Xiao Han - Publications, H-index & Citations

Xiao Han

chinese academy of sciences

15H指数

44论文数

751被引数

收录论文 10

发表时间

The return of return dominance: Decomposing the cross-section of prices 收益主导的回归：价格截面分解

JOURNAL OF FINANCIAL ECONOMICS

IF12

2025-07-01

OAAI

Delao, Ricardo; Han, Xiao; Myers, Sean

UNIVERSAL RANK INFERENCE VIA RESIDUAL SUBSAMPLING WITH APPLICATION TO LARGE NETWORKS

ANNALS OF STATISTICS

IF3.7

2023-06-01

OAAI

Han, Xiao; Yang, Qing; Fan, Yingying

SIMPLE: Statistical inference on membership profiles in large networks

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

IF3.6

2022-03-30

OAAI

Fan, Jianqing; Fan, Yingying; Han, Xiao; Lv, Jinchi

Autoregressive models for matrix-valued time series

JOURNAL OF ECONOMETRICS

IF4

2021-05-01

OAAI

Chen, Rong; Xiao, Han; Yang, Dan

Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2020-12-08

OAAI

Fan, Jianqing; Fan, Yingying; Han, Xiao; Lv, Jinchi

LIMITING LAWS FOR DIVERGENT SPIKED EIGENVALUES AND LARGEST NONSPIKED EIGENVALUE OF SAMPLE COVARIANCE MATRICES

ANNALS OF STATISTICS

IF3.7

2020-06-01

OAAI

Cai, T. Tony; Han, Xiao; Pan, Guangming

Convolutional autoregressive models for functional time series

JOURNAL OF ECONOMETRICS

IF4

2016-10-01

OAAI

Liu, Xialu; Xiao, Han; Chen, Rong

THE TRACY-WIDOM LAW FOR THE LARGEST EIGENVALUE OF F TYPE MATRICES

ANNALS OF STATISTICS

IF3.7

2016-08-01

OAAI

Han, Xiao; Pan, Guangming; Zhang, Bo

High dimensional correlation matrices: the central limit theorem and its applications

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

IF3.6

2016-06-24

PREAI

Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong

COVARIANCE MATRIX ESTIMATION FOR STATIONARY TIME SERIES

ANNALS OF STATISTICS

IF3.7

2012-02-01

OAAI

Xia, Han; Wu, Wei Biao

研究方向