Lijian Yang All Publications                                     Selected Publications

Referreed Publications

  1. Jia, P, Xue, H, Liu, S, Wang, H., Yang, L., Hesketh, T., Ma L., Cai H., Liu X., Wang, Y., Wang, Y. (2019+) Opportunities and challenges of using big data for global health. Science Bulletin in press. DOI: 10.1016/j.scib.2019.09.011.
  2. Yu, S., Wang, L., Wang, G., Liu, C. and Yang, L. (2019+) Estimation and inference for generalized geoadditive models. Journal of the American Statistical Association in press DOI: 10.1080/01621459.2019.1574584 or (pdf file)
  3. Cai, L., Li, L., Huang, S., Ma, L. and Yang, L. (2019+) Oracally efficient estimation for dense functional data with holiday effects. TEST in press DOI:10.1007/s11749-019-00655-5 or (pdf file) + 7 pages of supplement.
  4. Gu, L., Wang, S. and Yang, L. (2019) Simultaneous confidence bands for the distribution function of a finite population in stratified sampling. Annals of the Institute of Statistical Mathematics 71 (4), 983-1005 or (pdf file).
  5. Cai, L., Liu, R., Wang, S. and Yang, L. (2019) Simultaneous confidence bands for mean and variance functions based on deterministic design. Statistica Sinica 29 (1), 505-525 or (pdf file) + 21 pages of supplement.
  6. Kong, J., Gu, L. and Yang, L. (2018) Prediction interval for autoregressive time series via oracally efficient estimation of multi-step ahead innovation distribution function.  Journal of Time Series Analysis 39 (5), 690-708 or (pdf file) + 8 pages of supplement.
  7. Zhang, Y. and Yang, L. (2018) A smooth simultaneous confidence band for correlation curve. TEST 27 (2), 247-269  or (pdf file).
  8. 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.
  9. 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.
  10. 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.
  11. Liu, R. and Yang, L. (2016) Spline estimation of a semiparametric GARCH model. Econometric Theory 32 (4), 1023-1054 or (pdf file).
  12. Yang, M., Xue, L. and Yang, L. (2016) Variable selection for additive model via cumulative ratios of empirical strengths total. Journal of Nonparametric Statistics 28 (3), 595-616 or (pdf file).
  13. 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.
  14. 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).
  15. Cai, L. and Yang, L. (2015) A smooth simultaneous confidence band for conditional variance function. TEST 24 (3), 632-655 or (pdf file).
  16. 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.
  17. Song, Q., Liu, R., Shao, Q., and Yang, L. (2014) A simultaneous confidence band for dense longitudinal regression. Communications in Statistics--Theory and Methods 43 (24), 5195-5210 or (pdf file).
  18. 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).
  19. 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.
  20. 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.
  21. Cheng, F., Yan, J., and Yang, L. (2014) Extended Glivenko-Cantelli theorem in nonparametric regression. Communications in Statistics--Theory and Methods 43 (17), 3720-3725 or (pdf file).
  22. Ma, S. and Yang, L. (2014) Oracally efficient two-step estimation for additive regression. Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics 6, 149-175 or (pdf file).
  23. 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).
  24. 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).
  25. Wang, J., Cheng, F. and Yang, L. (2013) Smooth simultaneous confidence bands for cumulative distribution functions. Journal of Nonparametric Statistics 25 (2), 395-407 or (pdf file).
  26. 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).
  27. Shao, Q. and Yang, L. (2012) Polynomial spline confidence band for time series trend. Journal of Statistical Planning and Inference 142 (7), 1678-1689 or (pdf file).
  28. Cao, G., Yang, L. and Todem, D. (2012) Simultaneous inference for the mean function based on dense functional data. Journal of Nonparametric Statistics 24 (2), 359-377 or (pdf file).
  29. 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).
  30. 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).
  31. Shao, Q. and Yang, L. (2011) Autoregressive coefficient estimation in nonparametric analysis. Journal of Time Series Analysis 32 (6), 587-597 or (pdf file).
  32. 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).
  33. 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).
  34. Ma, S. and Yang, L. (2011) A jump-detecting procedure based on spline estimation. Journal of Nonparametric Statistics 23 (1), 67-81 or (pdf file).
  35. 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, #6 of 25 most cited articles published in the Journal of Statistical Planning and Inference since 2011.
  36. Wang, L. and Yang, L. (2010) Simultaneous confidence bands for time series prediction function. Journal of Nonparametric Statistics 22 (8), 999-1018 or (pdf file).
  37. 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.
  38. Liu, R. and Yang, L. (2010) Spline-backfitted kernel smoothing of additive coefficient model. Econometric Theory 26 (1), 29-59 or (pdf file).
  39. Wang, J. and Yang, L. (2009) Efficient and fast spline-backfitted kernel smoothing of additive regression model. Annals of the Institute of Statistical Mathematics 61 (3), 663-690 or (pdf file).
  40. Song, Q. and Yang, L. (2009) Spline confidence bands for variance function. Journal of Nonparametric Statistics 21 (5), 589-609 or (pdf file).
  41. 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.
  42. 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.
  43. Liu, R. and Yang, L. (2008) Kernel estimation of multivariate cumulative distribution function. Journal of Nonparametric Statistics 20 (8), 661-677 or (pdf-file), Laha Award at JSM 2007.
  44. Huang, X., Wang, L., Yang, L. and Kravchenko, A. N. (2008) Management practice effects on relationships of grain yields with topography and precipitation. Agronomy Journal 100 (5), 1463-1471 or (pdf file).
  45. Yang, L. (2008) Confidence band for additive regression model. Journal of Data Science 6 (2), 207-217 or (pdf-file). 
  46. Mishra, D. K., Dolan, K. D. and Yang, L. (2008) Confidence intervals for modeling anthocyanin retention in grape pomace during non-isothermal heating. Journal of Food Science 73 (1), E9-E15 or (pdf-file).
  47. 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).
  48. Yang, L. (2007) Nonparametric modelling of quarterly unemployment rates. Journal of Data Science 5 (1), 85-101 or (pdf-file).
  49. Dolan, K. D., Yang, L. and Trampel, C. P. (2007) Nonlinear regression technique to estimate kinetic parameters and confidence intervals in unsteady-state conduction-heated foods. Journal of Food Engineering 80 (2), 581-593 or (pdf-file).
  50. 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.
  51. 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).
  52. Xue, L. and Yang, L. (2006) Estimation of semiparametric additive coefficient model. Journal of Statistical Planning and Inference 136 (8), 2506-2534 or (pdf-file), ICSA Student Travel Award 2004.
  53. Yang, L. (2006) A semiparametric GARCH model for foreign exchange volatility. Journal of Econometrics 130 (2), 365-384 or (pdf file).
  54. 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).
  55. 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).  
  56. Yang, L., Sperlich, S. and Härdle, W. (2003) Derivative estimation and testing in generalized additive models. Journal of Statistical Planning and Inference 115 (2), 521-542 or (pdf-file).
  57. Simons, G., Yao, Y. and Yang, L. (2002) Doob, Ignatov and optional skipping. Annals of Probability 30 (4), 1933-1958 or (pdf-file).
  58. Yang, L. and Tschernig, R. (2002) Non- and semiparametric identification of seasonal nonlinear autoregression models. Econometric Theory 18 (6), 1408-1448 or (pdf-file).
  59. 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.
  60. Yang, L. (2002) Direct estimation in an additive model when the components are proportional. Statistica Sinica 12 (3), 801-821 or (pdf-file). (Complete version: Direct estimation of proportional additive model (pdf-file)  40 pages).
  61. Tschernig, R. and Yang, L. (2000) Nonparametric lag selection for time series. Journal of Time Series Analysis 21 (4), 457-487 or (pdf-file).
  62. Yang, L. (2000) Finite nonparametric GARCH model for foreign exchange volatility. Communications in Statistics-Theory and Methods 29 (5 & 6), 1347-1365 or (pdf-file).
  63. Yang, L. (2000) Root-n convergent transformation-kernel density estimation. Journal of Nonparametric Statistics 12 (4), 447-474 or (pdf-file).
  64. Yang, L., Härdle, W. and Nielsen, J. P. (1999) Nonparametric autoregression with multiplicative volatility and additive mean. Journal of Time Series Analysis 20 (5), 579-604 or (pdf-file).
  65. 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).
  66. 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).
  67. Härdle, W., Tsybakov, A. B. and Yang, L. (1998) Nonparametric vector autoregression. Journal of Statistical Planning and Inference 68 (2), 221-245 or (pdf-file).

