Cantonese and Hokkien are language classification, not ethnic. Both Cantonese and Hokkien are ethnic Han.

No such thing as Cantonese ethnic group.
http://en.wikipedia.org/wiki/List_of_ethnic_groups_in_China

Screw history. Let just talk about modern day definition. If we talk about history all human is from Africa.

What is this Pan Malay Nusantara? Is it a supra ethnic or sub ethnic?

I notice Malay can mean Malay race and Malay ethnic.
http://en.wikipedia.org/wiki/Malay

Wikipedia here correct or not?

Is this Pan-Malay a supra ethnic/large group similar concept to Polynesian group as mention by gm_18300.

Pan-Malay Nusantara,Malay race and Malay ethnic, these three things same concept or not?

Is it same like Italian, British, French and German subgroup of European race?

Malay race =  Malay sub ethnic, Bugis sub ethnic, Javanese sub ethnic, Balinese ethnic sub

European race =  Italian sub ethnic, British sub ethnic, French sub ethnic, German sub ethnic

Mongoloid race =  Han sub ethnic, Japanese sub ethnic, Korean sub ethnic, Mongolian sub ethnic, Manchu sub ethnic

Do I get it correct?

One thing I found interesting about this Malay race is that this term/concept is originally proposed by German scientist Johann Friedrich Blumenbach.