Details about Han Lin Shang

Access statistics for papers by Han Lin Shang.

Last updated 2025-06-08. Update your information in the RePEc Author Service.

Short-id: psh533

Working Papers

2023

1. Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series
   Papers, arXiv.org

2022

2. Forecasting: theory and practice
   Papers, arXiv.org View citations (93)
   See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (53) (2022)

2021

3. Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
   Papers, arXiv.org
   See also Journal Article Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, International Journal of Forecasting, Elsevier (2022) View citations (7) (2022)

2020

4. 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

5. Implied volatility surface predictability: the case of commodity markets
   Papers, arXiv.org View citations (6)
   See also Journal Article Implied volatility surface predictability: The case of commodity markets, Journal of Banking & Finance, Elsevier (2019) View citations (5) (2019)

2016

6. 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

7. 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 A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Computational Statistics & Data Analysis, Elsevier (2014) View citations (4) (2014)
8. 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 (1)
   See also Journal Article Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors, Econometrics, MDPI (2016) View citations (1) (2016)

2012

9. 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 (3)

2011

10. 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 A survey of functional principal component analysis, AStA Advances in Statistical Analysis, Springer (2014) View citations (37) (2014)
11. 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

12. 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)
13. 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

14. 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 Nonparametric time series forecasting with dynamic updating, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (18) (2011)

2008

15. 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

2025

1. An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data
   Risks, 2025, 13, (2), 1-25
2. Forecasting age distribution of deaths: Cumulative distribution function transformation
   Insurance: Mathematics and Economics, 2025, 122, (C), 249-261
3. Forecasting age distribution of life-table death counts via α-transformation
   Scandinavian Actuarial Journal, 2025, 2025, (4), 387-403
4. Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model
   Journal of Population Research, 2025, 42, (1), 1-27 View citations (1)
5. Nonstationary Functional Time Series Forecasting
   Journal of Forecasting, 2025, 44, (4), 1347-1362
6. On function-on-function linear quantile regression
   Journal of Applied Statistics, 2025, 52, (4), 814-840 View citations (1)
7. Penalized function-on-function linear quantile regression
   Computational Statistics, 2025, 40, (1), 301-329 View citations (1)
8. Robust functional logistic regression
   Advances in Data Analysis and Classification, 2025, 19, (1), 121-145

2024

9. Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios
   Asia-Pacific Journal of Risk and Insurance, 2024, 18, (1), 87-114
10. Bootstrapping Long-Run Covariance of Stationary Functional Time Series
    Forecasting, 2024, 6, (1), 1-14
11. Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing
    Risks, 2024, 12, (7), 1-15
12. Forecasting Australian fertility by age, region, and birthplace
    International Journal of Forecasting, 2024, 40, (2), 532-548
13. Robust scalar-on-function partial quantile regression
    Journal of Applied Statistics, 2024, 51, (7), 1359-1377

2023

14. A robust scalar-on-function logistic regression for classification
    Communications in Statistics - Theory and Methods, 2023, 52, (23), 8538-8554 View citations (1)
15. Bootstrap Prediction Bands for Functional Time Series
    Journal of the American Statistical Association, 2023, 118, (542), 972-986 View citations (4)
16. Depth-based reconstruction method for incomplete functional data
    Computational Statistics, 2023, 38, (3), 1507-1535 View citations (1)
17. Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
    Journal of Forecasting, 2023, 42, (8), 1973-1988 View citations (1)
18. Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
    AStA Advances in Statistical Analysis, 2023, 107, (3), 421-441

2022

19. A model sufficiency test using permutation entropy
    Journal of Forecasting, 2022, 41, (5), 1017-1036
20. Air Pollution and Mortality Impacts
    Risks, 2022, 10, (6), 1-21 View citations (1)
21. Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 55-71 View citations (1)
22. Change point detection for COVID-19 excess deaths in Belgium
    Journal of Population Research, 2022, 39, (4), 557-565 View citations (2)
23. Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
    International Journal of Forecasting, 2022, 38, (3), 1025-1049 View citations (7)
    See also Working Paper Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces, Papers (2021) (2021)
24. Feature extraction for functional time series: Theory and application to NIR spectroscopy data
    Journal of Multivariate Analysis, 2022, 189, (C) View citations (1)
25. Forecasting: theory and practice
    International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (53)
    See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (93) (2022)
26. Function-on-Function Partial Quantile Regression
    Journal of Agricultural, Biological and Environmental Statistics, 2022, 27, (1), 149-174
27. Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
    Forecasting, 2022, 4, (1), 1-15 View citations (1)
28. Multi-population modelling and forecasting life-table death counts
    Insurance: Mathematics and Economics, 2022, 106, (C), 239-253 View citations (3)
29. On projection methods for functional time series forecasting
    Journal of Multivariate Analysis, 2022, 189, (C) View citations (4)
30. Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
    Journal of Applied Statistics, 2022, 49, (5), 1179-1202 View citations (1)
31. Stopping time detection of wood panel compression: A functional time‐series approach
    Journal of the Royal Statistical Society Series C, 2022, 71, (5), 1205-1224 View citations (1)
32. Temporal and spatial Taylor's law: Application to Japanese subnational mortality rates
    Journal of the Royal Statistical Society Series A, 2022, 185, (4), 1979-2006

