Details about Lijian Yang

Access statistics for papers by Lijian Yang.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pya33

Working Papers

2014

1. A simultaneous confidence corridor for varying coefficient regression with sparse functional data
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article A simultaneous confidence corridor for varying coefficient regression with sparse functional data, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (2014) View citations (15) (2014)
2. Simultaneous confidence corridors and variable selection for generalized additive models
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2012

3. Spline Regression in the Presence of Categorical Predictors
   Department of Economics Working Papers, McMaster University View citations (6)
   See also Journal Article Spline Regression in the Presence of Categorical Predictors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (31) (2015)

2011

4. Oracally efficient two-step estimation of generalized additive model
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article Oracally Efficient Two-Step Estimation of Generalized Additive Model, Journal of the American Statistical Association, Taylor & Francis Journals (2013) View citations (9) (2013)

2010

5. A confidence corridor for sparse longitudinal data curves
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2005

6. Estimation and testing for varying coefficients in additive models with marginal integration
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002)
   See also Journal Article Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration, Journal of the American Statistical Association, American Statistical Association (2006) View citations (23) (2006)

2004

7. Nonparametric multistep-ahead prediction in time series analysis
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (10)
   See also Journal Article Nonparametric multistep‐ahead prediction in time series analysis, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2004) View citations (14) (2004)

2002

8. M robustified additive nonparametric regression
   SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
   Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002)

2000

9. Derivative estimation and testing in generalized additive models
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
10. Hazard regression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999)
11. Nonparametric Estimation of Generalized Impulse Response Functions
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (3)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) View citations (3)

1999

12. Nonparametric estimation and testing of interaction in additive models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) View citations (3)
    See also Journal Article NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS, Econometric Theory, Cambridge University Press (2002) View citations (41) (2002)

1998

13. Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
    See also Journal Article NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS, Econometric Theory, Cambridge University Press (2002) View citations (8) (2002)
14. Nonparametric autoregression with multiplicative volatility and additive mean
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1996) View citations (23)
    See also Journal Article Nonparametric Autoregression with Multiplicative Volatility and Additive mean, Journal of Time Series Analysis, Wiley Blackwell (1999) View citations (23) (1999)

1997

15. Iterated Transformation-Kernel Density Estimation
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
16. Multivariate plug-in bandwidth for local linear regression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
17. Nonparametric lag selection for time series
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (20)
    See also Journal Article Nonparametric Lag Selection for Time Series, Journal of Time Series Analysis, Wiley Blackwell (2000) View citations (26) (2000)

1996

18. Discussion
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (60)
19. Nonparametric Time Series Model Selection
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)
20. Nonparametric Vector Autoregression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (24)
21. Root-n Convergent Transformation-Kernel Density Estimation
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)

Journal Articles

2024

1. Exact quantiles of Gaussian process extremes
   Statistics & Probability Letters, 2024, 213, (C) View citations (1)

2022

2. Inequalities of spatial primary healthcare accessibility in China
   Social Science & Medicine, 2022, 314, (C) View citations (1)
3. Inference for dependent error functional data with application to event-related potentials
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, 31, (4), 1100-1120 View citations (2)
4. Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function
   Computational Statistics, 2022, 37, (3), 1015-1039
5. Oracle-efficient estimation for functional data error distribution with simultaneous confidence band
   Computational Statistics & Data Analysis, 2022, 167, (C) View citations (1)
6. Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
   Journal of Business & Economic Statistics, 2022, 40, (2), 615-628
7. Simultaneous confidence band for the difference of regression functions of two samples
   Communications in Statistics - Theory and Methods, 2022, 51, (11), 3556-3572
8. Statistical inference for ARMA time series with moving average trend
   Journal of Nonparametric Statistics, 2022, 34, (2), 357-376 View citations (1)

2021

9. Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
   Computational Statistics, 2021, 36, (2), 1197-1218 View citations (1)
10. Smooth simultaneous confidence band for the error distribution function in nonparametric regression
    Computational Statistics & Data Analysis, 2021, 155, (C) View citations (1)

2020

11. Estimation and Inference for Generalized Geoadditive Models
    Journal of the American Statistical Association, 2020, 115, (530), 761-774 View citations (4)
12. Estimation of additive frontier functions with shape constraints
    Journal of Nonparametric Statistics, 2020, 32, (2), 262-293
13. Oracally efficient estimation for dense functional data with holiday effects
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2020, 29, (1), 282-306 View citations (3)
14. Predictive modeling of consumer color preference: Using retail data and merchandise images
    Journal of Forecasting, 2020, 39, (8), 1305-1323 View citations (2)
15. Simultaneous confidence band for stationary covariance function of dense functional data
    Journal of Multivariate Analysis, 2020, 176, (C) View citations (4)
16. Two‐Step Estimation for Time Varying Arch Models
    Journal of Time Series Analysis, 2020, 41, (4), 551-570 View citations (1)

2019

17. Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
    Annals of the Institute of Statistical Mathematics, 2019, 71, (4), 983-1005 View citations (3)

2018

18. A smooth simultaneous confidence band for correlation curve
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2018, 27, (2), 247-269 View citations (4)
19. Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function
    Journal of Time Series Analysis, 2018, 39, (5), 690-708 View citations (1)

2017

20. Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend
    Journal of the Royal Statistical Society Series B, 2017, 79, (2), 507-524 View citations (6)

