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Details about Han Lin Shang

E-mail:
Homepage:https://researchers.mq.edu.au/en/persons/hanlin-shang
Postal address:Department of Actuarial Studies and Business Analytics Level 7, 4 Eastern Road, Macquarie University, NSW 2109, Australia
Workplace:Faculty of Business and Economics, Macquarie University, (more information at EDIRC)

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

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

2021

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

2020

  1. 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 Downloads

2019

  1. Implied volatility surface predictability: the case of commodity markets
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2019)

2016

  1. 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 Downloads View citations (4)

2013

  1. 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 Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2014)
  2. 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 Downloads View citations (2)
    See also Journal Article in Econometrics (2016)

2012

  1. 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 Downloads View citations (2)

2011

  1. A survey of functional principal component analysis
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in AStA Advances in Statistical Analysis (2014)
  2. 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 Downloads View citations (2)

2010

  1. 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 Downloads View citations (2)
  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 Downloads

2009

  1. Nonparametric time series forecasting with dynamic updating
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)

2008

  1. Rainbow plots, Bagplots and Boxplots for Functional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads 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 Downloads
  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 Downloads
  3. Forecasting Australian subnational age-specific mortality rates
    Journal of Population Research, 2021, 38, (1), 1-24 Downloads
  4. Granger causality of bivariate stationary curve time series
    Journal of Forecasting, 2021, 40, (4), 626-635 Downloads 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 Downloads
  6. Neural network prediction of crude oil futures using B-splines
    Energy Economics, 2021, 94, (C) Downloads

2020

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

2019

  1. DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
    ASTIN Bulletin, 2019, 49, (3), 619-645 Downloads View citations (3)
  2. Forecasting of density functions with an application to cross-sectional and intraday returns
    International Journal of Forecasting, 2019, 35, (4), 1304-1317 Downloads View citations (3)
  3. High-dimensional functional time series forecasting: An application to age-specific mortality rates
    Journal of Multivariate Analysis, 2019, 170, (C), 232-243 Downloads View citations (2)
  4. Implied volatility surface predictability: The case of commodity markets
    Journal of Banking & Finance, 2019, 108, (C) Downloads View citations (1)
    See also Working Paper (2019)
  5. Intraday forecasts of a volatility index: functional time series methods with dynamic updating
    Annals of Operations Research, 2019, 282, (1), 331-354 Downloads View citations (4)
  6. Semiparametric Regression Using Variational Approximations
    Journal of the American Statistical Association, 2019, 114, (528), 1765-1777 Downloads View citations (2)
  7. Visualizing rate of change: an application to age‐specific fertility rates
    Journal of the Royal Statistical Society Series A, 2019, 182, (1), 249-262 Downloads View citations (3)

2017

  1. 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 Downloads View citations (6)
  2. Forecasting intraday S&P 500 index returns: A functional time series approach
    Journal of Forecasting, 2017, 36, (7), 741-755 Downloads View citations (3)
  3. Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration
    Econometrics and Statistics, 2017, 1, (C), 184-200 Downloads View citations (5)
  4. Grouped multivariate and functional time series forecasting:An application to annuity pricing
    Insurance: Mathematics and Economics, 2017, 75, (C), 166-179 Downloads View citations (19)
  5. Methods for Scalar-on-Function Regression
    International Statistical Review, 2017, 85, (2), 228-249 Downloads View citations (17)
  6. Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
    Risks, 2017, 5, (2), 1-18 Downloads View citations (11)
  7. 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 Downloads View citations (3)

2016

  1. 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 Downloads View citations (2)
  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 Downloads View citations (3)
  3. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
    Econometrics, 2016, 4, (2), 1-27 Downloads View citations (1)
    See also Working Paper (2013)

2015

  1. 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 Downloads View citations (3)

2014

  1. 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 Downloads View citations (3)
    See also Working Paper (2013)
  2. A survey of functional principal component analysis
    AStA Advances in Statistical Analysis, 2014, 98, (2), 121-142 Downloads View citations (19)
    See also Working Paper (2011)
  3. 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 Downloads View citations (8)
  4. Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
    Computational Statistics, 2014, 29, (3), 829-848 Downloads View citations (7)

2013

  1. Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
    Computational Statistics & Data Analysis, 2013, 67, (C), 185-198 Downloads View citations (5)
  2. Functional time series approach for forecasting very short-term electricity demand
    Journal of Applied Statistics, 2013, 40, (1), 152-168 Downloads View citations (11)
  3. The BUGS book: a practical introduction to Bayesian analysis
    Journal of Applied Statistics, 2013, 40, (12), 2774-2775 Downloads

2012

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

2011

  1. Bayesian Nonparametrics
    Journal of Applied Statistics, 2011, 38, (12), 2990-2990 Downloads
  2. Dynamic linear models with R
    Journal of Applied Statistics, 2011, 38, (10), 2369-2370 Downloads
  3. Non-Parametric Econometrics
    Journal of Applied Statistics, 2011, 38, (12), 2992-2992 Downloads
  4. Nonparametric time series forecasting with dynamic updating
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 Downloads View citations (11)
    See also Working Paper (2009)
  5. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 Downloads View citations (77)
  6. Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
    Demographic Research, 2011, 25, (5), 173-214 Downloads View citations (37)
 
Page updated 2022-05-22