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Recent Publications and Preprints:  
Zhou, J. Pan, G.M., Zheng, Z. M. and Tan, C. C. (2024) Reproducible learning in large scale multiple graphical models. Accepted by Statistica Sinica.
Zhang, B, Tian, H. Y, Yao, C, Pan, G. M. (2024). A New Model for Preferential Attachment Scheme with Time-Varying Parameters. Journal of Statistical Physics, Accepted.
Li, H. Q. Pan, G.M., Yan, Q. and Zhou W.(2024) Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference. Accepted by Annals of Statistics.
Liu,Y.M. Pan, G.M., Yan, G.R. and Zhou W. (2024) Nonparametric conditional mean testing via an extreme-type statistic in high dimension. Accepted by Scandinavian Journal of Statistics.
Li,H.Q. Pan, G.M., Yan, Q. and Zhou W. (2023) Separable sample covariance matrices under elliptical populations with applications. Accepted by Transactions of the American Mathematical Society.
Zhang, Z. X. Liu Y. M. and Pan, G. M. (2023) Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices. Accepted by Bernoulli.
Zhang, B. Pan, G. M, Yao, Q. W. and Zhou.W. (2023). Factor Modelling for Clustering High-dimensional Time Series. Accepted by Journal of the American Statistical Association.
Liu Y. M. Liang, Y. C. Zhang, Z. X. and Pan, G. M. (2022) Random or Nonrandom Signal in High-Dimensional Regimes. Accepted by IEEE. Trans. Inform. Theory.
Z. X. Zhang, S.R. Zheng, G.M. Pan, P.S. Zhong. (2022),   Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices. 50(4): 2205-2230. Annals of Statistics.
Dette, H. Pan, G. M.  and Yang, Q.  (2022)   Estimating a change point in a sequence of very high-dimensional covariance matrices. Journal of the American Statistical Association. Volume 117 NO. 537. 444-454.
Lin, L. C., Chen, Y. Pan, G. M. and Spokoiny, V. (2021), An efficient semi-positive definite estimator of realized covariance matrix with asynchronous and noisy high frequency data. Statistics Sinica. Vol. 31, No. 3, pp. 1441-1462.
Cai, T. Han, X.  and Pan, G. M.  (2020)   Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices.   Annals of Statistics. Vol. 48, No. 3, 1255-1281.
Fan. Q. L. Han. X. Jiang.B. Pan, G. M. (2020)  Large system of  seemingly unrelated regressions: a penalized quasi-maximum likelohood estimation perspetive. Econometric Theory. Volume 36 , Issue 3 , pp. 526 - 558.
Leng, C. L.  and Pan, G. M.  (2018)     Covariance estimation via sparse Kronecker structures. Bernoulli. Vol. 24, No 4B. 3833-3863.
Bao, Z. G.  Hu, J.   Pan, G. M. and Zhou, W  (2019)   Canonical correlatiion coefficients of high dimensional Gaussian vectors: finite rank case.    Annals of Statistics. 47(1): 612-640.
Han, X. Pan, G. M. and Yang, Q.(2018)   A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications. Bernoulli. Vol. 24, No 4B, 3447-3468. .
Zhang, B. Pan, G. M. and Gao, J. (2018)   CLT for Largest Eigenvalues and Unit Root Tests for High--Dimensional Nonstationary Time Series.  Annals of Statistics.  Vol. 46, No. 5, 2186-2215
Pan, G. M. Wang, S. C. and Zhou, W. (2016)   Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case. Accepted by Journal of Statistical Physics.
Wang, X. J.   Han, X. and  Pan, G. M.(2016)   The logarithmic law of sample covariance matrices near singularity.  Accepted by Bernoulli..
Yang, Q. and Pan, G. M. (2017)  Weighted Statistic in Detecting Faint and Sparse Alternatives for High-dimensional Covariance Matrices.  Journal of the  American Statistical Association.  Vol. 112, No. 517.
Han, X. Pan, G. M. and Zhang, B.(2016)  The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix. Annals of Statistics. Vol. 44, No. 4, 1564-1592.
Gao, J. Han, X. Pan, G. M. and Yang, Y. R (2016). High Dimensional Correlation Matrices: CLT and Its Applications.   Accepted by Journal of the  Royal  Statistical Society: Series B.
Jing, B. Y. Li, Z. P., Pan, G. M. and Zhou, W. (2016) On SURE-Type Double Shrinkage Estimation. Journal of the  American Statistical Association. Vol. 111, No. 516. 1696-1704.
Bao, Z. G, Lin, L. C., Pan, G. M. and Zhou. W. (2015)  Spectral statistics of large dimensional Spearman's rank correlation matrix and its application.  Annals of Statistics.  Vol. 43, No. 6, 2588-2623.
Chen, B. B. Huang, S. F. and Pan, G. M (2014). High dimensional mean variance optimization via factor analysis.  Journal of Multivariate Analysis, . 133, 140-159.
Wang, C., Pan, G. M., Tong T. J. and Zhu, L. X (2014). Shrinkage estimator of large dimensional precision matrix using random matrix theory. Accepted, Statistica Sinica,.
Bao, Z. G, Pan, G. M. and Zhou. W.(2015),  The logarithmic law of random determinant.  Bernoulli. Vol 21. No. 3. 1600-1628. 