2016

21. SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL
    Econometric Theory, 2016, 32, (4), 1023-1054 View citations (6)
22. Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2016, 25, (4), 692-709 View citations (6)
23. Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2016, 25, (4), 607-626 View citations (9)
24. Variable selection for additive model via cumulative ratios of empirical strengths total
    Journal of Nonparametric Statistics, 2016, 28, (3), 595-616

2015

25. A smooth simultaneous confidence band for conditional variance function
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, 24, (3), 632-655 View citations (13)
26. Spline Regression in the Presence of Categorical Predictors
    Journal of Applied Econometrics, 2015, 30, (5), 705-717 View citations (31)
    See also Working Paper Spline Regression in the Presence of Categorical Predictors, Department of Economics Working Papers (2012) View citations (6) (2012)

2014

27. A Simultaneous Confidence Band for Dense Longitudinal Regression
    Communications in Statistics - Theory and Methods, 2014, 43, (24), 5195-5210 View citations (7)
28. A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data
    Journal of the American Statistical Association, 2014, 109, (506), 661-673 View citations (20)
29. A simultaneous confidence corridor for varying coefficient regression with sparse functional data
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, 23, (4), 806-843 View citations (15)
    See also Working Paper A simultaneous confidence corridor for varying coefficient regression with sparse functional data, SFB 649 Discussion Papers (2014) (2014)
30. Extended Glivenko–Cantelli Theorem in Nonparametric Regression
    Communications in Statistics - Theory and Methods, 2014, 43, (17), 3720-3725

2013

31. Efficient inference for autoregressive coefficients in the presence of trends
    Journal of Multivariate Analysis, 2013, 114, (C), 40-53 View citations (4)
32. Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions
    Scandinavian Journal of Statistics, 2013, 40, (2), 256-273 View citations (1)
33. Oracally Efficient Two-Step Estimation of Generalized Additive Model
    Journal of the American Statistical Association, 2013, 108, (502), 619-631 View citations (9)
    See also Working Paper Oracally efficient two-step estimation of generalized additive model, SFB 649 Discussion Papers (2011) (2011)
34. Smooth simultaneous confidence bands for cumulative distribution functions
    Journal of Nonparametric Statistics, 2013, 25, (2), 395-407 View citations (12)

2012

35. Simultaneous inference for the mean function based on dense functional data
    Journal of Nonparametric Statistics, 2012, 24, (2), 359-377 View citations (33)

2011

36. A jump-detecting procedure based on spline estimation
    Journal of Nonparametric Statistics, 2011, 23, (1), 67-81 View citations (3)

2010

37. Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
    Journal of Multivariate Analysis, 2010, 101, (9), 2008-2025 View citations (9)
38. SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL
    Econometric Theory, 2010, 26, (1), 29-59 View citations (15)
39. Simultaneous confidence bands for time-series prediction function
    Journal of Nonparametric Statistics, 2010, 22, (8), 999-1018 View citations (3)

2009

40. Efficient and fast spline-backfitted kernel smoothing of additive models
    Annals of the Institute of Statistical Mathematics, 2009, 61, (3), 663-690 View citations (18)
41. Spline confidence bands for variance functions
    Journal of Nonparametric Statistics, 2009, 21, (5), 589-609 View citations (13)

2008

42. Kernel estimation of multivariate cumulative distribution function
    Journal of Nonparametric Statistics, 2008, 20, (8), 661-677 View citations (14)

2006

43. A semiparametric GARCH model for foreign exchange volatility
    Journal of Econometrics, 2006, 130, (2), 365-384 View citations (19)
44. Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
    Journal of the American Statistical Association, 2006, 101, 1212-1227 View citations (23)
    See also Working Paper Estimation and testing for varying coefficients in additive models with marginal integration, SFB 649 Discussion Papers (2005) (2005)

2004

45. Identification of non‐linear additive autoregressive models
    Journal of the Royal Statistical Society Series B, 2004, 66, (2), 463-477 View citations (34)
46. Nonparametric multistep‐ahead prediction in time series analysis
    Journal of the Royal Statistical Society Series B, 2004, 66, (3), 669-686 View citations (14)
    See also Working Paper Nonparametric multistep-ahead prediction in time series analysis, LIDAM Reprints CORE (2004) View citations (10) (2004)

2002

47. NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
    Econometric Theory, 2002, 18, (6), 1408-1448 View citations (8)
    See also Working Paper Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models, SFB 373 Discussion Papers (1998) View citations (3) (1998)
48. NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
    Econometric Theory, 2002, 18, (2), 197-251 View citations (41)
    See also Working Paper Nonparametric estimation and testing of interaction in additive models, DES - Working Papers. Statistics and Econometrics. WS (1999) View citations (2) (1999)

2000

49. Nonparametric Lag Selection for Time Series
    Journal of Time Series Analysis, 2000, 21, (4), 457-487 View citations (26)
    See also Working Paper Nonparametric lag selection for time series, SFB 373 Discussion Papers (1997) View citations (20) (1997)

1999

50. Multivariate bandwidth selection for local linear regression
    Journal of the Royal Statistical Society Series B, 1999, 61, (4), 793-815 View citations (31)
51. Nonparametric Autoregression with Multiplicative Volatility and Additive mean
    Journal of Time Series Analysis, 1999, 20, (5), 579-604 View citations (23)
    See also Working Paper Nonparametric autoregression with multiplicative volatility and additive mean, SFB 373 Discussion Papers (1998) View citations (1) (1998)