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Jianfeng (Jeff)  Yao
Jianfeng (Jeff) Yao
Other namesJ. Yao, Jianfeng Yao
The Chinese University of Hong Kong (Shenzhen)
Verified email at cuhk.edu.cn
Title
Cited by
Cited by
Year
Corrections to LRT on large-dimensional covariance matrix by RMT
Z Bai, D Jiang, JF Yao, S Zheng
2902009
Sample covariance matrices and high-dimensional data analysis
J Yao, S Zheng, ZD Bai
Cambridge UP, New York, 2015
2602015
Central limit theorems for eigenvalues in a spiked population model
Z Bai, J Yao
Annales de l'IHP Probabilités et Statistiques 44 (3), 447-474, 2008
2352008
On sample eigenvalues in a generalized spiked population model
Z Bai, J Yao
Journal of Multivariate Analysis, 2011
1702011
On the convergence of the spectral empirical process of Wigner matrices
ZD Bai, J Yao
Bernoulli 11 (6), 1059-1092, 2005
1332005
On stability of nonlinear AR processes with Markov switching
JF Yao, JG Attali
Advances in Applied Probability 32 (2), 394-407, 2000
1052000
Self-excited threshold Poisson autoregression
C Wang, H Liu, JF Yao, RA Davis, WK Li
Journal of the American Statistical Association 109 (506), 777-787, 2014
972014
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
S Zheng, Z Bai, J Yao
892015
On the sphericity test with large-dimensional observations
Q Wang, J Yao
722013
Recognition of dynamic video contents with global probabilistic models of visual motion
G Piriou, P Bouthemy, JF Yao
IEEE Transactions on Image Processing 15 (11), 3417-3430, 2006
692006
On estimation of the population spectral distribution from a high‐dimensional sample covariance matrix
Z Bai, J Chen, J Yao
Australian & New Zealand Journal of Statistics 52 (4), 423-437, 2010
672010
Convergence rates of spectral distributions of large sample covariance matrices
ZD Bai, B Miao, JF Yao
SIAM journal on matrix analysis and applications 25 (1), 105-127, 2003
672003
First‐order rounded integer‐valued autoregressive (RINAR (1)) process
M Kachour, JF Yao
Journal of time series analysis 30 (4), 417-448, 2009
662009
On determining the number of spikes in a high-dimensional spiked population model
D Passemier, JF Yao
Random Matrices: Theory and Applications 1 (01), 1150002, 2012
632012
On the underfitting and overfitting sets of models chosen by order selection criteria
X Guyon, J Yao
Journal of Multivariate Analysis 70 (2), 221-249, 1999
631999
A note on a Marčenko–Pastur type theorem for time series
J Yao
Statistics & probability letters 82 (1), 22-28, 2012
612012
Tail of a linear diffusion with Markov switching
B de Saporta, JF Yao
552005
Improving value-at-risk prediction under model uncertainty
S Peng, S Yang, J Yao
Journal of Financial Econometrics, 2020
482020
On estimation of the noise variance in high-dimensional probabilistic principal component analysis
D Passemier, Z Li, J Yao
Journal of the Royal Statistical Society Series B (Statistical Methodology …, 2017
47*2017
Estimation of the number of spikes, possibly equal, in the high-dimensional case
D Passemier, J Yao
Journal of Multivariate Analysis 127, 173-183, 2014
462014
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