Bai, Z. D.  Hu, J.  Pan, G. M. and  Zhou, W. (2015), Convergence of the empirical spectral distribution function of  Beta matrices.  Bernoulli. Vol. 21, No .3. 1538-1574.
Bao, Z. G, Pan, G. M. and Zhou. W.   Universality for the largest eigenvalue of sample covariance matrices with general population.  Annals of Statistics. Vol. 43, No. 1, 382-421. 2015.
Bao, Z. G, Pan, G. M. and Zhou. W. Local density of the spectrum on the edge for sample covariance matrices.
Bao, Z. G, Pan, G. M. and Zhou. W. (2014)  Universality for a global property of the eigenvectors of Wigner matrices.  Journal of Mathematical Physics.
Bao, Z. G, Pan, G. M. and Zhou. W. (2015) Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance  Matrices.   IEEE. Trans. Inform. Theory. Vol. 61, No. 6, 3413-3426.
Pan, G. M.  Gao, J and Yang, Y. R. (2014) Testing independence among a large number of high dimensional Random Vectors.  Journal of American Statistical Association.  Vol. 109, No. 506, 600-612.
Wen, C. K. Pan, G. M., Wong, K. K. Guo. M. H. and Chen, J-C, (2013)  A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels.  IEEE. Trans.Inform. Theory. 59( 1), 329-352.
Bao, Z. G, Pan, G. M. and Zhou. W. (2013)  Central limit theorem for partial linear eigenvalue statistics of Wigner matrices. Journal of Statistical Physics. 150(1).  88-129.
Bao, Z. G, Pan, G. M. and Zhou. W.  Tracy-Widom law for the extreme eigenvalues of sample correlation matrices.   Electronic journal of probability.
Yang, Y. R and Pan, G. M (2015).  Independence Test For High Dimensional Data Based On Regularized Canonical Correlation Coefficients.  Annals of Statistics. Vol. 43, No. 2, 467-500. 
Yang Y. R  and Pan, G. M.  The Convergence Of The Empirical Distribution Of Canonical Correlation Coefficients.  Electronic journal of probability.
Chen, B. B. and Pan, G.M.  CLT for linear spectral statistics of normalized sample covariance matrices with the larger dimension and the small sample size.  Bernoulli. Vol. 21, No. 2, 1089-1133. 2015
Bai, Z. D. and Pan. G. M  Limiting Behavior of Eigenvectors of Large Wigner Matrices. Journal of Statistical Physics. 146(3) 519-549.
Pan, G.M. and Gao, J. T. Asymptotic theory for sample covariance matrix under cross-sectional dependence.
Pan, G.M. (2012)  Comparision between two types of large sample covariance matrices.  Annales de l’Institut Henri Poincaré.
Chen, B. B. and Pan, G.M. (2012)  Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero.  Bernoulli, 18, 1405-1420.
Pan, G. M and Zhou, W. (2011)   Central limit theorem for Hotelling's T statistic under large dimension.  Ann. Appl. Prob.  21(5), 1860-1910.
Jing, B. Y, Pan, G.M , Shao, Q.-M.  Zhou.  W. (2010)  Nonparametric estimate of spectral density functions of sample covariance matrices:  A first step.   Annals of Statistics.   6.  3724-3750.
Pan, G. M (2010)  Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix.  Journal of Multivariate Analysis.  6. 1330-1338.
Pan, G. M and Zhou, W. (2010)  Circular law, Extreme Singular values and Potential theory. Journal of Multivariate Analysis. 3. 645-656.
Pan, G. M ,  Zhou, W. (2008).  Asymptotic distribution of signal-to-interference ratio of reduced rank  linear receiver. Ann. Appl. Prob. 18(3). 1232-1270.
Pan, G. M., Miao, B. Q. and Jin, B. S. (2008).  Central limit theorem of random quadratics forms involving random matrices Stat.  Prob. Letters. 78.  804–809
Liang, Y.C. Cheu,  E. Y.  Bai, L  and Pan, G.M. (2008).  On the relationship between MMSE SIC and BI-GDFE receivers for large multiple-input multiple-output channels.  IEEE Trans. Signal. Proc., 56( 8). 3627- 3637.
Liang, Y. C, Pan, G. M. and Bai, Z. D. (2007) Asymptotic performance of BI-GFDE and unconditional MMSE with soft interference cancellation for large MIMO system. IEEE. Trans. Inform. Theory. 35(11), 4173-4190.
Bai, Z. D.,  Miao, B. Q. and  Pan, G. M.  (2007).  On the asymptotics of eigenvectors of large sample  covariance matrix.   Ann. Prob. 35.(.4), 1532-1572.
Pan, G. M., Guo, M, H. and Liang , Y. C. (2007).  Asymptotic performance of reduced-rank linear receivers with principal component filter. IEEE. Trans. Inform. Theory. 53(.3). 1148-1151.
Pan, G. M., Guo, M, H. and Zhou, W. (2007). Asymptotic distributions of the signal-to-interference ratios of LMMSE detection in multiuser communications. Ann. Appl. Prob. 17(1). 181-206.
 Pan, G. M., Miao, B. Q. and Jin, B. S. (2005). Some limiting theorems of some random quadratic forms. Stat.  Prob.  Letters. 75 (3): 151-157.