职 称：副教授
研究方向：高维随机矩阵分析，高频金融数据分析
教授课程：数学分析，泛函分析，多元统计分析，金融时间序列，高等概率论，随机过程，数据分析与统计建模
E - mail：xia.ningning@mail.shufe.edu.cn；电话：65904185
研究项目
| 序号 | 项目名称 | 项目编号 | 项目来源 | 起止时间 | 项目经费 |
| 1 | 高维随机矩阵在因子模型中的理论研究与应用 | 11871322 | 国家面上项目 | 2019-2022年 | 52万 |
| 2 | 高维高频数据下金融资产积分波动率矩阵的统计分析 | 11501348 | 国家自然科学基金 | 2016-2018年 | 18万 |
| 3 | 高维随机矩阵特征向量的极限分析 | 15PJ1402300 | 上海市浦江人才计划 | 2015-2017年 | 20万 |
研究领域
随机矩阵理论及其应用，高维数据统计分析，高频金融数据分析等
新加坡国立大学，博士
2013年-2014年， 香港科技大学，博士后 。
2014年-至今， 上海财经大学统计与数据科学学院 。
·Fan, Jianqing, Li, Yingying, Xia, Ningning, Zheng, Xinghua (2025). Tests for principal eigenvalues and eigenvectors. Submitted.
·Xia, Ningning, Yu, Wenxin, Zheng, Shurong (2025). Testing high-dimensional spatial sign covariance matrices based on the eigenvector empirical spectral distribution. Submitted.
·Xia, Ningning, Xu, Yangchang, Yao, Jianfeng, Yu, Wenxin, Zheng, Shurong (2025). Two-sample hypothesis testing under generalized elliptical distributions: applications in high-frequency financial data. Submitted.
·Deng, Yibo, Xia, Ningning, Yu, Wenxin, Zheng, Shurong (2025). High-dimensional eigenvector spectral analysis on sample covariance matrices: a joint CLT framework, asymptotic independence from eigenvalues, and applications. Submitted.
·Wang, Moming, Xia, Ningning, Yu, Wenxin (2025). Nonlinear shrinkage estimation of high-dimensional covariance matrix under the elliptical distribution. Submitted.
·Wang, Moming, Xia, Ningning, Zhou, Yong (2025). Limiting spectral distribution of high-dimensional integrated covariance matrices based on high-frequency data with multiple transactions. Journal of Multivariate Analysis (Accepted).
·Wang, Moming, Hu, Jianhua, Xia, Ningning, Zhou, Yong (2025). On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions. Statistica Sinica 35 (2025), 1737-1757.
·Xu, Yangchang, Xia, Ningning (2023). On the eigenvectors of large-dimensional sample spatial sign covariance matrices. Journal of Multivariate Analysis 193(2023) 105119.
·Liu, Cheng, Wang, Moming, Xia, Ningning (2022). Design-free estimation of integrated covariance matrices for high-frequency data. Journal of Multivariate Analysis 189 (2022) 104910.
·Hu, Jianhua, Liu, Xiaoqian, Liu, Xu, Xia, Ningning (2022). Some aspects of response variable selection and estimation in multivariate linear regression. Journal of Multivariate Analysis 188 (2022) 104821.
·Wang, Moming, Xia, Ningning (2021). Estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple observations. Statistics and Probability Letters 170 (2021) 108996.
·Xia, Ningning, Bai, Zhidong (2019). Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices. Statistical Papers (2019) 60: 983-1015.
·Xia, Ningning, Zheng, Xinghua (2018). On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations. The Annals of Statistics, 2018, 46(2), 500-525.
·Xia, Ningning, Bai, Zhidong (2015). Functional CLT of eigenvectors for large sample covariance matrices. Statistical Papers (2015) 56:23-60.
·Xia, Ningning, Qin, Yingli, Bai, Zhidong (2013). Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix. The Annals of Statistics, 2013, 41(5), 2572-2607.
·上海市浦江人才（2015-2017）
·上海财经大学首届青年教师教学竞赛理学，工学组三等奖。
·Advances in Decision Sciences (ADS) 编委
·中国现场统计研究会大数据统计分会理事
·中国现场统计研究会随机矩阵理论与应用分会理事
·全国研究生教育评估监测专家
The Society for Financal Econometrics (SoFiE), NYU, June 20-23, 2017, 纽约大学（美国）。
1st International Conference on Econometrics and Statistics (EcoSta 2017), HKUST, June 15-17, 2017, 香港科技大学。
The 2017 China Meeting of the Econometric Society in Wuhan. June 9-11, 2017, 武汉。
The 10th ICSA International Conference on Global Growth of Modern Statistics in the 21st Century. December 19-22, 2016, Shanghai Jiao Tong University，上海交通大学。
2016“大数据金融计量与统计学习理论与方法”研讨会， 2016年8月23-25日，广西北海。
广州2016金融工程和风险管理研讨会，the Guangzhou 2016 Symposium on Financial Engineering and Risk Management（FERM），2016年6月12-13日，中山大学，广州。
Workshop on high frequency data, nework data and relative fileds, 2016年6月3-5日，南京审计大学。
Workshop of Math Finance and Financial Data Processing, 2016年4月29-30日，苏州大学。
华中师范大学青年统计论坛，2016年4月9-10日，华中师范大学（武汉）。
2015 Symposia on Methodologies for Analyzing Big Data and their Applications （20015大数据分析方法及应用研讨会）2015年9月19-20日，西安交通大学。
