Yanrong Yang
Yanrong Yang
anu.edu.au üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Independence test for high dimensional data based on regularized canonical correlation coefficients
Y Yang, G Pan
The Annals of Statistics 43 (2), 467-500, 2015
382015
High-dimensional functional time series forecasting: An application to age-specific mortality rates
Y Gao, HL Shang, Y Yang
Journal of Multivariate Analysis 170, 232-243, 2019
282019
High dimensional correlation matrices: The central limit theorem and its applications
J Gao, X Han, G Pan, Y Yang
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2017
252017
Testing independence among a large number of high-dimensional random vectors
G Pan, J Gao, Y Yang
Journal of the American Statistical Association 109 (506), 600-612, 2014
242014
Recursive estimation in large panel data models: Theory and practice
B Jiang, Y Yang, J Gao, C Hsiao
Journal of Econometrics 224 (2), 439-465, 2021
192021
The convergence of the empirical distribution of canonical correlation coefficients
Y Yang, G Pan
Electronic Journal of Probability 17, 1-13, 2012
132012
High-dimensional functional time series forecasting
Y Gao, HL Shang, Y Yang
Functional Statistics and Related Fields, 131-136, 2017
32017
Supplement to “Independence test for high dimensional data based on regularized canonical correlation coefficients.”
Y Yang, G Pan
DOI, 2014
32014
Estimating multiple option Greeks simultaneously using random parameter regression
H Fu, X Jin, G Pan, Y Yang
Journal of Computational Finance 16 (2), 85, 2012
32012
Data-adaptive Dimension Reduction for US Mortality Forecasting
L He, F Huang, Y Yang
arXiv preprint arXiv:2102.04123, 2021
22021
High dimensional correlation matrices: CLT and its applications
J Gao, X Han, G Pan, Y Yang
Available at SSRN 2521247, 2014
22014
Factor-augmented Smoothing Model for Functional Data
Y Gao, HL Shang, Y Yang
arXiv preprint arXiv:2102.02580, 2021
12021
Nonparametric estimation in panel data models with heterogeneity and time-varyingness
F Liu, J Gao, Y Yang
Available at SSRN 3214046, 2018
12018
Cross-sectional Independence Test for a Class of Parametric Panel Data Models
G Pan, J Gao, Y Yang, MH Guo
Available at SSRN 2665105, 2015
12015
Multi-population mortality forecasting using high-dimensional functional factor models
C Tang, HL Shang, Y Yang
arXiv preprint arXiv:2109.04146, 2021
2021
Feature Extraction for Functional Time Series: Theory and Application to NIR Spectroscopy Data
Y Yang, Y Yang, HL Shang
arXiv preprint arXiv:2106.01150, 2021
2021
Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
X Han, B Peng, Y Yang, H Zhu
Economics Letters 202, 109819, 2021
2021
Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?
L He, F Huang, J Shi, Y Yang
Insurance: Mathematics and Economics 98, 14-34, 2021
2021
Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model
Y Mao, B Peng, MJ Silvapulle, P Silvapulle, Y Yang
Available at SSRN 3825385, 2021
2021
Time-Varying Panel Data Models with an Additive Factor Structure
F Liu, J Gao, Y Yang
Available at SSRN 3729869, 2020
2020
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20