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Details about Lijian Yang

E-mail:
Homepage:http://lijianyang.com
Postal address:Center for Statistical Science and Department of Industrial Engineering Tsinghua University Beijing 100084 China
Workplace:苏州大学数学科学学院高等统计与计量经济中心

Access statistics for papers by Lijian Yang.

Last updated 2019-07-28. Update your information in the RePEc Author Service.

Short-id: pya33


Jump to Journal Articles

Working Papers

2014

  1. A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (5)
    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2014)
  2. Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads

2012

  1. Spline Regression in the Presence of Categorical Predictors
    Department of Economics Working Papers, McMaster University Downloads View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2015)

2011

  1. A Confidence Corridor for Sparse Longitudinal Data Curves
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (30)
  2. Oracally Efficient Two-Step Estimation of Generalized Additive Model
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (28)
    See also Journal Article in Journal of the American Statistical Association (2013)

2005

  1. Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002) Downloads

    See also Journal Article in Journal of the American Statistical Association (2006)

2004

  1. Nonparametric multistep-ahead prediction in time series analysis
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (2)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2004)

2002

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

2000

  1. Derivative estimation and testing in generalized additive models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
  2. Hazard regression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads
  3. Nonparametric Estimation of Generalized Impulse Response Functions
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) Downloads View citations (2)

1999

  1. Nonparametric estimation and testing of interaction in additive models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) Downloads View citations (1)

    See also Journal Article in Econometric Theory (2002)

1998

  1. 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 (2)
    See also Journal Article in Econometric Theory (2002)
  2. 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 Downloads 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 (18)

    See also Journal Article in Journal of Time Series Analysis (1999)

1997

  1. Iterated Transformation-Kernel Density Estimation
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
  2. 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 Downloads
  3. Nonparametric lag selection for time series
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (18)
    See also Journal Article in Journal of Time Series Analysis (2000)

1996

  1. Discussion
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (61)
  2. 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 (1)
  3. Nonparametric Vector Autoregression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (22)
  4. 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

2019

  1. 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 Downloads

2018

  1. 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 Downloads
  2. 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 Downloads

2017

  1. 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 Downloads

2016

  1. SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL
    Econometric Theory, 2016, 32, (04), 1023-1054 Downloads
  2. 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 Downloads View citations (1)
  3. 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 Downloads View citations (1)
  4. Variable selection for additive model via cumulative ratios of empirical strengths total
    Journal of Nonparametric Statistics, 2016, 28, (3), 595-616 Downloads

2015

  1. 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 Downloads View citations (3)
  2. Spline Regression in the Presence of Categorical Predictors
    Journal of Applied Econometrics, 2015, 30, (5), 705-717 Downloads View citations (14)
    See also Working Paper (2012)

2014

  1. A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data
    Journal of the American Statistical Association, 2014, 109, (506), 661-673 Downloads View citations (4)
  2. 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 Downloads View citations (5)
    See also Working Paper (2014)

2013

  1. Efficient inference for autoregressive coefficients in the presence of trends
    Journal of Multivariate Analysis, 2013, 114, (C), 40-53 Downloads View citations (2)
  2. Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions
    Scandinavian Journal of Statistics, 2013, 40, (2), 256-273 Downloads
  3. Oracally Efficient Two-Step Estimation of Generalized Additive Model
    Journal of the American Statistical Association, 2013, 108, (502), 619-631 Downloads View citations (6)
    See also Working Paper (2011)
  4. Smooth simultaneous confidence bands for cumulative distribution functions
    Journal of Nonparametric Statistics, 2013, 25, (2), 395-407 Downloads View citations (3)

2012

  1. Simultaneous inference for the mean function based on dense functional data
    Journal of Nonparametric Statistics, 2012, 24, (2), 359-377 Downloads View citations (8)

2011

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

2010

  1. Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
    Journal of Multivariate Analysis, 2010, 101, (9), 2008-2025 Downloads View citations (6)
  2. SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL
    Econometric Theory, 2010, 26, (01), 29-59 Downloads View citations (8)
  3. Simultaneous confidence bands for time-series prediction function
    Journal of Nonparametric Statistics, 2010, 22, (8), 999-1018 Downloads View citations (3)

2009

  1. Efficient and fast spline-backfitted kernel smoothing of additive models
    Annals of the Institute of Statistical Mathematics, 2009, 61, (3), 663-690 Downloads View citations (8)
  2. Spline confidence bands for variance functions
    Journal of Nonparametric Statistics, 2009, 21, (5), 589-609 Downloads View citations (3)

2008

  1. Kernel estimation of multivariate cumulative distribution function
    Journal of Nonparametric Statistics, 2008, 20, (8), 661-677 Downloads View citations (3)

2006

  1. A semiparametric GARCH model for foreign exchange volatility
    Journal of Econometrics, 2006, 130, (2), 365-384 Downloads View citations (14)
  2. Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
    Journal of the American Statistical Association, 2006, 101, 1212-1227 Downloads View citations (10)
    See also Working Paper (2005)

2004

  1. Identification of non‐linear additive autoregressive models
    Journal of the Royal Statistical Society Series B, 2004, 66, (2), 463-477 Downloads View citations (28)
  2. Nonparametric multistep‐ahead prediction in time series analysis
    Journal of the Royal Statistical Society Series B, 2004, 66, (3), 669-686 Downloads View citations (9)
    See also Working Paper (2004)

2002

  1. NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
    Econometric Theory, 2002, 18, (06), 1408-1448 Downloads View citations (7)
    See also Working Paper (1998)
  2. NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
    Econometric Theory, 2002, 18, (02), 197-251 Downloads View citations (33)
    See also Working Paper (1999)

2000

  1. Nonparametric Lag Selection for Time Series
    Journal of Time Series Analysis, 2000, 21, (4), 457-487 Downloads View citations (1)
    See also Working Paper (1997)

1999

  1. Multivariate bandwidth selection for local linear regression
    Journal of the Royal Statistical Society Series B, 1999, 61, (4), 793-815 Downloads View citations (27)
  2. Nonparametric Autoregression with Multiplicative Volatility and Additive mean
    Journal of Time Series Analysis, 1999, 20, (5), 579-604 Downloads View citations (3)
    See also Working Paper (1998)
 
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