Details about Han Lin Shang
Access statistics for papers by Han Lin Shang.
Last updated 2022-03-10. Update your information in the RePEc Author Service.
Short-id: psh533
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Working Papers
2022
- Forecasting: theory and practice
Papers, arXiv.org View citations (2)
2021
- Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Papers, arXiv.org
2020
- Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2019
- Implied volatility surface predictability: the case of commodity markets
Papers, arXiv.org View citations (1)
See also Journal Article in Journal of Banking & Finance (2019)
2016
- Grouped functional time series forecasting: An application to age-specific mortality rates
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
2013
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
See also Journal Article in Computational Statistics & Data Analysis (2014)
- Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
See also Journal Article in Econometrics (2016)
2012
- Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
2011
- A survey of functional principal component analysis
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
See also Journal Article in AStA Advances in Statistical Analysis (2014)
- Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
2010
- A comparison of ten principal component methods for forecasting mortality rates
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
- Nonparametric modeling and forecasting electricity demand: an empirical study
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2009
- Nonparametric time series forecasting with dynamic updating
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
2008
- Rainbow plots, Bagplots and Boxplots for Functional Data
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (19)
Journal Articles
2021
- A partial least squares approach for function-on-function interaction regression
Computational Statistics, 2021, 36, (2), 911-939
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
Journal of Applied Statistics, 2021, 48, (4), 583-604
- Forecasting Australian subnational age-specific mortality rates
Journal of Population Research, 2021, 38, (1), 1-24
- Granger causality of bivariate stationary curve time series
Journal of Forecasting, 2021, 40, (4), 626-635 View citations (1)
- Local Whittle estimation of long‐range dependence for functional time series
Journal of Time Series Analysis, 2021, 42, (5-6), 685-695
- Neural network prediction of crude oil futures using B-splines
Energy Economics, 2021, 94, (C)
2020
- FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
ASTIN Bulletin, 2020, 50, (2), 357-379 View citations (3)
- Forecasting age distribution of death counts: an application to annuity pricing
Annals of Actuarial Science, 2020, 14, (1), 150-169 View citations (3)
- Long-Range Dependent Curve Time Series
Journal of the American Statistical Association, 2020, 115, (530), 957-971 View citations (2)
- Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
Risks, 2020, 8, (3), 1-11
- Uncovering predictability in the evolution of the WTI oil futures curve
European Financial Management, 2020, 26, (1), 238-257 View citations (4)
2019
- DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
ASTIN Bulletin, 2019, 49, (3), 619-645 View citations (3)
- Forecasting of density functions with an application to cross-sectional and intraday returns
International Journal of Forecasting, 2019, 35, (4), 1304-1317 View citations (3)
- High-dimensional functional time series forecasting: An application to age-specific mortality rates
Journal of Multivariate Analysis, 2019, 170, (C), 232-243 View citations (2)
- Implied volatility surface predictability: The case of commodity markets
Journal of Banking & Finance, 2019, 108, (C) View citations (1)
See also Working Paper (2019)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
Annals of Operations Research, 2019, 282, (1), 331-354 View citations (4)
- Semiparametric Regression Using Variational Approximations
Journal of the American Statistical Association, 2019, 114, (528), 1765-1777 View citations (2)
- Visualizing rate of change: an application to age‐specific fertility rates
Journal of the Royal Statistical Society Series A, 2019, 182, (1), 249-262 View citations (3)
2017
- A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series
Journal of Time Series Analysis, 2017, 38, (4), 591-609 View citations (6)
- Forecasting intraday S&P 500 index returns: A functional time series approach
Journal of Forecasting, 2017, 36, (7), 741-755 View citations (3)
- Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration
Econometrics and Statistics, 2017, 1, (C), 184-200 View citations (5)
- Grouped multivariate and functional time series forecasting:An application to annuity pricing
Insurance: Mathematics and Economics, 2017, 75, (C), 166-179 View citations (19)
- Methods for Scalar-on-Function Regression
International Statistical Review, 2017, 85, (2), 228-249 View citations (17)
- Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
Risks, 2017, 5, (2), 1-18 View citations (11)
- Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods
Population Research and Policy Review, 2017, 36, (1), 55-84 View citations (3)
2016
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
Journal of Multivariate Analysis, 2016, 146, (C), 95-104 View citations (2)
- A multilevel functional data method for forecasting population, with an application to the United Kingdom
International Journal of Forecasting, 2016, 32, (3), 629-649 View citations (3)
- Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
Econometrics, 2016, 4, (2), 1-27 View citations (1)
See also Working Paper (2013)
2015
- Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy
Population Studies, 2015, 69, (3), 317-335 View citations (3)
2014
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Computational Statistics & Data Analysis, 2014, 78, (C), 218-234 View citations (3)
See also Working Paper (2013)
- A survey of functional principal component analysis
AStA Advances in Statistical Analysis, 2014, 98, (2), 121-142 View citations (19)
See also Working Paper (2011)
- Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density
Journal of Nonparametric Statistics, 2014, 26, (3), 599-615 View citations (8)
- Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
Computational Statistics, 2014, 29, (3), 829-848 View citations (7)
2013
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
Computational Statistics & Data Analysis, 2013, 67, (C), 185-198 View citations (5)
- Functional time series approach for forecasting very short-term electricity demand
Journal of Applied Statistics, 2013, 40, (1), 152-168 View citations (11)
- The BUGS book: a practical introduction to Bayesian analysis
Journal of Applied Statistics, 2013, 40, (12), 2774-2775
2012
- Graphics for statistics and data analysis with R
Journal of Applied Statistics, 2012, 39, (8), 1843-1844
- Point and interval forecasts of age-specific life expectancies
Demographic Research, 2012, 27, (21), 593-644 View citations (2)
2011
- Bayesian Nonparametrics
Journal of Applied Statistics, 2011, 38, (12), 2990-2990
- Dynamic linear models with R
Journal of Applied Statistics, 2011, 38, (10), 2369-2370
- Non-Parametric Econometrics
Journal of Applied Statistics, 2011, 38, (12), 2992-2992
- Nonparametric time series forecasting with dynamic updating
Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 View citations (11)
See also Working Paper (2009)
- Optimal combination forecasts for hierarchical time series
Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (77)
- Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
Demographic Research, 2011, 25, (5), 173-214 View citations (37)
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