← All authors Jianfeng Yao Chinese University of Hong Kong, Shenzhen (from arXiv:2302.14387, 2023) · ORCID · OpenAlex
81 papers in scope · 77 published · 5 on the econ.EM arXiv · 2,090 citations · h-index 24 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Anna Mikusheva Jack R. Porter Justin McCrary David S. Lee Liyang Sun Marcelo J. Moreira Wenjie Wang Dennis Lim Wenze Li Mac Lockhart Ziwen Zu Yichong Zhang Zhenhong Huang Chen Wang Joshua D. Angrist Yiqing Xu Sombut Jaidee Qu Feng Peter Bühlmann Pengjin Min 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 81)
Structural Response and Failure Analysis of Transmission Towers Under Foundation Sliding with Consideration of Wind Effects
published 2025 · Energies · 2 citations
with Weifeng Qin, Zhitong Liu, Guo Yong, Guohui Shen, Zhibin Tu
Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices
published 2025 · Statistics & Probability Letters · 1 citations
with Zhaorui Dong
Comprehensive analysis of LRRC42 as a potential biomarker and key cellular processes in cancer development
published 2025 · Scientific Reports · 1 citations
with Rongfu Huang, Lei Liu, Li Hua, Baoshan Huang
Unified and robust tests for cross sectional independence in large panel data models
published 2025 · Electronic Journal of Statistics · 1 citations
On Bekker’s many instrument asymptotic framework
published 2025 · Econometrics and Statistics
Robust Estimation for Number of Factors in High Dimensional Factor Modeling via Spearman Correlation Matrix
published 2024 · Journal of the American Statistical Association · 5 citations · first circulated 2023
with Jiaxin Qiu, Zeng Li, Li Zeng
Distance correlation test for high-dimensional independence
published 2024 · Bernoulli · 4 citations
with Weiming Li, Qinwen Wang
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
published 2024 · Electronic Journal of Statistics
with Tianxing Mei, Chen Wang
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications
published 2023 · The Annals of Statistics · 2 citations · first circulated 2021
with Jiaxin Qiu, Zeng Li
On singular values of data matrices with general independent columns
published 2023 · The Annals of Statistics · 1 citations
with Tianxing Mei, Chen Wang
working paper 2023 · arXiv
working paper 2023 · arXiv · 1 citations
working paper 2023 · arXiv
Linear regression under model uncertainty
published 2023 · Probability Uncertainty and Quantitative Risk · 2 citations · first circulated 2021
with Shuzhen Yang
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
published 2022 · The Annals of Statistics · 12 citations · first circulated 2020
with Johannes Heiny
An Eigenvalue Ratio Approach to Inferring Population Structure from Whole Genome Sequencing Data
published 2022 · Biometrics · 2 citations · first circulated 2021
with Yuyang Xu, Zhonghua Liu
Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening
published 2022 · Electronic Journal of Statistics · 1 citations · first circulated 2020
with Peng Tian
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
published 2021 · Econometric Reviews · 1 citations
with N. T. J. Bailey, Dandan Jiang
On eigenvalues of a high-dimensional spatial-sign covariance matrix
published 2021 · Bernoulli · 10 citations · first circulated 2019
Cellulose tailored semiconductors for advanced photocatalysis
published 2021 · Renewable and Sustainable Energy Reviews · 61 citations
with Jianhao Qiu, Ming Li, Meili Ding
Recent advances on eigenvalues of matrix-valued stochastic processes
published 2021 · Journal of Multivariate Analysis · 2 citations
with Jian Song, Wangjun Yuan
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
published 2021 · Statistical Papers · 5 citations · first circulated 2017
with Tingting Zou, Shurong Zheng, Zhidong Bai, Hongtu Zhu
Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application
published 2021 · Statistica Sinica
with Weiming Li, Qinwen Wang
working paper 2021 · arXiv · 1 citations
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
published 2020 · The Annals of Statistics · 18 citations · first circulated 2019
Improving Value-at-Risk Prediction Under Model Uncertainty
published 2020 · Journal of Financial Econometrics · 11 citations
with Shigē Péng, Shuzhen Yang
On testing for high-dimensional white noise
published 2019 · The Annals of Statistics · 35 citations · first circulated 2018
Large Covariance and Autocovariance Matrices, By Arup Bose and Monika Bhattacharjee. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9781138303867 (HARDBACK)
published 2019 · Journal of Time Series Analysis
A CLT for linear spectral statistics of large random information-plus-noise matrices
published 2019 · Stochastic Processes and their Applications · 12 citations
with Marwa Banna, Jamal Najım
On a spiked model for large volatility matrix estimation from noisy high-frequency data
published 2018 · Computational Statistics & Data Analysis · 3 citations · first circulated 2017
with Keren Shen, Wai Keung Li
Forecasting high-dimensional realized volatility matrices using a factor model
published 2018 · Quantitative Finance · 14 citations · first circulated 2015
with Keren Shen, Wai Keung Li
Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application
published 2018 · Scandinavian Journal of Statistics · 6 citations
with Weiming Li, Zeng Li
Testing for heteroscedasticity in high-dimensional regressions
published 2018 · Econometrics and Statistics · 18 citations · first circulated 2015
On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 29 citations
with Weiming Li
On the surprising explanatory power of higher realized moments in practice
published 2017 · Statistics and Its Interface · first circulated 2016
On the control chart with estimated parameters
published 2017 · Quality Technology & Quantitative Management · 8 citations
with Jiaqi Chen, Hualong Yang
CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications
published 2017 · Bernoulli · 25 citations
with Shurong Zheng, Zhidong Bai
Identifying the number of factors from singular values of a large sample auto-covariance matrix
published 2017 · The Annals of Statistics · 44 citations
with Zeng Li, Qinwen Wang
A new multivariate CUSUM chart using principal components with a revision of Crosier's chart
published 2017 · Communications in Statistics - Simulation and Computation · 5 citations
with Jiaqi Chen, Hualong Yang
Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
published 2016 · Electronic Journal of Statistics · 21 citations · first circulated 2015
with Zeng Li
On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 40 citations · first circulated 2013
Review of the applications of microreactors
published 2015 · Renewable and Sustainable Energy Reviews · 348 citations
with Xingjun Yao, Yan Zhang, Lingyun Du, Junhai Liu
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
published 2015 · The Annals of Statistics · 92 citations
with Shurong Zheng, Zhidong Bai
On singular value distribution of large-dimensional autocovariance matrices
published 2015 · Journal of Multivariate Analysis · 20 citations
On two simple and effective procedures for high dimensional classification of general populations
published 2015 · Statistical Papers · 5 citations
Nanofabrication of highly ordered, tunable metallic mesostructures via quasi-hard-templating of lyotropic liquid crystals
published 2014 · Scientific Reports · 11 citations
with Xinyi Zhang, Wei Lü, Jiyan Dai, Laure Bourgeois, Huanting Wang, James Friend, Dongyuan Zhao, Douglas R. MacFarlane
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
published 2014 · Journal of Multivariate Analysis · 27 citations · first circulated 2013
with Qinwen Wang, Jack W. Silverstein
On generalized expectation-based estimation of a population spectral distribution from high-dimensional data
published 2014 · Annals of the Institute of Statistical Mathematics · 4 citations
with Weiming Li
Estimation of the number of spikes, possibly equal, in the high-dimensional case
published 2014 · Journal of Multivariate Analysis · 36 citations
with Damien Passemier
Self-Excited Threshold Poisson Autoregression
published 2014 · Journal of the American Statistical Association · 104 citations · first circulated 2013
Testing linear hypotheses in high-dimensional regressions
published 2013 · Statistics · 35 citations
with Zhidong Bai, Dandan Jiang, Shurong Zheng
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
published 2013 · Journal of Statistical Planning and Inference · 21 citations
with Weiming Li, Jiaqi Chen, Yingli Qin, Zhidong Bai
A local moment estimator of the spectrum of a large dimensional covariance matrix
published 2013 · Statistica Sinica · 17 citations
with Weiming Li
On the sphericity test with large-dimensional observations
published 2013 · Electronic Journal of Statistics · 80 citations
with Qinwen Wang
Fluctuations of an Improved Population Eigenvalue Estimator in Sample Covariance Matrix Models
published 2012 · IEEE Transactions on Information Theory · 7 citations · first circulated 2011
with Romain Couillet, Jamal Najım, Mérouane Debbah
Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data
published 2012 · IEEE Transactions on Signal Processing · 20 citations
with Abla Kammoun, Jamal Najım
On sample eigenvalues in a generalized spiked population model
published 2011 · Journal of Multivariate Analysis · 159 citations
with Zhidong Bai
A note on a Marčenko–Pastur type theorem for time series
published 2011 · Statistics & Probability Letters · 62 citations
On a model selection problem from high-dimensional sample covariance matrices
published 2011 · Journal of Multivariate Analysis · 10 citations
with Yang Chen, Bernard Delyon
On the quasi-likelihood estimation for random coefficient autoregressions
published 2011 · Statistics · 12 citations
with Lionel Truquet
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
published 2010 · Australian & New Zealand Journal of Statistics · 62 citations
with Zhidong Bai, Jiaqi Chen
First‐order rounded integer‐valued autoregressive (RINAR(1)) process
published 2009 · Journal of Time Series Analysis · 60 citations
with Maher Kachour
Multi-parameter automodels and their applications
published 2008 · Biometrika · 11 citations
with C. Hardouin
Multi-parameter auto-models with applications to cooperative systems
published 2007 · Comptes Rendus Mathématique · 4 citations
with Cécile Hardouin
ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
published 2007 · Australian & New Zealand Journal of Statistics · 15 citations
with Dominique Dehay
On likelihood estimation for a discretely observed jump process
published 2006 · Comptes Rendus Mathématique
with Dominique Dehay
On the convergence of the spectral empirical process of Wigner matrices
published 2005 · Bernoulli · 117 citations
with Zhidong Bai
Tail of a linear diffusion with Markov switching
published 2005 · The Annals of Applied Probability · 62 citations
with Benoîte de Saporta
Tail of a linear diffusion with Markov switching
published 2004 · Comptes Rendus Mathématique · 24 citations
with Benoîte de Saporta
Linear diffusion with stationary switching regime
published 2004 · ESAIM Probability and Statistics · 26 citations
with Xavier Guyon, Serge Iovleff
Modèles de réseaux de neurones pour l'analyse des séries temporelles ou la régression - Estimation, identification, méthode d'élagage SSM
published 2001 · Revue d intelligence artificielle · 2 citations
with Joseph Rynkiewicz, Marie Cottrell, Morgan Mangeas
On square-integrability of an AR process with Markov switching
published 2001 · Statistics & Probability Letters · 26 citations
On stability of nonlinear AR processes with Markov switching
published 2000 · Advances in Applied Probability · 87 citations
with Jean-Gabriel Attali
On Least Squares Estimation for Stable Nonlinear AR Processes
published 2000 · Annals of the Institute of Statistical Mathematics · 19 citations
Parametric Estimation of a Boolean Segment Process with Stochastic Restoration Estimation
published 2000 · Journal of Computational and Graphical Statistics · 7 citations
with Joël Chadœuf, Rachid Senoussi, J. Chadœuf, Rachid R. Senoussi, J. Chadoeuf
On Recursive Estimation in Incomplete Data Models
published 2000 · Statistics · 27 citations
On constrained simulation and optimization by Metropolis chains
published 2000 · Statistics & Probability Letters · 3 citations
On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria
published 1999 · Journal of Multivariate Analysis · 55 citations
with Xavier Guyon
Stabilité des modèles AR fonctionnels à régime markovien
published 1998 · Comptes Rendus de l Académie des Sciences - Series I - Mathematics · 1 citations
with Jean-Gabriel Attali
Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel
published 1997 · Comptes Rendus de l Académie des Sciences - Series I - Mathematics · 2 citations
with Morgan Mangeas
Test de différence de contrastes et somme pondérée de khi‐deux
published 1996 · Canadian Journal of Statistics · 6 citations
with Samuel Bayomog, Xavier Guyon, Cécile Hardouin
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