Lijian Yang Selected Publications                                     All Publications

  1. 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).
  2. 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).
  3. 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).
  4. 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).
  5. 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).
  6. 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.
  7. Liu, R. and Yang, L. (2010) Spline-backfitted kernel smoothing of additive coefficient model. Econometric Theory 26 (1), 29-59 or (pdf file).
  8. 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. 
  9. 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).
  10. 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).
  11. Yang, L. (2006) A semiparametric GARCH model for foreign exchange volatility. Journal of Econometrics 130 (2), 365-384 or (pdf file).
  12. 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).
  13. 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).
  14. Simons, G., Yao, Y. and Yang, L. (2002) Doob, Ignatov and optional skipping. Annals of Probability 30 (4), 1933-1958 or (pdf-file).
  15. 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.
  16. 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).
  17. 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).