
RSFAS
Research School of Finance, Actuarial Studies & Statistics
Position
Senior Lecturer
Email
yanrong.yang@anu.edu.au
Phone number
+61 2 612 58975
Office
Room 3.39, CBE Bld (26C)
Research areas
High Dimensional Statistics; Large Panel Data Analysis; Large Dimensional Random Matrix Theory; Functional Data Analysis.
Biography
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 B, Journal of the American Statistical Association, and Journal of Econometrics.