13
H index
15
i10 index
511
Citations
| 13 H index 15 i10 index 511 Citations RESEARCH PRODUCTION: 32 Articles 27 Papers RESEARCH ACTIVITY:
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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: |
Year | Title of citing document |
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2021 | 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 | Twoâ€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 |
2020 | A Simple Estimator of Two?Dimensional Copulas, with Applications. (2020). Zhu, Yajing ; Prokhorov, Artem ; Anderson, Eddie . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1375-1412. Full description at Econpapers || Download paper |
2021 | Nonparametric volatility change detection. (2021). Neumeyer, Natalie ; Mohr, Maria. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:529-548. 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). Suzuki, Taiji ; Lian, Heng ; Fan, Zengyan ; Lv, Shaogao ; Fukumizu, Kenji. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301304. Full description at Econpapers || Download paper |
2021 | Smooth simultaneous confidence band for the error distribution function in nonparametric regression. (2021). Yang, Lijian ; Wang, Suojin ; Gu, Lijie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301973. Full description at Econpapers || Download paper |
2021 | Fitting jump additive models. (2021). Xiang, Dongdong ; Li, Wendong ; Jiao, Yuling ; Shi, Yueyong ; Kang, Yicheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:162:y:2021:i:c:s0167947321001006. Full description at Econpapers || Download paper |
2021 | Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. (2021). Warin, Xavier ; Langrene, Nicolas. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:162:y:2021:i:c:s0167947321001018. Full description at Econpapers || Download paper |
2022 | Oracle-efficient estimation for functional data error distribution with simultaneous confidence band. (2022). Yang, Lijian ; Gu, Lijie ; Wang, Jiangyan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:167:y:2022:i:c:s0167947321001973. Full description at Econpapers || Download paper |
2020 | Incorporating the RMB internationalization effect into its exchange rate volatility forecasting. (2020). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302840. Full description at Econpapers || Download paper |
2021 | Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. (2021). Yi, Yanping ; Huang, Zhuo ; Chen, Xiao Hong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:484-501. 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 |
2022 | Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables. (2022). Zhang, Wanying ; Wang, Xinyang ; Deng, Dianliang ; Xiong, Wei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:187:y:2022:i:c:s0047259x21001457. Full description at Econpapers || Download paper |
2022 | From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas. (2022). Xu, Yuhang ; Qiu, Yumou ; Li, Yehua. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000841. Full description at Econpapers || Download paper |
2021 | Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region. (2021). Parad, Atul ; Nanda, Swagatika ; Panda, Pradiptarathi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001608. Full description at Econpapers || Download paper |
2020 | Higher-Order Risk–Returns to Education. (2020). Wang, LE ; Souto, Anne-Charlotte ; Henderson, Daniel J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:253-:d:435791. Full description at Econpapers || Download paper |
2021 | . 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 |
2021 | Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection. (2021). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-03224910. Full description at Econpapers || Download paper |
2021 | Dynamic information asymmetry in micro health insurance: implications for sustainability. (2021). Yao, YI ; Chen, YI ; Zhang, Xiaoqi. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:46:y:2021:i:3:d:10.1057_s41288-020-00200-8. Full description at Econpapers || Download paper |
2021 | Bandwidth selection for the Local Polynomial Double Conditional Smoothing under Spatial ARMA Errors*. (2021). Schafer, Bastian. In: Working Papers CIE. RePEc:pdn:ciepap:146. Full description at Econpapers || Download paper |
2020 | An optimal test for the additive model with discrete or categorical predictors. (2020). Mandal, Abhijit. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:6:d:10.1007_s10463-019-00729-z. Full description at Econpapers || Download paper |
2021 | Simultaneous confidence bands for nonparametric regression with missing covariate data. (2021). Cai, LI ; Wang, Suojin ; Gu, Lijie. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:6:d:10.1007_s10463-021-00784-5. Full description at Econpapers || Download paper |
2021 | Additive models for extremal quantile regression with Pareto-type distributions. (2021). Yoshida, Takuma. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:1:d:10.1007_s10182-020-00386-1. Full description at Econpapers || Download paper |
2021 | Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs. (2021). Yang, Lijian ; Zhong, Chen. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01043-6. 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 |
2021 | Two-stage estimation and simultaneous confidence band in partially nonlinear additive model. (2021). Zhang, Yuanyuan ; Li, Rui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:8:d:10.1007_s00184-021-00808-3. Full description at Econpapers || Download paper |
2022 | Kernel based estimation of the distribution function for length biased data. (2022). Dutta, Santanu ; Bose, Arup. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:3:d:10.1007_s00184-021-00824-3. Full description at Econpapers || Download paper |
