Jianfeng Yao

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3147-2775

School of Data Science The Chinese University of Hong Kong (Shenzhen), Shenzhen, China

Publications

• Robust Estimation for Number of Factors in High Dimensional Factor Modeling via Spearman Correlation Matrix — Journal of the American Statistical Association 2025
• Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when p/n→∞ and applications — The Annals of Statistics 2023
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model — The Annals of Statistics 2020
• On testing for high-dimensional white noise — The Annals of Statistics 2019
• On structure testing for component covariance matrices of a high dimensional mixture — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• Identifying the number of factors from singular values of a large sample auto-covariance matrix — The Annals of Statistics 2017
• On estimation of the noise variance in high dimensional probabilistic principal component analysis — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017
• Extreme eigenvalues of large-dimensional spiked Fisher matrices with application — The Annals of Statistics 2017
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing — The Annals of Statistics 2015
• Modeling extreme values of processes observed at irregular time steps: Application to significant wave height — The Annals of Applied Statistics 2014
• Self-Excited Threshold Poisson Autoregression — Journal of the American Statistical Association 2014
• Multi-parameter automodels and their applications — Biometrika 2008
• A multiple‐imputation Metropolis version of the EM algorithm — Biometrika 2003