Referreed
Publications
- Yu, S., Wang, G., Wang, L. and Yang,
L. (2019+) Multivariate spline estimation and inference for
image-on-scalar regression. Statistica
Sinica in press DOI: 10.5705/ss.202019.0188.
- 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)
- 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 (2019+) Spatial lifecourse epidemiology
reporting standards (ISLE-ReSt) statement. Health
& Place in press DOI 10.1016/j.healthplace.2019.102243 or
(pdf file).
- 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.
- 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).
- 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).
- 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.
- 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.
- Zhang, Y. and Yang, L. (2018) A
smooth simultaneous confidence band for correlation curve. TEST 27 (2), 247-269
or (pdf file).
- 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.
- 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.
- 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.
- Liu, R. and Yang, L. (2016) Spline
estimation of a semiparametric GARCH model. Econometric Theory 32 (4), 1023-1054 or
(pdf
file).
- 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).
- 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.
- 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).
- Cai, L. and Yang, L. (2015) A smooth simultaneous confidence
band for conditional variance function. TEST 24 (3), 632-655 or (pdf
file).
- 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.
- 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).
- 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).
- 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.
- 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.
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- Shao, Q. and Yang, L. (2011) Autoregressive coefficient
estimation in nonparametric analysis. Journal of Time Series Analysis 32 (6), 587-597
or (pdf file).
- 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).
- 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).
- 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).
- 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.
- 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).
- 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.
- Liu, R. and Yang, L. (2010) Spline-backfitted kernel smoothing
of additive coefficient model. Econometric Theory 26 (1), 29-59 or (pdf file).
- 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).
- Song, Q. and Yang, L. (2009) Spline confidence bands for
variance function. Journal of Nonparametric Statistics 21 (5), 589-609
or (pdf file).
- 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.
- 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.
- 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.
- 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).
- Yang, L. (2008) Confidence band for additive regression model. Journal of Data
Science 6 (2), 207-217 or (pdf-file).
- 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).
- 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).
- Yang, L. (2007) Nonparametric modelling of quarterly
unemployment rates. Journal of Data Science 5 (1), 85-101 or
(pdf-file).
- 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).
- 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.
- 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).
- 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.
- Yang, L. (2006) A semiparametric GARCH model for foreign
exchange volatility. Journal of Econometrics 130 (2), 365-384
or (pdf
file).
- 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).
- 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).
- 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).
- Simons, G., Yao, Y. and Yang, L. (2002) Doob, Ignatov and
optional skipping. Annals of Probability 30 (4), 1933-1958
or (pdf-file).
- Yang, L. and Tschernig, R. (2002) Non- and semiparametric
identification of seasonal nonlinear autoregression models. Econometric Theory 18 (6), 1408-1448 or
(pdf-file).
- 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.
- 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).
- Tschernig, R. and Yang, L. (2000) Nonparametric lag selection
for time series. Journal of Time Series Analysis 21 (4), 457-487
or (pdf-file).
- 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).
- Yang, L. (2000) Root-n convergent transformation-kernel density
estimation. Journal of Nonparametric Statistics 12 (4), 447-474
or (pdf-file).
- 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).
- 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).
- 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).
- 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
- Mishra, D. K., Dolan, K. D. and Yang, L. (2009) Multi-parameter
estimation and parameter confidence regions for thermal degradation of
anthocyanins.
- 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.