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Yanrong Yang
Yanrong Yang
Verified email at anu.edu.au
Title
Cited by
Cited by
Year
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
712019
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
552017
Independence test for high dimensional data based on regularized canonical correlation coefficients
Y Yang, G Pan
482015
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
352014
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
332021
Ferroptosis inducer erastin downregulates androgen receptor and its splice variants in castration‑resistant prostate cancer
Y Yang, T Liu, C Hu, H Xia, W Liu, J Chen, S Wu, Y Jiang, Y Xu, W Liu, ...
Oncology reports 45 (4), 1-1, 2021
282021
The convergence of the empirical distribution of canonical correlation coefficients
Y Yang, G Pan
182012
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
92021
Clustering and forecasting multiple functional time series
C Tang, HL Shang, Y Yang
The Annals of Applied Statistics 16 (4), 2523-2553, 2022
72022
Interactive effects panel data models with general factors and regressors
B Peng, L Su, J Westerlund, Y Yang
Econometric Theory, 1-17, 2023
52023
Feature extraction for functional time series: Theory and application to NIR spectroscopy data
Y Yang, Y Yang, HL Shang
Journal of Multivariate Analysis 189, 104863, 2022
52022
High-dimensional functional time series forecasting
Y Gao, HL Shang, Y Yang
Functional statistics and related fields, 131-136, 2017
52017
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
52012
Multi-population mortality forecasting using high-dimensional functional factor models
C Tang, HL Shang, Y Yang
arXiv preprint arXiv:2109.04146, 2021
42021
Factor-augmented smoothing model for functional data
Y Gao, HL Shang, Y Yang
arXiv preprint arXiv:2102.02580, 2021
42021
Data-adaptive dimension reduction for us mortality forecasting
L He, F Huang, Y Yang
arXiv preprint arXiv:2102.04123, 2021
42021
Time-varying minimum variance portfolio
Q Fan, R Wu, Y Yang, W Zhong
Journal of Econometrics, 105339, 2022
32022
A Time-Varying Panel Data Model with an Additive Factor Structure
F Liu, J Gao, B Peng, Y Yang
Available at SSRN 3729869, 2020
32020
Nonparametric estimation in panel data models with heterogeneity and time-varyingness
F Liu, J Gao, Y Yang
Available at SSRN 3214046, 2018
32018
Supplement to “Independence test for high dimensional data based on regularized canonical correlation coefficients.”
Y Yang, G Pan
DOI, 2014
32014
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