Authors: Zeng Li Qinwen Wang Jianfeng Yao

Citation: Zeng Li et al., IDENTIFYING THE NUMBER OF FACTORS FROM SINGULAR VALUES OF A LARGE SAMPLE AUTO-COVARIANCE MATRIX, Annals of statistics , 45(1), 2017, pp. 257-288

Authors: Qinwen Wang Jianfeng Yao

Citation: Qinwen Wang et Jianfeng Yao, EXTREME EIGENVALUES OF LARGE-DIMENSIONAL SPIKED FISHER MATRICES WITH APPLICATION, Annals of statistics , 45(1), 2017, pp. 415-460

Authors: Shurong Zheng Zhidong Bai Jianfeng Yao

Citation: Shurong Zheng et al., SUBSTITUTION PRINCIPLE FOR CLT OF LINEAR SPECTRAL STATISTICS OF HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRICES WITH APPLICATIONS TO HYPOTHESIS TESTING, Annals of statistics , 43(2), 2015, pp. 546-591

Authors: Zeng Li Clifford Lam Jianfeng Yao Qiwei Yao

Citation: Zeng Li et al., On testing for high-dimensional white noise, Annals of statistics , 47(6), 2019, pp. 3382-3412