Jianfeng (Jeff) Yao

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Shurong Zheng 郑术蓉Northeast Normal UniversityVerified email at nenu.edu.cn
Qinwen WANGFudan UniversityVerified email at fudan.edu.cn
Tomas CrivelliMatsukoVerified email at matsuko.com
Weiming Li (李卫明)Dr. of School of Statistics and Management, Shanghai University of Finance and EconomicsVerified email at shufe.edu.cn
Zeng LIAssociate Professor of Statistics, Southern University of Science and TechnologyVerified email at sustech.edu.cn
cecile hardouinUniversité Paris NanterreVerified email at parisnanterre.fr
Zhaoyuan LiAssistant Professor, The Chinese University of Hong Kong (Shenzhen)Verified email at cuhk.edu.cn
Wai Keung LiProfessor of Statistics, University of Hong KongVerified email at hku.hk
Yuan, WangjunDepartment of Mathematics, Southern University of Science and TechnologyVerified email at connect.hku.hk
Shuzhen YangShandong UniversityVerified email at sdu.edu.cn
Jian SongResearch center for Mathematics and Interdisciplinary Sciences, Shandong University, ChinaVerified email at sdu.edu.cn
Richard A. DavisProfessor of Statistics, Columbia UniversityVerified email at stat.columbia.edu
Qiwei YaoLondon School of EconomicsVerified email at lse.ac.uk
Xuran MengUniversity of MichiganVerified email at umich.edu
Carlo GAETANDipartimento di Scienze Ambientali, Informatica e Statistica, Università Ca' Foscari VeneziaVerified email at unive.it
Jiaxin QiuThe University of Hong KongVerified email at connect.hku.hk
Jack W SilversteinNorth Carolina State UniversityVerified email at math.ncsu.edu
Junwen WangFaculty of Dentistry, The University of Hong KongVerified email at hku.hk
Guangming PanNanyang Technological UniversityVerified email at ntu.edu.sg
Hari Krishna YalamanchiliBaylor College of MedicineVerified email at bcm.edu

Jianfeng (Jeff) Yao

Other namesJ. Yao, Jianfeng Yao

The Chinese University of Hong Kong (Shenzhen)

Verified email at cuhk.edu.cn - Homepage

Random matrix theory High-dimensional statistics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Corrections to LRT on large-dimensional covariance matrix by RMT Z Bai, D Jiang, JF Yao, S Zheng	308	2009
Sample covariance matrices and high-dimensional data analysis J Yao, S Zheng, Z Bai Cambridge UP, New York, 2015	291	2015
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	245	2008
On sample eigenvalues in a generalized spiked population model Z Bai, J Yao Journal of Multivariate Analysis, 2011	180	2011
On the convergence of the spectral empirical process of Wigner matrices ZD Bai, J Yao Bernoulli 11 (6), 1059-1092, 2005	142	2005
On stability of nonlinear AR processes with Markov switching JF Yao, JG Attali Advances in Applied Probability 32 (2), 394-407, 2000	112	2000
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	110	2014
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	96	2015
On the sphericity test with large-dimensional observations Q Wang, J Yao	82	2013
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	70	2010
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	70	2003
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	69	2006
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	69	1999
First‐order rounded integer‐valued autoregressive (RINAR (1)) process M Kachour, JF Yao Journal of time series analysis 30 (4), 417-448, 2009	65	2009
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	62	2012
A note on a Marčenko–Pastur type theorem for time series J Yao Statistics & probability letters 82 (1), 22-28, 2012	62	2012
Improving value-at-risk prediction under model uncertainty S Peng, S Yang, J Yao Journal of Financial Econometrics 21 (1), 228-259, 2023	60	2023
Tail of a linear diffusion with Markov switching B de Saporta, JF Yao	59	2005
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	53*	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	52	2014

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