Lijian Yang Selected Publications                                     All Publications

  1. Zhang, Y. and Yang, L. (2017+) A smooth simultaneous confidence band for correlation curve. TEST in press DOI: 10.1007/s11749-017-0543-5  or (pdf file).
  2. Shao, Q. and Yang, L. (2017) Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend. Journal of the Royal Statistical Society Series B 79 (2), 507-524 or (pdf file) + 4 pages of supplement.
  3. Wang, J., Wang, S., and Yang, L. (2016) Simultaneous confidence bands for the distribution function of a finite population and its superpopulation. TEST 25 (4), 692-709 or (pdf file) + 9 pages of supplement.
  4. Zheng, S., Liu, R., Yang, L. and Härdle, W. (2016) Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. TEST 25 (4), 607-626 or (pdf file) + 5 pages of supplement.
  5. Cao, G., Wang, L., Li, Y. and Yang, L. (2016) Oracle-efficient confidence envelopes for covariance functions in dense functional data. Statistica Sinica 26 (1), 359-383 or (pdf file) + 17 pages of supplement, Laha Award at JSM 2011.
  6.  Ma, S., Racine, J. and Yang, L. (2015) Spline regression in the presence of categorical predictors. Journal of Applied Econometrics 30 (5) , 705-717 or (pdf file).
  7. Cai, L. and Yang, L. (2015) A smooth simultaneous confidence band for conditional variance function. TEST 24 (3), 632-655 or (pdf file).
  8. Gu, L. and Yang, L. (2015) Oracally efficient estimation for single-index link function with simultaneous confidence band. Electronic Journal of Statistics 9 (1), 1540-1561 or (pdf file), IMS Travel Award at JSM 2015.
  9. Gu, L., Wang, L., Härdle, W. and Yang, L. (2014) A simultaneous confidence corridor for varying coefficient regression with sparse functional data. TEST 23 (4), 806-843 or (pdf file).
  10. Zheng, S., Yang, L. and Härdle, W. (2014) A smooth simultaneous confidence corridor for the mean of sparse functional data. Journal of the American Statistical Association 109 (506), 661-673 or (pdf file) + 14 pages of supplement.
  11. Wang, J., Liu, R., Cheng, F. and Yang, L. (2014) Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band. Annals of Statistics 42 (2), 654-668 or (pdf file) + 7 pages of supplement.
  12. Liu, R., Yang, L. and Härdle, W. (2013) Oracally efficient two-step estimation of generalized additive model. Journal of the American Statistical Association 108 (502), 619-631 or (pdf file).
  13. Cao, G., Todem, D., Yang, L. and Fine, J. (2013) Evaluating statistical hypotheses for non-identifiable models using estimating functions. Scandinavian Journal of Statistics 40 (2), 256-273 or (pdf file).
  14. Qiu, D., Shao, Q. and Yang, L. (2013) Efficient inference for autoregressive coefficients in the presence of trends. Journal of Multivariate Analysis 114 (1) 40-53 or (pdf file).
  15. Wang, L., Feng, C., Song, Q. and Yang, L. (2012) Efficient semiparametric GARCH modelling of financial volatility. Statistica Sinica 22 (1), 249-270 or (pdf file).
  16. Ma, S., Yang, L. and Carroll, R. (2012) A simultaneous confidence band for sparse longitudinal regression. Statistica Sinica 22 (1), 95-122 or (pdf file).
  17. Mishra, D. K., Dolan, K. D. and Yang, L. (2011) Bootstrap confidence intervals for the kinetic parameters for degradation of anthocyanins in grape pomace. Journal of Food Process Engineering 34 (4), 1220-1233 or (pdf-file).
  18. Ma, S., Yang, L., Romero, R. and Cui, Y. (2011) Varying coefficient model for gene-environment interaction: a non-linear look. Bioinformatics 27 (15), 2119-2126 or (pdf file).
  19. Ma, S. and Yang, L. (2011) Spline-backfitted kernel smoothing of partially linear additive model. Journal of Statistical Planning and Inference 141 (1), 204-219 or (pdf file), Laha Award at JSM 2009.
  20. Song, Q. and Yang, L. (2010) Oracally efficient spline smoothing of nonlinear additive autoregression model with simultaneous confidence band. Journal of Multivariate Analysis 101 (9), 2008-2025 or (pdf file), Laha Award at JSM 2009.
  21. Liu, R. and Yang, L. (2010) Spline-backfitted kernel smoothing of additive coefficient model. Econometric Theory 26 (1), 29-59 or (pdf file).
  22. Wang, L. and Yang, L. (2009) Spline estimation of single index model. Statistica Sinica 19 (2), 765-783 or (pdf file) + 15 pages of supplement, Laha Award at IMS Annual Meeting 2006.
  23. Wang, J. and Yang, L. (2009) Polynomial spline confidence bands for regression curves. Statistica Sinica 19 (1), 325-342 or (pdf-file) + 11 pages of supplement, Laha Award at JSM 2005. 
  24. Wang, L. and Yang, L. (2007) Spline-backfitted kernel smoothing of nonlinear additive autoregression model. Annals of Statistics 35 (6), 2474-2503 or (pdf-file).
  25. Xue, L. and Yang, L. (2006) Additive coefficient modeling via polynomial spline. Statistica Sinica 16 (4), 1423-1446 or (pdf-file), Laha Award at JSM 2005.
  26. Yang, L., Park, B. U., Xue, L. and Härdle, W. (2006) Estimation and testing for varying coefficients in additive models with marginal integration. Journal of the American Statistical Association 101 (475), 1212-1227 or (pdf-file).
  27. Yang, L. (2006) A semiparametric GARCH model for foreign exchange volatility. Journal of Econometrics 130 (2), 365-384 or (pdf file).
  28. Chen, R., Yang, L. and Hafner, C. (2004) Nonparametric multi-step ahead prediction in time series analysis. Journal of the Royal Statistical Society Series B 66 (3), 669-686 or (pdf-file).
  29. Huang, J. and Yang, L. (2004) Identification of nonlinear additive autoregressive models. Journal of the Royal Statistical Society Series B 66 (2), 463-477 or (pdf-file).
  30. Simons, G., Yao, Y. and Yang, L. (2002) Doob, Ignatov and optional skipping. Annals of Probability 30 (4), 1933-1958 or (pdf-file).
  31. Sperlich, S., Tjøstheim, D. and Yang, L. (2002) Nonparametric estimation and testing of interaction in additive models. Econometric Theory 18 (2), 197-251 or (pdf-file), Tjalling C. Koopmans Econometric Theory Prize for 2000-2002.
  32. Yang, L. and Marron, J. S. (1999) Iterated transformation-kernel density estimation. Journal of the American Statistical Association 94 (446), 580-589 or (pdf-file).
  33. Yang, L. and Tschernig, R. (1999) Multivariate bandwidth selection for local linear regression. Journal of the Royal Statistical Society, Series B 61 (4), 793-815 or (pdf-file).