2021 | On mean derivative estimation of longitudinal and functional data: from sparse to dense. (2021). Mohammad, S ; Ghale-Joogh, Hassan Sharghi. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01173-5. Full description at Econpapers || Download paper |
2021 | Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing. (2021). Cai, LI ; Wang, Suojin. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01208-x. 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 |
2021 | Empirical likelihood inference for generalized additive partially linear models. (2021). Zhao, Yichuan ; Liu, Rong. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00731-1. Full description at Econpapers || Download paper |
2021 | Nonparametric multiple regression estimation for circular response. (2021). Francisco-Fernandez, Mario ; Meilan-Vila, Andrea ; Panzera, Agnese ; Crujeiras, Rosa M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00736-w. 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 |
2021 | Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection. (2021). Gioldasis, Georgios ; Simioni, Michel ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0621. 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 |
2020 | Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420. Full description at Econpapers || Download paper |
2021 | TESTING PASSIVE VERSUS SYMMETRIC BELIEFS IN CONTRACTING WITH EXTERNALITIES. (2021). Zhang, Daiqiang. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:723-767. Full description at Econpapers || Download paper |
2022 | PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES. (2022). Phillips, Peter ; Cho, Jin Seo. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:391-456. Full description at Econpapers || Download paper |
2021 | Do economic variables forecast commodity futures volatility?. (2021). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1735-1774. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 13 |
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: 13 | paper | |
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: 13 | paper | |
1999 | Multivariate bandwidth selection for local linear regression In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 26 |
2004 | Identification of non?linear additive autoregressive models In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 31 |
2004 | Nonparametric multistep?ahead prediction in time series analysis In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 9 |
2004 | Nonparametric multistep-ahead prediction in time series analysis.(2004) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 2 |
1999 | Nonparametric Autoregression with Multiplicative Volatility and Additive mean In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 36 |
1996 | Nonparametric Autoregression with Multiplicative Volatility and Additive Mean.(1996) In: SFB 373 Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 36 | 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: 36 | paper | |
2000 | Nonparametric Lag Selection for Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 27 |
1997 | Nonparametric lag selection for time series.(1997) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | 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 | 1 |
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 | 36 |
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: 36 | 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: 36 | paper | |
2002 | NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
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: 7 | paper | |
2010 | SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2000 | Nonparametric Estimation of Generalized Impulse Response Functions In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 3 |
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: 3 | paper | |
2006 | A semiparametric GARCH model for foreign exchange volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
2010 | Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 7 |
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 | 34 |
2011 | Oracally Efficient Two-Step Estimation of Generalized Additive Model In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
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: 38 | article | |
2014 | A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
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: 9 | 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 | 31 |
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: 31 | 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 | 13 |
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 | 3 |
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 | 6 |
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 | 7 |
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 | 3 |
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 | 3 |
2008 | Kernel estimation of multivariate cumulative distribution function In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 11 |
2009 | Spline confidence bands for variance functions In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 6 |
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 | 18 |
2013 | Smooth simultaneous confidence bands for cumulative distribution functions In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 4 |
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 | 8 |
1996 | Nonparametric Time Series Model Selection In: SFB 373 Discussion Papers. [Citation analysis] | paper | 2 |
1996 | Nonparametric Vector Autoregression In: SFB 373 Discussion Papers. [Citation analysis] | paper | 18 |
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 | 2 |
1997 | Iterated Transformation-Kernel Density Estimation In: SFB 373 Discussion Papers. [Citation analysis] | paper | 1 |
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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