1.
Jiang, J., Cai, L. and Yang, L.
(2020+) Simultaneous confidence band for the difference of regression functions
of two samples. Communications
in Statistics-Theory and Methods in press DOI: 10.1080/03610926.2020.1800039
or (pdf
file).
2.
Li, S., Chen, R., Yang, L.,
Huang, D. and Huang. S. (2020+) Predictive modeling of consumer color
preference: using retail data and merchandise images. Journal of Forecasting in press
DOI: 10.1002/for.2689 or (pdf file).
3.
Yu, S., Wang, G., Wang, L. and
Yang, L. (2020+) Multivariate spline estimation and inference for
image-on-scalar regression. Statistica
Sinica in
press DOI: 10.5705/ss.202019.0188.
4.
Zhang, Y., Liu, R., Shao, Q.
and Yang, L. (2020) Two-step estimation for time varying ARCH models. Journal
of Time Series Analysis 41 (4), 551-570 or (pdf file)
+ 27
pages of supplement, the 57 pages complete version (pdf file).
Junior Researcher Award at
the 2019 ICSA China Conference.
5.
Yu, S., Wang, L., Wang, G.,
Liu, C. and Yang, L. (2020) Estimation and inference for generalized
geoadditive models. Journal of the American
Statistical Association 115 (530), 761-774 or (pdf file).
6.
Wang, L., Xue, L. and Yang, L.
(2020) Estimation of additive frontier functions with shape constraints. Journal of Nonparametric
Statistics 32
(2), 262-293 or (pdf
file).
7.
Zhang, Y., Wang, C., Wu, F.,
Huang, K. Yang, L. and Ji, L. (2020) Prediction of working memory ability based
on EEG by functional data analysis. Journal of Neuroscience
Methods
333, 108552 or (pdf file),
8.
Wang, J., Cao, G., Wang, L. and
Yang, L. (2020) Simultaneous
confidence band for stationary covariance function of dense functional data. Journal of Multivariate
Analysis
176, 104584 or (pdf file),
the arXiv version (arXiv pdf file). 2020 IMS New Researcher Travel Award.
9.
Cai, L., Li, L., Huang, S., Ma,
L. and Yang, L. (2020) Oracally efficient estimation for dense functional data
with holiday effects. TEST 29 (1),
282-306 or (pdf
file) + 7
pages of supplement.
10.
Jia, P., Yu C., Remais, J.,
Stein, A., Liu, Y., Brownson, R. C., Lakerveld, J., Wu, T., Yang, L., Smith,
M., Amer, S., Pearce, J. et al (2020) Spatial lifecourse epidemiology reporting
standards (ISLE-ReSt) statement. Health & Place 61,
102243 or (pdf file).
11.
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 64 (22), 1652-1654 or (pdf file).
12.
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).
13.
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.
14.
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.
15.
Zhang, Y. and Yang, L. (2018) A
smooth simultaneous confidence band for correlation curve. TEST 27 (2), 247-269
or (pdf file). 2018 Peking-Tsinghua Joint Statistics Colloquium
Excellent Poster Award.
16.
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.
17.
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.
18.
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.
19.
Liu, R. and Yang, L. (2016)
Spline estimation of a semiparametric GARCH model. Econometric Theory 32 (4), 1023-1054 or (pdf file).
20.
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).
21.
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.
22.
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).
23.
Cai, L. and Yang, L. (2015) A
smooth simultaneous confidence band for conditional variance function. TEST 24 (3), 632-655 or (pdf file).
24.
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.
25.
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).
26.
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).
27.
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.
28.
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.
29.
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).
30.
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).
31.
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).
32.
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).
33.
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).
34.
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).
35.
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).
36.
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).
37.
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).
38.
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).
39.
Shao, Q. and Yang, L. (2011)
Autoregressive coefficient estimation in nonparametric analysis. Journal of Time Series Analysis 32 (6), 587-597
or (pdf file).
40.
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).
41.
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).
42.
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).
43.
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.
44.
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).
45.
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.
46.
Liu, R. and Yang, L. (2010)
Spline-backfitted kernel smoothing of additive coefficient model. Econometric Theory 26 (1), 29-59 or (pdf
file).
47.
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).
48.
Song, Q. and Yang, L. (2009)
Spline confidence bands for variance function. Journal of Nonparametric Statistics 21 (5), 589-609
or (pdf file).
49.
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.
50.
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.
51.
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.
52.
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).
53.
Yang, L. (2008) Confidence band
for additive regression model. Journal of Data Science 6 (2), 207-217 or (pdf-file).
54.
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).
55.
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).
56.
Yang, L. (2007) Nonparametric
modelling of quarterly unemployment rates. Journal of Data Science
5 (1), 85-101 or (pdf-file).
57.
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).
58.
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.
59.
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).
60.
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.
61.
Yang, L. (2006) A
semiparametric GARCH model for foreign exchange volatility. Journal of Econometrics 130 (2), 365-384 or (pdf file).
62.
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).
63.
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).
64.
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).
65.
Simons, G., Yao, Y. and Yang,
L. (2002) Doob, Ignatov and optional skipping. Annals of Probability 30 (4), 1933-1958 or (pdf-file).
66.
Yang, L. and Tschernig, R.
(2002) Non- and semiparametric identification of seasonal nonlinear
autoregression models. Econometric Theory 18 (6), 1408-1448 or (pdf-file).
67.
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.
68.
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).
69.
Tschernig, R. and Yang, L.
(2000) Nonparametric lag selection for time series. Journal of Time Series Analysis 21 (4), 457-487
or (pdf-file).
70.
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).
71.
Yang, L. (2000) Root-n
convergent transformation-kernel density estimation. Journal of Nonparametric Statistics 12 (4), 447-474
or (pdf-file).
72.
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).
73.
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).
74.
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).
75.
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).
1. Chi, Z., Yang, L.,Lin, J. and Huang, S. (2019) Prognostics of polygonalization of high-speed railway train wheels using a generalized additive model smoothed by spline-backfitted kernel. IEEE International Conference on Prognostics and Health Management (ICPHM), (pdf-file).
2. 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.
3. 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).
4. Smith, H., Mutka, M. and Yang, L. (2001) Feedback scalability for multicast videoconferencing. Proceedings of the International Conference on Networks, Colmar, France (pdf-file).
5. 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.
6. Grund, B. and Yang, L. (2000) Hazard Regression. In XploRe: Applications Guide (Härdle, Hlávka, Klinke Ed.), Springer-Verlag, 115-144.
7. Härdle, W. and Yang, L. (1997) Nonparametric time series model selection. Interface 96, Computing Science and Statistics, 407-412.
8. 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).
9. Yang, L. (1995) Transformation-density estimation. Ph.D. dissertation, University of North Carolina, Institute of Statistics Mimeo Series #2337.