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	Title	Author(s)	Issue Date
	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
	First-order rounded integer-valued autoregressive (RINAR(1)) process Journal:Journal of Time Series Analysis	Kachour, M Yao, JF	2009
	On likelihood estimation for discretely observed Marko jump processes Journal:Australian and New Zealand Journal of Statistics	Dehay, D Yao, JF	2007
	On likelihood estimation for a discretely observed jump process Journal:Comptes Rendus Mathematique	Dehay, D Yao, JF	2006
	Mixed-state causal modeling for statistical KL-based motion texture tracking Journal:Pattern Recognition Letters	Crivelli, T CernuschiFrias, B Bouthemy, P Yao, JF	2010
	Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application Journal:Scandinavian Journal of Statistics	Li, WM Li, Z Yao, JJ	2018
	On a spiked model for large volatility matrix estimation from noisy high-frequency data Journal:Computational Statistics & Data Analysis	Shen, K Yao, JJ Li, WK	2018
	Testing for heteroscedasticity in high-dimensional regressions Journal:Econometrics and Statistics	Li, Z Yao, JJ	2018
	Estimation of the population spectral distribution from a large dimensional sample covariance matrix Journal:Journal of Statistical Planning and Inference	LI, WM Chen, JQ Qin, YL Bai, ZD Yao, JJ	2013
	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
	On Laplacian spectrum of dendrite trees Journal:Linear Algebra and Its Applications	Xu, Y Yao, J	2020
	Corrections to LRT on large-dimensional covariance matrix by RMT Journal:Annals of Statistics	Bai, Z Jiang, D Yao, JF Zheng, S	2009
	Large sample covariance matrices and their application to high-dimensional statistics Proceeding/Conference:Random Matrices and Their Applications Workshop, Kyoto University, May 2018	Yao, JJ	2018
	On the sphericity test with large-dimensional observations Journal:Electronic Journal of Statistics	Wang, Q Yao, J	2013
	Tail of a linear diffusion with Markov switching Journal:Annals of Applied Probability	De Saporta, B Yao, JF	2005
	Large Sample Covariance Matrices and High-Dimensional Data Analysis	Yao, JJ Zheng, S Bai, Z	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
	On estimation of the population spectral distribution from a high-dimensional sample covariance matrix Journal:Australian and New Zealand Journal of Statistics	Bai, Z Chen, J Yao, J	2010
	Convergence rates of spectral distributions of large sample covariance matrices Journal:SIAM Journal on Matrix Analysis and Applications	Bai, ZD Miao, B Yao, JF	2003