Research output per year
Research output per year
Personal profile
Biography
Work Experience:
Associate Professor (2024.1 - Current): The Australian National University, Australia
Senior Lecturer (2020.1- 2023.12): The Australian National University, Australia
Lecturer (2016.7-2019.12): The Australian National University, Australia
Post-doctor (2013.8-2016.7): Monash University, Australia
Education:
PhD (2009.8-2013.4): Nanyang Technological University, Singapore
MSc (2006.9-2009.7): Shandong University, China
Bachelor (2002.9-2006.7): Shandong University, China
Qualifications
PhD Nanyang Technological University, Singapore
Research Interests
High Dimensional Statistics
Large Panel Data Analysis
Large Dimensional Random Matrix Theory
Statistical Analysis on Mortality Forecasting
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Collaborations and top research areas from the last five years
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FACTOR-AUGMENTED MODEL FOR FUNCTIONAL DATA
Gao, Y., Shang, H. L. & Yang, Y., Jan 2024, In: Statistica Sinica. 34, 1, p. 1-88 88 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Time-varying minimum variance portfolio
Fan, Q., Wu, R., Yang, Y. & Zhong, W., Feb 2024, In: Journal of Econometrics. 239, 2, 16 p., 105339.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
INTERACTIVE EFFECTS PANEL DATA MODELS with GENERAL FACTORS and REGRESSORS
Peng, B., Su, L., Westerlund, J. & Yang, Y., 5 Sept 2023, In: Econometric Theory. p. 1-17 17 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Robust PCA for high-dimensional data based on characteristic transformation
He, L., Yang, Y. & Zhang, B., Jun 2023, In: Australian and New Zealand Journal of Statistics. 65, 2, p. 127-151 25 p., anzs.12385.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus) -
Clustering and Forecasting Multiple Functional Time Series
Tang, C., Shang, H. L. & Yang, Y., Dec 2022, In: Annals of Applied Statistics. 16, 4, p. 2523-2553 31 p.Research output: Contribution to journal › Article › peer-review
Open Access10 Citations (Scopus)
Projects
- 1 Active
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Feature Learning for High-dimensional Functional Time Series
Yang, Y., Fan, Q., Li, D., Qiao, X. & Shang, H.
13/09/23 → 12/09/26
Project: Research