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

Working Papers

2022

1. Forecasting: theory and practice
   Papers, arXiv.org View citations (2)

2021

2. Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
   Papers, arXiv.org

2020

3. 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

4. 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

5. 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

6. 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)
7. 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

8. 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

9. 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)
10. 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

11. 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)
12. 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

13. 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

14. 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

1. A partial least squares approach for function-on-function interaction regression
   Computational Statistics, 2021, 36, (2), 911-939
2. 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
3. Forecasting Australian subnational age-specific mortality rates
   Journal of Population Research, 2021, 38, (1), 1-24
4. Granger causality of bivariate stationary curve time series
   Journal of Forecasting, 2021, 40, (4), 626-635 View citations (1)
5. Local Whittle estimation of long‐range dependence for functional time series
   Journal of Time Series Analysis, 2021, 42, (5-6), 685-695
6. Neural network prediction of crude oil futures using B-splines
   Energy Economics, 2021, 94, (C)

2020

7. FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
   ASTIN Bulletin, 2020, 50, (2), 357-379 View citations (3)
8. Forecasting age distribution of death counts: an application to annuity pricing
   Annals of Actuarial Science, 2020, 14, (1), 150-169 View citations (3)
9. Long-Range Dependent Curve Time Series
   Journal of the American Statistical Association, 2020, 115, (530), 957-971 View citations (2)
10. Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
    Risks, 2020, 8, (3), 1-11
11. Uncovering predictability in the evolution of the WTI oil futures curve
    European Financial Management, 2020, 26, (1), 238-257 View citations (4)

2019

12. DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
    ASTIN Bulletin, 2019, 49, (3), 619-645 View citations (3)
13. 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)
14. 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)
15. Implied volatility surface predictability: The case of commodity markets
    Journal of Banking & Finance, 2019, 108, (C) View citations (1)
    See also Working Paper (2019)
16. 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)
17. Semiparametric Regression Using Variational Approximations
    Journal of the American Statistical Association, 2019, 114, (528), 1765-1777 View citations (2)
18. 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

19. 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)
20. Forecasting intraday S&P 500 index returns: A functional time series approach
    Journal of Forecasting, 2017, 36, (7), 741-755 View citations (3)
21. 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)
22. Grouped multivariate and functional time series forecasting:An application to annuity pricing
    Insurance: Mathematics and Economics, 2017, 75, (C), 166-179 View citations (19)
23. Methods for Scalar-on-Function Regression
    International Statistical Review, 2017, 85, (2), 228-249 View citations (17)
24. Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
    Risks, 2017, 5, (2), 1-18 View citations (11)
25. 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

26. 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)
27. 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)
28. 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

29. 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

30. 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)
31. 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)
32. 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)
33. 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

34. 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)
35. Functional time series approach for forecasting very short-term electricity demand
    Journal of Applied Statistics, 2013, 40, (1), 152-168 View citations (11)
36. The BUGS book: a practical introduction to Bayesian analysis
    Journal of Applied Statistics, 2013, 40, (12), 2774-2775

2012

37. Graphics for statistics and data analysis with R
    Journal of Applied Statistics, 2012, 39, (8), 1843-1844
38. Point and interval forecasts of age-specific life expectancies
    Demographic Research, 2012, 27, (21), 593-644 View citations (2)

2011

39. Bayesian Nonparametrics
    Journal of Applied Statistics, 2011, 38, (12), 2990-2990
40. Dynamic linear models with R
    Journal of Applied Statistics, 2011, 38, (10), 2369-2370
41. Non-Parametric Econometrics
    Journal of Applied Statistics, 2011, 38, (12), 2992-2992
42. 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)
43. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (77)
44. 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)