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	Title	Author(s)	Issue Date
	An application of the RINAR(1) process Proceeding/Conference:IFAC Proceedings Volumes (IFAC-PapersOnline)	Kachour, M Yao, JF	2009
	On testing for high-dimensional white noise Journal:The Annals of Statistics	Li, Z Lam, C Yao, J Yao, Q	2019
	Large Covariance and Autocovariance Matrices, By Arup Bose and Monika Bhattacharjee. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9781138303867 (HARDBACK) Journal:Journal of Time Series Analysis	Yao, J	2020
	Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model Journal:The Annals of Statistics	Li, Z Han, F Yao, JJ	2019
	On determining the number of spikes in a high-dimensional spiked population model	Passemier, D Yao, JJ	2011
	On Laplacian spectrum of dendrite trees Journal:Linear Algebra and Its Applications	Xu, Y Yao, J	2020
	Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model Journal:The Annals of Statistics	Li, Z Han, F Yao, JJ	2020
	On eigenvalues of a high-dimensional spatial-sign covariance matrix Journal:Bernoulli	Li, W Wang, Q Yao, JJ Zhou, W	2022
	Improving Value-at-Risk Prediction Under Model Uncertainty Journal:Journal of Financial Econometrics	Peng, S.Yang, S.Yao, JJ	2020
	CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data Journal:Statistical Papers	Zou, T Zheng, S Bai, Z Yao, JJ Zhu, H	2021
	Outliers in the spectrum of large sample covariance matrices Proceeding/Conference:International Conference of the ERCIM WG on CMStatistics 2015 (CMStatistics 2015 (ERCIM 2015))	Yao, JJ	2015
	On estimation of the noise variance in high-dimensional probabilistic principal component analysis Proceeding/Conference:IMS-China International Conference on Statistics and Probability, 2015	Yao, JJ	2015
	Identifying the number of factors from singular values of a large sample auto-covariance matrix Proceeding/Conference:European Meeting of Statisticians (BSMSP)	Yao, JJ	2015
	Identifying the number of factors from singular values of a large sample auto-covariance matrix. Proceeding/Conference:Statistical Society of Canada Annual Meeting	Yao, JJ Li, Z Wang, Q	2016
	The problem of centering in the CLT for linear spectral statistics of a large sample covariance matrix Proceeding/Conference:Singapore Conference on Staistical Science	Yao, JJ	2014
	On structure testing for component covariance matrices of a high-dimensional mixture Proceeding/Conference:Joint Statistical Meeting, JSM 2017	Yao, JJ Li, WM	2017
	Eigenvalues of sample covariance matrix from a high-dimensional mixture Proceeding/Conference:International Conference on Data Science	Yao, JJ	2016
	A new multivariate CUSUM chart using principal components with a revision of Crosier's chart Journal:Communications in Statistics: Simulation and Computation	Chen, J YANG, H Yao, JJ	2018
	On the T2 control chart with estimated parameters Journal:Quality Technology & Quantitative Management	Chen, J Yang, H Yao, JJ	2018
	Testing the independence of two random vectors where only one dimension is large Journal:Statistics	Li, W Chen, J Yao, JJ	2017
	Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size Journal:Electronic Journal of Statistics	LI, Z Yao, JJ	2016
	Self-Excited Threshold Poisson Autoregression Journal:Journal of the American Statistical Association	Wang, C Liu, H Yao, JJ Davis, RA Li, WK	2014
	Estimation of the number of spikes, possibly equal, in the high-dimensional case Journal:Journal of Multivariate Analysis	Passemier, D Yao, JJ	2014
	On generalized expectation-based estimation of a population spectral distribution from high-dimensional data Journal:Annals of the Institute of Statistical Mathematics	Li, W Yao, JJ	2015
	A note on the CLT of the LSS for sample covariance matrix from a spiked population model Journal:Journal of Multivariate Analysis	Wang, Q Silverstein, JW Yao, JJ	2014