The following pages link to Jian-feng Yao (Q1303859):
Displaying 50 items.
- (Q188513) (redirect page) (← links)
- On two simple and effective procedures for high dimensional classification of general populations (Q284189) (← links)
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
- (Q409096) (redirect page) (← links)
- Simultaneous motion detection and background reconstruction with a conditional mixed-state Markov random field (Q409097) (← links)
- (Q502777) (redirect page) (← links)
- Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size (Q502778) (← links)
- Moment approach for singular values distribution of a large auto-covariance matrix (Q503082) (← links)
- CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications (Q520693) (← links)
- Identifying the number of factors from singular values of a large sample auto-covariance matrix (Q524459) (← links)
- Extreme eigenvalues of large-dimensional spiked Fisher matrices with application (Q524466) (← links)
- (Q588065) (redirect page) (← links)
- (Q634553) (redirect page) (← links)
- On a model selection problem from high-dimensional sample covariance matrices (Q634554) (← links)
- A note on a Marčenko-Pastur type theorem for time series (Q654461) (← links)
- Central limit theorems for eigenvalues in a spiked population model (Q731681) (← links)
- On sample eigenvalues in a generalized spiked population model (Q765838) (← links)
- On likelihood estimation for a discretely observed jump process (Q817921) (← links)
- On the convergence of the spectral empirical process of Wigner matrices (Q850719) (← links)
- Mixed-state auto-models and motion texture modeling (Q851851) (← links)
- Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- On least squares estimation for stable nonlinear AR processes (Q1585890) (← links)
- On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
- On the surprising explanatory power of higher realized moments in practice (Q1782100) (← links)
- On constrained simulation and optimization by Metropolis chains (Q1971384) (← links)
- A CLT for linear spectral statistics of large random information-plus-noise matrices (Q1986023) (← links)
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- Erratum to: ``Central limit theorems for eigenvalues in a spiked population model'' (Q2041796) (← links)
- On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
- On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products (Q2082643) (← links)
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
- On eigenvalue distributions of large autocovariance matrices (Q2094572) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- On Laplacian spectrum of dendrite trees (Q2174516) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- On singular value distribution of large-dimensional autocovariance matrices (Q2348447) (← links)
- On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
- Multi-parameter auto-models with applications to cooperative systems (Q2382302) (← links)
- Spatial modelling for mixed-state observations (Q2426833) (← links)
- On the spectral distribution of Gaussian random matrices (Q2431952) (← links)
- Estimation of the number of spikes, possibly equal, in the high-dimensional case (Q2443265) (← links)
- Modeling extreme values of processes observed at irregular time steps: application to significant wave height (Q2453694) (← links)
- Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models (Q2514295) (← links)
- A multiple-imputation Metropolis version of the EM algorithm (Q2813879) (← links)