Working Papers

  1. Mishra, D. K., Dolan, K. D. and Yang, L. (2009) Multi-parameter estimation and parameter confidence regions for thermal degradation of anthocyanins.
  2. Dolan, K. D., Yang, L. and Trampel, C. P. (2009) Bootstrap method to calculate confidence intervals for nonisothermal microbial inactivation processes.

Non-referreed Publications

1.      Tschernig, R. and Yang, L. (2003) Multiple index identification of nonlinear vector autoregression. In Bulletin of the International Statistical Institute 54th Session: Proceedings, 326-329.

2.      Härdle, W., Cizek, P. and Yang, L. (2002) Comments on An adaptive estimation of dimension reduction space, by Xia et. al. Journal of the Royal Statistical Society, Series B 64 (3), 363-410 or (pdf-file).

3.      Smith, H., Mutka, M. and Yang, L. (2001) Feedback scalability for multicast videoconferencing. Proceedings of the International Conference on Networks, Colmar, France (pdf-file). 

4.      Yang, L. and Tschernig, R. (2000) Non- and semiparametric identification of seasonal nonlinear autoregression models. In Statistical Modeling: Proceedings of the 15th International Workshop on Statistical Modeling, New Trends in Statistical Modeling, 288-293 (Núñez-Antón, Ferreira Ed.), The University of the Basque Country.

5.      Grund, B. and Yang, L. (2000) Hazard Regression. In XploRe: Applications Guide (Härdle, Hlávka, Klinke Ed.), Springer-Verlag, 115-144.

6.      Härdle, W. and Yang, L. (1997) Nonparametric time series model selection. Interface 96, Computing Science and Statistics, 407-412.

7.      Härdle, W., Marron, J. S. and Yang, L. (1997) Comments on Polynomial splines and their tensor products in extended linear modeling, by Stone et. al. Annals of Statistics 25 (4), 1443-1450 or (pdf-file).

8.      Yang, L. (1995) Transformation-density estimation. Ph.D. dissertation, University of North Carolina, Institute of Statistics Mimeo Series #2337.