Corrections to LRT on large-dimensional covariance matrix by RMT Z Bai, D Jiang, JF Yao, S Zheng | 290 | 2009 |
Sample covariance matrices and high-dimensional data analysis J Yao, S Zheng, ZD Bai Cambridge UP, New York, 2015 | 259 | 2015 |
Central limit theorems for eigenvalues in a spiked population model Z Bai, J Yao Annales de l'IHP Probabilités et Statistiques 44 (3), 447-474, 2008 | 235 | 2008 |
On sample eigenvalues in a generalized spiked population model Z Bai, J Yao Journal of Multivariate Analysis, 2011 | 170 | 2011 |
On the convergence of the spectral empirical process of Wigner matrices ZD Bai, J Yao Bernoulli 11 (6), 1059-1092, 2005 | 132 | 2005 |
On stability of nonlinear AR processes with Markov switching JF Yao, JG Attali Advances in Applied Probability 32 (2), 394-407, 2000 | 105 | 2000 |
Self-excited threshold Poisson autoregression C Wang, H Liu, JF Yao, RA Davis, WK Li Journal of the American Statistical Association 109 (506), 777-787, 2014 | 97 | 2014 |
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing S Zheng, Z Bai, J Yao | 89 | 2015 |
On the sphericity test with large-dimensional observations Q Wang, J Yao | 72 | 2013 |
Recognition of dynamic video contents with global probabilistic models of visual motion G Piriou, P Bouthemy, JF Yao IEEE Transactions on Image Processing 15 (11), 3417-3430, 2006 | 69 | 2006 |
On estimation of the population spectral distribution from a high‐dimensional sample covariance matrix Z Bai, J Chen, J Yao Australian & New Zealand Journal of Statistics 52 (4), 423-437, 2010 | 67 | 2010 |
Convergence rates of spectral distributions of large sample covariance matrices ZD Bai, B Miao, JF Yao SIAM journal on matrix analysis and applications 25 (1), 105-127, 2003 | 67 | 2003 |
First‐order rounded integer‐valued autoregressive (RINAR (1)) process M Kachour, JF Yao Journal of time series analysis 30 (4), 417-448, 2009 | 66 | 2009 |
On determining the number of spikes in a high-dimensional spiked population model D Passemier, JF Yao Random Matrices: Theory and Applications 1 (01), 1150002, 2012 | 63 | 2012 |
On the underfitting and overfitting sets of models chosen by order selection criteria X Guyon, J Yao Journal of Multivariate Analysis 70 (2), 221-249, 1999 | 63 | 1999 |
A note on a Marčenko–Pastur type theorem for time series J Yao Statistics & probability letters 82 (1), 22-28, 2012 | 60 | 2012 |
Tail of a linear diffusion with Markov switching B de Saporta, JF Yao | 55 | 2005 |
Improving value-at-risk prediction under model uncertainty S Peng, S Yang, J Yao Journal of Financial Econometrics, 2020 | 48 | 2020 |
On estimation of the noise variance in high-dimensional probabilistic principal component analysis D Passemier, Z Li, J Yao Journal of the Royal Statistical Society Series B (Statistical Methodology …, 2017 | 47* | 2017 |
Simultaneous motion detection and background reconstruction with a conditional mixed-state Markov random field T Crivelli, P Bouthemy, B Cernuschi-Frías, J Yao International journal of computer vision 94, 295-316, 2011 | 46* | 2011 |