Dr Yanrong Yang

PhD Nanyang Technological University, Singapore
Senior Lecturer
College of Business& 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



Work Experience

Senior Lecturer (2020.1-Current): The Australian National University, Australia

Lecturer (2016.7-2019.12): The Australian National University, Australia

Post-doctor (2013.8-2016.7): Monash University, Australia


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


[1]. Jianjie Shi, Lingyu He, Fei Huang, Yanrong Yang (2021). Mortality forecasting: time-varying or constant factor loadings? Insurance: Mathematics and Economics. To appear.

[2] Bin Jiang, Yanrong Yang, Jiti Gao, Cheng Hsiao (2020). Recursive estimation in large panel data models: theory and practice. Journal of Econometrics. To appear.

[3]. Yuan Gao, Hanlin Shang, Yanrong Yang (2019). High dimensional functional time series analysis: an application to age-specific mortality rates. Journal of Multivariate Analysis. 170, 232-243.

[4]. Jiti Gao, Xiao Han, Guangming Pan, Yanrong Yang (2017). High dimensional correlation matrices: CLT and its applications. Journal of the Royal Statistical Society: Series B. 79(3) 677-693.

[5]. Yanrong Yang, Guangming Pan (2015). Independence test for high dimensional data based on regularized canonical correlation coefficients. Annals of Statistics. 43(2) 467-500.

[6]. Guangming Pan, Jiti Gao, Yanrong Yang (2014). Test independence among a large number of high dimensional random vectors. Journal of the American Statistical Association. 109(506) 600-612.

[7]. Yanrong Yang, Guangming Pan (2012). The convergence of the empirical distribution of canonical correlation coefficients. Electronic Journal of Probability. 17(64) 1-13.

[8]. Haifeng Fu, Xin 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


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Updated:  08 May 2021 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers