Lijian Yang All Publications                                     Selected Publications

Referreed Publications

  1. Liu, R. and Yang, L. (2008+) Kernel estimation of multivariate cumulative distribution function. Forthcoming Journal of Nonparametric Statistics.
  2. Huang, X., Wang, L., Yang, L. and Kravchenko, A. N. (2008+) Management practice effects on relationships of grain yields with topography and precipitation. Forthcoming Agronomy Journal.
  3. Wang, L. and Yang, L. (2008+) Spline estimation of single index model. Forthcoming Statistica Sinica.
  4. Wang, J. and Yang, L. (2008+) Polynomial spline confidence bands for regression curves. Forthcoming Statistica Sinica.
  5. Wang, J. and Yang, L. (2008+) Efficient and fast spline-backfitted kernel smoothing of additive regression model. Forthcoming Annals of the Institute of Statistical Mathematics.
  6. Wang, J. and Yang, L. (2008+) Polynomial spline confidence regions for multivariate regression. Revision invited Annals of Statistics.
  7. Tschernig, R. and Yang, L. (2008+) Nonparametric estimation of generalized impulse response functions. Tentatively accepted Econometric Theory.
  8. Yang, L. (2008) Confidence band for additive regression model. Journal of Data Science. Journal of Data Science 6 (2), 207-217 or (pdf-file). 
  9. 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).
  10. 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).
  11. Yang, L. (2007) Nonparametric modelling of quarterly unemployment rates. Journal of Data Science 5 (1), 85-101 or (pdf-file).
  12. 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).
  13. Xue, L. and Yang, L. (2006) Additive coefficient modeling via polynomial spline. Statistica Sinica 16 (4), 1423-1446 or (pdf-file).
  14. 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).
  15. 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). Complete version (pdf-file).
  16. Yang, L. (2006) A semiparametric GARCH model for foreign exchange volatility. Journal of Econometrics 130 (2), 365-384 or (pdf file).
  17. 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).
  18. 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).
  19. 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).
  20. Simons, G., Yao, Y. and Yang, L. (2002) Doob, Ignatov and optional skipping. Annals of Probability 30 (4), 1933-1958 or (pdf-file).
  21. Yang, L. and Tschernig, R. (2002) Non- and semiparametric identification of seasonal nonlinear autoregression models. Econometric Theory 18 (6), 1408-1448 or (pdf-file).
  22. 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.
  23. 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).
  24. Tschernig, R. and Yang, L. (2000) Nonparametric lag selection for time series. Journal of Time Series Analysis 21 (4), 457-487 or (pdf-file).
  25. Yang, L. (2000) Finite nonparametric GARCH model for foreign exchange volatility. Communications in Statistics-Theory and Methods 29 (5 & 6), 1347-1365.
  26. Yang, L. (2000) Root-n convergent transformation-kernel density estimation. Journal of Nonparametric Statistics 12 (4), 447-474.
  27. 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).
  28. 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).
  29. 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).
  30. 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. Wang, L. and Yang, L. (2008) Simultaneous spline confidence bands for time series prediction function.
  2. Liu, R. and Yang, L. (2008) Spline-backfitted kernel smoothing of additive coefficient model.
  3. Song, Q. and Yang, L. (2008) Spline confidence bands for variance function via oracle efficient estimation.
  4. Liu, R. and Yang, L. (2008) Oracally efficient inference of a semiparametric GARCH model via cubic spline.
  5. Song, Q. and Yang, L. (2008) Simultaneous confidence band for nonlinear additive autoregression model via spline-backfitted spline smoothing.

Non-referreed Publications

I.                   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.

II.                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).

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

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

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

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

VII.          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).

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

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