Jianfeng (Jeff)  Yao
Jianfeng (Jeff) Yao
Other namesJ. Yao, Jianfeng Yao
The Chinese University of Hong Kong (Shenzhen)
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Corrections to LRT on large-dimensional covariance matrix by RMT
Z Bai, D Jiang, JF Yao, S Zheng
Sample covariance matrices and high-dimensional data analysis
J Yao, S Zheng, ZD Bai
Cambridge UP, New York, 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
On sample eigenvalues in a generalized spiked population model
Z Bai, J Yao
Journal of Multivariate Analysis, 2011
On the convergence of the spectral empirical process of Wigner matrices
ZD Bai, J Yao
Bernoulli 11 (6), 1059-1092, 2005
On stability of nonlinear AR processes with Markov switching
JF Yao, JG Attali
Advances in Applied Probability 32 (2), 394-407, 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
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
On the sphericity test with large-dimensional observations
Q Wang, J Yao
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
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
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
First‐order rounded integer‐valued autoregressive (RINAR (1)) process
M Kachour, JF Yao
Journal of time series analysis 30 (4), 417-448, 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
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
A note on a Marčenko–Pastur type theorem for time series
J Yao
Statistics & probability letters 82 (1), 22-28, 2012
Tail of a linear diffusion with Markov switching
B de Saporta, JF Yao
Improving value-at-risk prediction under model uncertainty
S Peng, S Yang, J Yao
Journal of Financial Econometrics, 2020
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
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
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