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Jianfeng Yao

Identifiers

  • name variant Jianfeng Yao 0.60 · backfill

Papers (28)

  1. Mean-Shift PCA by Knockoff Mean stat.ML · 2026 · author #3
  2. Limiting spectral distributions of large consistent rank correlation matrices math.PR · 2026 · author #3
  3. Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model math.ST · 2019 · author #3
  4. On testing for high-dimensional white noise math.ST · 2018 · author #3
  5. Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application math.ST · 2018 · author #3
  6. CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data math.PR · 2017 · author #3
  7. On structure testing for component covariance matrices of a high-dimensional mixture stat.ME · 2017 · author #2
  8. On a spiked model for large volatility matrix estimation from noisy high-frequency data stat.ME · 2017 · author #2
  9. On the Surprising Explanatory Power of Higher Realized Moments in Practice stat.AP · 2016 · author #2
  10. Testing for Heteroscedasticity in High-dimensional Regressions stat.ME · 2015 · author #2
  11. Testing the Sphericity of a covariance matrix when the dimension is much larger than the sample size stat.ME · 2015 · author #2
  12. Extreme eigenvalues of large-dimensional spiked Fisher matrices with application math.ST · 2015 · author #2
  13. Testing the independence of two random vectors where only one dimension is large stat.ME · 2015 · author #3
  14. Forecasting High-Dimensional Realized Volatility Matrices Using A Factor Model stat.AP · 2015 · author #2
  15. On singular values distribution of a large auto-covariance matrix in the ultra-dimensional regime math.PR · 2015 · author #2
  16. On Two Simple and Effective Procedures for High Dimensional Classification of General Populations stat.ME · 2015 · author #2
  17. Identifying the number of factors from singular values of a large sample auto-covariance matrix stat.ME · 2014 · author #3
  18. Moment approach for singular values distribution of a large auto-covariance matrix math.PR · 2014 · author #2
  19. CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis math.ST · 2014 · author #3
  20. Modeling extreme values of processes observed at irregular time steps: Application to significant wave height stat.AP · 2014 · author #3
  21. On singular value distribution of large dimensional auto-covariance matrices stat.ME · 2014 · author #3
  22. Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models math.PR · 2014 · author #3
  23. Gaussian fluctuations for linear spectral statistics of large random covariance matrices math.PR · 2013 · author #2
  24. CLT for linear spectral statistics of random matrix $S^{-1}T$ math.ST · 2013 · author #3
  25. A note on the CLT of the LSS for sample covariance matrix from a spiked population model math.PR · 2013 · author #3
  26. On the sphericity test with large-dimensional observations math.ST · 2013 · author #2
  27. A local moment estimator of the spectrum of a large dimensional covariance matrix stat.ME · 2013 · author #2
  28. Estimation of the population spectral distribution from a large dimensional sample covariance matrix stat.ME · 2013 · author #4

Mentions

  • 1510.00097 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1508.02498 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1504.05087 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1504.04935 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1504.03454 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1501.06641 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1501.01763 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1410.3687 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1410.0752 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1405.1826 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1405.0807 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1402.6149 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1402.6064 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1309.3728 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1305.1376 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1304.6164 #3 · backfill · confidence 0.70 Jianfeng Yao
  • 1303.4035 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 2605.25460 #3 · arxiv_oai · confidence 0.70 Jianfeng Yao
  • 1302.0356 #2 · backfill · confidence 0.70 Jianfeng Yao
  • 1302.0355 #4 · backfill · confidence 0.70 Jianfeng Yao

Frequent Coauthors