Yanrong Yang

most citedIndependence test for high dimensional data based on regularized canonical correlation coefficients

47 citations · 48 across the 2 of their papers we have counts for

collaborators

2 papers

econ.EM2019★ 1 cited

Estimation of Cross-Sectional Dependence in Large Panels

Jiti Gao, Guangming Pan, Yanrong Yang +1

Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data w…

math.ST2015★ 47 cited

Independence test for high dimensional data based on regularized canonical correlation coefficients

Yanrong Yang, Guangming Pan

This paper proposes a new statistic to test independence between two high dimensional random vectors $X : p_{1} \times 1$ and $Y : p_{2} \times 1$ . The proposed statistic…