Jianfeng Yao

1. Self-excited Threshold Poisson Autoregression
   2013/07/17 by Chao Wang, Wang, Chao, Heng Liu +7 · 2 citations
   Economics, Econometrics and Finance · Environmental Science · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME) #Soil Geostatistics and Mapping
2. Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n → ∞ and applications
   2021/09/14 by Jiaxin Qiu, Zeng Li, Qiu, Jiaxin +3 · 3 citations
   Computer Science · Mathematics · #Advanced Combinatorial Mathematics #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Random Matrices and Applications #Statistics Theory (math.ST)
3. On testing for high-dimensional white noise
   2018/08/10 by Zeng Li, Li, Zeng, Clifford Lam +5 · 2 citations
   Mathematics · #Random Matrices and Applications #Statistical Methods and Inference #Statistical Methods and Bayesian Inference
4. Fluctuations of an improved population eigenvalue estimator in sample covariance matrix models
   2011/08/26 by Jianfeng Yao, Yao, Jianfeng, Romain Couillet +5 · 1 citation
   Mathematics · Computer Science · #Random Matrices and Applications #Stochastic processes and statistical mechanics #Bayesian Methods and Mixture Models
5. On estimation of the noise variance in high-dimensional probabilistic principal component analysis
   2013/08/18 by Damien Passemier, Passemier, Damien, Zhaoyuan Li +3 · 1 citation
   Computer Science · Mathematics · #Advanced Combinatorial Mathematics #Bayesian Methods and Mixture Models #FOS: Mathematics #Random Matrices and Applications #Statistics Theory (math.ST)
6. Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix
   2023/09/02 by Jiaxin Qiu, Li Zeng, Qiu, Jiaxin +3 · 1 citation
   Computer Science · Mathematics · #FOS: Computer and information sciences #Matrix Theory and Algorithms #Methodology (stat.ME) #Random Matrices and Applications #Statistical Methods and Inference
7. On eigenvalues of a high-dimensional spatial-sign covariance matrix
   2019/01/28 by Weiming Li, Li, Weiming, Qinwen Wang +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Random Matrices and Applications #Spatial and Panel Data Analysis #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)