Lijian Yang : Citation Profile


Are you Lijian Yang?

11

H index

14

i10 index

396

Citations

RESEARCH PRODUCTION:

32

Articles

27

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 17
   Journals where Lijian Yang has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 20 (4.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya33
   Updated: 2020-10-17    RAS profile: 2019-07-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Lijian Yang.

Is cited by:

Chikhi, Mohamed (16)

Härdle, Wolfgang (14)

Sperlich, Stefan (13)

LINTON, OLIVER (11)

GAO, Jiti (11)

Hafner, Christian (9)

DIEBOLT, Claude (8)

Racine, Jeffrey (6)

Fiocco, Raffaele (6)

Horst, Ulrich (6)

Feng, Yuanhua (4)

Cites to:

Härdle, Wolfgang (25)

Sperlich, Stefan (9)

Yang, Lucy (7)

Tschernig, Rolf (6)

Tsybakov, Alexandre (5)

Fan, Jianqing (5)

LINTON, OLIVER (4)

Mammen, Enno (4)

Van Keilegom, Ingrid (3)

Zhao, Zhibiao (3)

Whang, Yoon-Jae (2)

Main data


Where Lijian Yang has published?


Journals with more than one article published# docs
Journal of Nonparametric Statistics7
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research5
Journal of the Royal Statistical Society Series B4
Econometric Theory3
Journal of Time Series Analysis3
Journal of Multivariate Analysis2
Journal of the American Statistical Association2
Annals of the Institute of Statistical Mathematics2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes17
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany5
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2

Recent works citing Lijian Yang (2020 and 2019)


YearTitle of citing document
2020Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency. (2020). Li, Yehua ; Zhang, Haozhe. In: Papers. RePEc:arx:papers:2006.13489.

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2020Simultaneous confidence corridors for mean functions in functional data analysis of imaging data. (2020). Ogden, Todd R ; Wang, LI. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:427-437.

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2020Two‐Step Estimation for Time Varying Arch Models. (2020). Yang, Lijian ; Shao, Qin ; Liu, Rong ; Zhang, Yuanyuan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:551-570.

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2019Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2215.

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2019Two-step estimation of time-varying additive model for locally stationary time series. (2019). Hu, Lixia ; You, Jinhong ; Huang, Tao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:94-110.

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2019Gaussian process methods for nonparametric functional regression with mixed predictors. (2019). Wang, BO ; Xu, Aiping. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:80-90.

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2019A novel partial-linear single-index model for time series data. (2019). Wang, Huixia ; Jiang, Hui ; Huang, Lei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:110-122.

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2020Smooth backfitting for errors-in-variables varying coefficient regression models. (2020). Park, Byeong U ; Lee, Young K ; Han, Kyunghee. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302646.

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2020Automatic identification of curve shapes with applications to ultrasonic vocalization. (2020). Lin, Jeff ; Wu, Guangying K ; Wang, Huixia Judy ; Tang, Yanlin ; Gao, Zhikun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:148:y:2020:i:c:s0167947320300475.

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2020A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model. (2020). Fukumizu, Kenji ; Suzuki, Taiji ; Lian, Heng ; Fan, Zengyan ; Lv, Shaogao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301304.

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2019Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models. (2019). Liang, Hua ; Chen, Kani ; Lin, Huazhen ; Zhou, Ling. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:593-607.

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2019Inference for sparse and dense functional data with covariate adjustments. (2019). Liebl, Dominik. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:315-335.

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2019A copula approach for dependence modeling in multivariate nonparametric time series. (2019). Hudecova, Arka ; Omelka, Marek ; Neumeyer, Natalie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:139-162.

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2019Sparse model identification and learning for ultra-high-dimensional additive partially linear models. (2019). Nettleton, Dan ; Wang, LI ; Li, Xinyi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:204-228.

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2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

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2020Simultaneous confidence band for stationary covariance function of dense functional data. (2020). Wang, Jiangyan ; Yang, Lijian ; Cao, Guanqun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:176:y:2020:i:c:s0047259x19301423.

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2019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

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2019Nonparametric estimation of R&D international spillovers. (2019). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Post-Print. RePEc:hal:journl:hal-02789474.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523.

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2019M-based simultaneous inference for the mean function of functional data. (2019). Billor, Nedret ; Cao, Guanqun ; Lima, Italo R. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:3:d:10.1007_s10463-018-0656-y.

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2020A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?. (2020). RANJBAR, Setareh ; Sperlich, Stefan. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:21:y:2020:i:6:d:10.1007_s10902-019-00165-z.

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2020Oracally efficient estimation for dense functional data with holiday effects. (2020). Yang, Lijian ; Ma, Liang ; Huang, Simin ; Li, Lisha ; Cai, LI. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:1:d:10.1007_s11749-019-00655-5.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120.

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2020A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920.

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Works by Lijian Yang:


YearTitleTypeCited
2006Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration In: Journal of the American Statistical Association.
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article11
2002Estimation and testing for varying coefficients in additive models with marginal integration.(2002) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2005Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration.(2005) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
1999Multivariate bandwidth selection for local linear regression In: Journal of the Royal Statistical Society Series B.
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article23
2004Identification of non‐linear additive autoregressive models In: Journal of the Royal Statistical Society Series B.
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article30
2004Nonparametric multistep‐ahead prediction in time series analysis In: Journal of the Royal Statistical Society Series B.
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article8
2004Nonparametric multistep-ahead prediction in time series analysis.(2004) In: CORE Discussion Papers RP.
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This paper has another version. Agregated cites: 8
paper
2017Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend In: Journal of the Royal Statistical Society Series B.
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article1
1999Nonparametric Autoregression with Multiplicative Volatility and Additive mean In: Journal of Time Series Analysis.
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article19
1996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
1998Nonparametric autoregression with multiplicative volatility and additive mean.(1998) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2000Nonparametric Lag Selection for Time Series In: Journal of Time Series Analysis.
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article21
1997Nonparametric lag selection for time series.(1997) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 21
paper
2018Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function In: Journal of Time Series Analysis.
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article0
2013Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions In: Scandinavian Journal of Statistics.
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article0
2000Derivative estimation and testing in generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
1999Nonparametric estimation and testing of interaction in additive models In: DES - Working Papers. Statistics and Econometrics. WS.
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paper33
2002NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS.(2002) In: Econometric Theory.
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This paper has another version. Agregated cites: 33
article
1998Nonparametric estimation and testing of interaction in additive models.(1998) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 33
paper
2002NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS In: Econometric Theory.
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article6
1998Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models.(1998) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2010SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL In: Econometric Theory.
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article6
2000Nonparametric Estimation of Generalized Impulse Response Functions In: Econometric Society World Congress 2000 Contributed Papers.
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paper2
2000Nonparametric estimation of generalized impulse response function.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2006A semiparametric GARCH model for foreign exchange volatility In: Journal of Econometrics.
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article16
2010Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band In: Journal of Multivariate Analysis.
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article5
2013Efficient inference for autoregressive coefficients in the presence of trends In: Journal of Multivariate Analysis.
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article1
2011A Confidence Corridor for Sparse Longitudinal Data Curves In: SFB 649 Discussion Papers.
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paper30
2011Oracally Efficient Two-Step Estimation of Generalized Additive Model In: SFB 649 Discussion Papers.
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paper31
2013Oracally Efficient Two-Step Estimation of Generalized Additive Model.(2013) In: Journal of the American Statistical Association.
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article
2014A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data In: SFB 649 Discussion Papers.
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paper4
2014A simultaneous confidence corridor for varying coefficient regression with sparse functional data.(2014) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article
2014Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models In: SFB 649 Discussion Papers.
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paper0
2012Spline Regression in the Presence of Categorical Predictors In: Department of Economics Working Papers.
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paper25
2015Spline Regression in the Presence of Categorical Predictors.(2015) In: Journal of Applied Econometrics.
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article
2009Efficient and fast spline-backfitted kernel smoothing of additive models In: Annals of the Institute of Statistical Mathematics.
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article10
2019Simultaneous confidence bands for the distribution function of a finite population in stratified sampling In: Annals of the Institute of Statistical Mathematics.
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article0
2015A smooth simultaneous confidence band for conditional variance function In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article1
2016Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article2
2016Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article1
2018A smooth simultaneous confidence band for correlation curve In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0
2008Kernel estimation of multivariate cumulative distribution function In: Journal of Nonparametric Statistics.
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article3
2009Spline confidence bands for variance functions In: Journal of Nonparametric Statistics.
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article2
2010Simultaneous confidence bands for time-series prediction function In: Journal of Nonparametric Statistics.
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article3
2011A jump-detecting procedure based on spline estimation In: Journal of Nonparametric Statistics.
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article3
2012Simultaneous inference for the mean function based on dense functional data In: Journal of Nonparametric Statistics.
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article10
2013Smooth simultaneous confidence bands for cumulative distribution functions In: Journal of Nonparametric Statistics.
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article1
2016Variable selection for additive model via cumulative ratios of empirical strengths total In: Journal of Nonparametric Statistics.
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article0
2014A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data In: Journal of the American Statistical Association.
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article3
1996Nonparametric Time Series Model Selection In: SFB 373 Discussion Papers.
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paper1
1996Nonparametric Vector Autoregression In: SFB 373 Discussion Papers.
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paper20
1996Discussion In: SFB 373 Discussion Papers.
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paper60
1996Root-n Convergent Transformation-Kernel Density Estimation In: SFB 373 Discussion Papers.
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paper3
1997Iterated Transformation-Kernel Density Estimation In: SFB 373 Discussion Papers.
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paper0
1997Multivariate plug-in bandwidth for local linear regression In: SFB 373 Discussion Papers.
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paper0
1999Hazard regression In: SFB 373 Discussion Papers.
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paper0
2000Hazard regression.(2000) In: SFB 373 Discussion Papers.
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2002M robustified additive nonparametric regression In: SFB 373 Discussion Papers.
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2002R robustified additive nonparametric regression.(2002) In: SFB 373 Discussion Papers.
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