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Dr Yanrong Yang

Research School of Finance, Actuarial Studies & Statistics

Position: Senior Lecturer
Email: yanrong.yang@anu.edu.au
Phone: +61 2 612 58975
Office: Room 3.39, CBE Bld (26C)
CV: CV (.PDF, 117KB)

Dr Yanrong Yang

Publications

 

      Gao, Y., Shang, H. L. and Yang, Y. R. (2019). High dimensional functional time series analysis: an application to age-specific mortality rates. Accepted. Journal of Multivariate Analysis.

Han, X., Gao, J. T., Pan, G. M. and Yang, Y. R. (2017). High dimensional correlation matrices: CLT and its applications. Journal of the Royal Statistical Society: Series B. 79(3) 677-693.

Yang, Y. R. and Pan, G. M. (2015). Independence test for high dimensional data based on regularized canonical correlation coefficients. Annals of Statistics. 43(2) 467-500. 

Pan, G. M., Gao, J. T. and Yang, Y. R. (2014). Test independence among a large number of high dimensional random vectors. Journal of the American Statistical Association. 109(506) 600-612. 

Yang, Y. R. and Pan, G. M. (2012). The convergence of the empirical distribution of canonical correlation coefficients. Electronic Journal of Probability. 17(64) 1-13. 

Haifeng Fu, Xing Jin, Guangming Pan, Yanrong Yang. (2012). Estimating Multiple Option Greeks Simultaneously Using Random Parameter Regression.  Journal of Computational Finance, 16(2), 85-118.  

Updated:   1 March 2017 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team