. On the convergence of the spectral empirical process of Wigner matrices. BERNOULLI. 2005-07-01.
76. 白志东,LucDevroye,Hsien-KueiHwang,Tsung-HsiTsai. Maxima in Hypercubes. RANDOM STRUCT ALGOR. 2005-06-01.
77. 白志东,F.H.. Asymptotics in randomized urn models. ANN APPL PROBAB. 2005-01-15.
78. 白志东,T.H.. The broken sample problem. PROBAB THEORY REL. 2005-01-15.
79. 白志东,X.H.. A chi-square test for dimensionality with non-Gaussian data. J MULTIVARIATE ANAL. 2004-10-20.
80. 白志东,J.W.S.. Clt for linear spectral statistics of large-dimensional sample covariance matrices. ANN PROBAB. 2004-10-20.
81. 白志东,Z.C.,Y.W.. Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function. J MULTIVARIATE ANAL. 2003-09-19.
82. 白志东,M.C.,G.L.. Rank estimation for longitudinal data with subject attrition due to response selection. The Indian Journal of Statistics. 2003-09-01.
83. 白志东,H.H.K.,T.T.H.. Berry-esseen bounds for the number of maxima in planar regions. Electronic Journal of Probability. 2003-06-20.
84. 白志东,B.M.,J.F.Y.. Convergence rates of spectral distributions 0f large sample covariance matrices. SIAM J MATRIX ANAL A. 2003-03-19.
【主要科研奖励】
1. 白志东. 成果名称:大维随机矩阵理论及其应用. 国家自然科学奖二等奖. 2012.
2. 白志东. 成果名称:大维随机矩阵理论及其应用. 2007年高等学校科学研究优秀成果奖自然科学一等奖. 2007-12-30.