2021

33. A partial least squares approach for function-on-function interaction regression
    Computational Statistics, 2021, 36, (2), 911-939 View citations (1)
34. 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
35. Forecasting Australian subnational age-specific mortality rates
    Journal of Population Research, 2021, 38, (1), 1-24 View citations (3)
36. Granger causality of bivariate stationary curve time series
    Journal of Forecasting, 2021, 40, (4), 626-635 View citations (2)
37. Local Whittle estimation of long‐range dependence for functional time series
    Journal of Time Series Analysis, 2021, 42, (5-6), 685-695 View citations (1)
38. Neural network prediction of crude oil futures using B-splines
    Energy Economics, 2021, 94, (C) View citations (3)

2020

39. A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series
    Journal of Time Series Econometrics, 2020, 12, (1), 39 View citations (1)
40. Dynamic principal component regression for forecasting functional time series in a group structure
    Scandinavian Actuarial Journal, 2020, 2020, (4), 307-322 View citations (3)
41. FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
    ASTIN Bulletin, 2020, 50, (2), 357-379 View citations (5)
42. Forecasting age distribution of death counts: an application to annuity pricing
    Annals of Actuarial Science, 2020, 14, (1), 150-169 View citations (7)
43. Long-Range Dependent Curve Time Series
    Journal of the American Statistical Association, 2020, 115, (530), 957-971 View citations (21)
44. Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?
    Risks, 2020, 8, (3), 1-11 View citations (1)
45. Uncovering predictability in the evolution of the WTI oil futures curve
    European Financial Management, 2020, 26, (1), 238-257 View citations (7)

2019

46. DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
    ASTIN Bulletin, 2019, 49, (3), 619-645 View citations (7)
47. Forecasting of density functions with an application to cross-sectional and intraday returns
    International Journal of Forecasting, 2019, 35, (4), 1304-1317 View citations (9)
48. High-dimensional functional time series forecasting: An application to age-specific mortality rates
    Journal of Multivariate Analysis, 2019, 170, (C), 232-243 View citations (15)
49. Implied volatility surface predictability: The case of commodity markets
    Journal of Banking & Finance, 2019, 108, (C) View citations (5)
    See also Working Paper Implied volatility surface predictability: the case of commodity markets, Papers (2019) View citations (6) (2019)
50. Intraday forecasts of a volatility index: functional time series methods with dynamic updating
    Annals of Operations Research, 2019, 282, (1), 331-354 View citations (11)
51. Semiparametric Regression Using Variational Approximations
    Journal of the American Statistical Association, 2019, 114, (528), 1765-1777 View citations (4)
52. 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 (4)

2017

53. 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 (14)
54. Forecasting intraday S&P 500 index returns: A functional time series approach
    Journal of Forecasting, 2017, 36, (7), 741-755 View citations (7)
55. Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration
    Econometrics and Statistics, 2017, 1, (C), 184-200 View citations (6)
56. Grouped multivariate and functional time series forecasting:An application to annuity pricing
    Insurance: Mathematics and Economics, 2017, 75, (C), 166-179 View citations (35)
57. Methods for Scalar-on-Function Regression
    International Statistical Review, 2017, 85, (2), 228-249 View citations (35)
58. Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates
    Risks, 2017, 5, (2), 1-18 View citations (36)
59. 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

60. 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 (3)
61. 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 (7)
62. 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 Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors, Monash Econometrics and Business Statistics Working Papers (2013) View citations (1) (2013)

2015

63. 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 (4)

2014

64. 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 (4)
    See also Working Paper A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Monash Econometrics and Business Statistics Working Papers (2013) View citations (1) (2013)
65. A survey of functional principal component analysis
    AStA Advances in Statistical Analysis, 2014, 98, (2), 121-142 View citations (37)
    See also Working Paper A survey of functional principal component analysis, Monash Econometrics and Business Statistics Working Papers (2011) View citations (1) (2011)
66. 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 (14)
67. Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
    Computational Statistics, 2014, 29, (3), 829-848 View citations (10)

2013

68. Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
    Computational Statistics & Data Analysis, 2013, 67, (C), 185-198 View citations (6)
69. Functional time series approach for forecasting very short-term electricity demand
    Journal of Applied Statistics, 2013, 40, (1), 152-168 View citations (17)
70. The BUGS book: a practical introduction to Bayesian analysis
    Journal of Applied Statistics, 2013, 40, (12), 2774-2775

2012

71. Graphics for statistics and data analysis with R
    Journal of Applied Statistics, 2012, 39, (8), 1843-1844
72. Point and interval forecasts of age-specific life expectancies
    Demographic Research, 2012, 27, (21), 593-644 View citations (9)

2011

73. Bayesian Nonparametrics
    Journal of Applied Statistics, 2011, 38, (12), 2990-2990
74. Dynamic linear models with R
    Journal of Applied Statistics, 2011, 38, (10), 2369-2370
75. Non-Parametric Econometrics
    Journal of Applied Statistics, 2011, 38, (12), 2992-2992
76. Nonparametric time series forecasting with dynamic updating
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1310-1324 View citations (18)
    See also Working Paper Nonparametric time series forecasting with dynamic updating, Monash Econometrics and Business Statistics Working Papers (2009) View citations (1) (2009)
77. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (141)
78. 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 (48)