← All authors Yanrong Yang Australian National University (from arXiv:2306.05593, 2023) · ORCID · OpenAlex
23 papers in scope · 20 published · 4 on the econ.EM arXiv · 273 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Chu-An Liu Markus Pelger Yu-Chin Hsu Ying-Ying Lee Ruoxuan Xiong Martin Huber Kyle Colangelo Chu-An Liu Hidenori Takahashi Victor Chernozhukov Guido W. Imbens Ercument Cahan Qihui Chen Jushan Bai Serena Ng Susan Athey Max H. Farrell Yufeng Mao Param Silvapulle Mervyn J. Silvapulle Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 23)
AR-sieve bootstrap for high-dimensional time series
published 2026 · Journal of Statistical Planning and Inference · 2 citations · first circulated 2021
Making distributionally robust portfolios feasible in high dimension
published 2025 · Journal of Econometrics · 2 citations
Iterative Complement-clustering PCA: Uncovering latent industry structures in stock returns
published 2025 · Economics Letters
with Daning Bi, Le Chang
Forecasting high-dimensional functional time series with dual-factor structures
published 2025 · Journal of the Royal Statistical Society Series A (Statistics in Society) · first circulated 2021
Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis
published 2025 · Journal of the American Statistical Association · first circulated 2023
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY
published 2023 · Econometric Theory · 4 citations · first circulated 2018
published 2023 · Econometric Theory · 2 citations · first circulated 2020
working paper 2023 · arXiv
Robust PCA for high‐dimensional data based on characteristic transformation
published 2023 · Australian & New Zealand Journal of Statistics · 5 citations · first circulated 2022
with Lingyu He, Bo Zhang
Time-varying minimum variance portfolio
published 2022 · Journal of Econometrics · 9 citations · first circulated 2021
A Novel Strategy for Dealing with the Production Period in Low-Pressure Gas Wells
published 2022 · Journal of Engineering Research
with Fei Wang, Liang Li, Qianlin Yang
Factor-augmented Model for Functional Data
published 2022 · Statistica Sinica · first circulated 2021
Feature extraction for functional time series: Theory and application to NIR spectroscopy data
published 2021 · Journal of Multivariate Analysis · 8 citations
Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
published 2021 · Economics Letters
Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?
published 2021 · Insurance Mathematics and Economics · 8 citations
with Lingyu He, Fei Huang, Jianjie Shi
working paper 2021 · arXiv
Recursive estimation in large panel data models: Theory and practice
published 2020 · Journal of Econometrics · 32 citations · first circulated 2017
working paper 2019 · arXiv · 1 citations · first circulated 2016
High-dimensional functional time series forecasting: An application to age-specific mortality rates
published 2018 · Journal of Multivariate Analysis · 75 citations · first circulated 2017
Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
published 2017 · Electronic Journal of Statistics · 16 citations · first circulated 2012
High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 72 citations
Testing Independence Among a Large Number of High-Dimensional Random Vectors
published 2013 · Journal of the American Statistical Association · 32 citations · first circulated 2012
Estimating multiple option Greeks simultaneously using random parameter regression
published 2012 · The Journal of Computational Finance · 5 citations
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