Dr Yanrong Yang

PhD Nanyang Technological University, Singapore
Lecturer
ANU College of Business and Economics
T: +61 2 612 58975

Areas of expertise

  • Statistics 0104
  • Econometrics 1403

Research interests

High Dimensional Statistics 

Large Panel Data Analysis

Large Dimensional Random Matrix Theory

Statistical Analysis on Mortality Forecasting

 

Biography

Work Experience

Lecturer (2016.7-present): 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

 

 

Researcher's projects

Publications: 

Gao, Y., Shang, H. L. and Yang, Y. R. (2018). 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.  

 

Current student projects

Time-varying Large Panel Data Models with Interactive Effects

Doctor Philosophy--Associate Supervisor

Homogeniety Pursuit in Large Panel Data Models

Doctor Philosophy--Associate Supervisor

 

Return to top

Updated:  22 September 2019 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers