11
H index
14
i10 index
396
Citations
Lijian Yang : Citation Profile
| RESEARCH PRODUCTION: 32 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1996 - 2019). 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:
| Cites to:
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Main data
Where Lijian Yang has published?
Recent works citing Lijian Yang (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency. (2020). Li, Yehua ; Zhang, Haozhe. In: Papers. RePEc:arx:papers:2006.13489. Full description at Econpapers || Download paper |
| 2020 | Simultaneous 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. Full description at Econpapers || Download paper |
| 2020 | Two‐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. Full description at Econpapers || Download paper |
| 2019 | Efficient 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. Full description at Econpapers || Download paper |
| 2019 | Two-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. Full description at Econpapers || Download paper |
| 2019 | Gaussian 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2020 | Smooth 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. Full description at Econpapers || Download paper |
| 2020 | Automatic 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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2019 | Efficient 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. Full description at Econpapers || Download paper |
| 2019 | Inference 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2019 | Sparse 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. Full description at Econpapers || Download paper |
| 2019 | Inferential 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. Full description at Econpapers || Download paper |
| 2020 | Simultaneous 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. Full description at Econpapers || Download paper |
| 2019 | Predicting 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. Full description at Econpapers || Download paper |
| 2019 | Nonparametric estimation of R&D international spillovers. (2019). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Post-Print. RePEc:hal:journl:hal-02789474. Full description at Econpapers || Download paper |
| 2020 | Model 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. Full description at Econpapers || Download paper |
| 2019 | M-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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | Oracally 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. Full description at Econpapers || Download paper |
| 2020 | Model 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. Full description at Econpapers || Download paper |
| 2020 | A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920. Full description at Econpapers || Download paper |
Works by Lijian Yang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 11 |
| 2002 | Estimation and testing for varying coefficients in additive models with marginal integration.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2005 | Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration.(2005) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1999 | Multivariate bandwidth selection for local linear regression In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 23 |
| 2004 | Identification of non‐linear additive autoregressive models In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 30 |
| 2004 | Nonparametric multistep‐ahead prediction in time series analysis In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 8 |
| 2004 | Nonparametric multistep-ahead prediction in time series analysis.(2004) In: CORE Discussion Papers RP. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2017 | Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 1 |
| 1999 | Nonparametric Autoregression with Multiplicative Volatility and Additive mean In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 19 |
| 1996 | Nonparametric Autoregression with Multiplicative Volatility and Additive Mean.(1996) In: SFB 373 Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1998 | Nonparametric autoregression with multiplicative volatility and additive mean.(1998) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2000 | Nonparametric Lag Selection for Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 21 |
| 1997 | Nonparametric lag selection for time series.(1997) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2018 | Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Derivative estimation and testing in generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Nonparametric estimation and testing of interaction in additive models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 33 |
| 2002 | NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS.(2002) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 1998 | Nonparametric estimation and testing of interaction in additive models.(1998) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2002 | NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 1998 | Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models.(1998) In: SFB 373 Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2000 | Nonparametric Estimation of Generalized Impulse Response Functions In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Nonparametric estimation of generalized impulse response function.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | A semiparametric GARCH model for foreign exchange volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2010 | Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 5 |
| 2013 | Efficient inference for autoregressive coefficients in the presence of trends In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2011 | A Confidence Corridor for Sparse Longitudinal Data Curves In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 2011 | Oracally Efficient Two-Step Estimation of Generalized Additive Model In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
| 2013 | Oracally Efficient Two-Step Estimation of Generalized Additive Model.(2013) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
| 2014 | A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | A 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Spline Regression in the Presence of Categorical Predictors In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2015 | Spline Regression in the Presence of Categorical Predictors.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 2009 | Efficient and fast spline-backfitted kernel smoothing of additive models In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 10 |
| 2019 | Simultaneous confidence bands for the distribution function of a finite population in stratified sampling In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2015 | A smooth simultaneous confidence band for conditional variance function In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2016 | Statistical 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. [Full Text][Citation analysis] | article | 2 |
| 2016 | Simultaneous 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. [Full Text][Citation analysis] | article | 1 |
| 2018 | A smooth simultaneous confidence band for correlation curve In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2008 | Kernel estimation of multivariate cumulative distribution function In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Spline confidence bands for variance functions In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Simultaneous confidence bands for time-series prediction function In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 3 |
| 2011 | A jump-detecting procedure based on spline estimation In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Simultaneous inference for the mean function based on dense functional data In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 10 |
| 2013 | Smooth simultaneous confidence bands for cumulative distribution functions In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Variable selection for additive model via cumulative ratios of empirical strengths total In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2014 | A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 3 |
| 1996 | Nonparametric Time Series Model Selection In: SFB 373 Discussion Papers. [Citation analysis] | paper | 1 |
| 1996 | Nonparametric Vector Autoregression In: SFB 373 Discussion Papers. [Citation analysis] | paper | 20 |
| 1996 | Discussion In: SFB 373 Discussion Papers. [Citation analysis] | paper | 60 |
| 1996 | Root-n Convergent Transformation-Kernel Density Estimation In: SFB 373 Discussion Papers. [Citation analysis] | paper | 3 |
| 1997 | Iterated Transformation-Kernel Density Estimation In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
| 1997 | Multivariate plug-in bandwidth for local linear regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Hazard regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Hazard regression.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | M robustified additive nonparametric regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | R robustified additive nonparametric regression.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper |
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