Dr Yanrong Yang

Yanrong Yan


Research School of Finance, Actuarial Studies & Statistics

Senior Lecturer
Phone number
+61 2 612 58975
Room 3.39, CBE Bld (26C)
Research areas

High Dimensional Statistics; Large Panel Data Analysis; Large Dimensional Random Matrix Theory; Functional Data Analysis.


Yanrong Yang is a Senior Lecturer of Statistics. Yanrong’s research interests include high dimensional statistical inference and large dimensional random matrix theory. She has established new asymptotic theory for high dimensional statistics and applied her theory to forecasting high dimensional time series and large panel data. Yanrong has published in leading journals including Annals of Statistics, Journal of the Royal Statistical Society: Series BJournal of the American Statistical Association, and Journal of Econometrics. 

Google Scholar

Research publications

[9]. Xiaoyi Han, Bin Peng, Yanrong Yang, Huanjun Zhu (2021). Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates. Economics Letters. Available online. 

[8]. Jianjie Shi, Lingyu He, Fei Huang, Yanrong Yang (2021). Mortality forecasting: time-varying or constant factor loadings? Insurance: Mathematics and Economics. 98, 14-34. 

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

[6]. 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.

[5]. 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.

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

[3]. 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.

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

[1]. 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 Teaching:

STAT3013/4027/8027 Statistical Inference

Previous Teaching:

STAT3050/4050/7050 Advanced Statistical Learning

STAT3040/4040/7040 Statistical Learning