Access Statistics for Lijian Yang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Confidence Corridor for Sparse Longitudinal Data Curves 0 0 0 46 0 2 4 199
A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data 0 0 0 32 2 6 7 89
Derivative estimation and testing in generalized additive models 0 0 0 2 0 0 4 22
Discussion 0 0 0 2 0 1 6 86
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration 0 0 0 98 0 1 8 333
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 1 5 0 1 4 39
Hazard regression 0 0 0 19 0 0 0 83
Hazard regression 0 0 0 22 0 0 2 119
Iterated Transformation-Kernel Density Estimation 0 0 0 0 0 0 3 218
M robustified additive nonparametric regression 0 1 1 1 1 2 4 37
Multivariate plug-in bandwidth for local linear regression 0 0 0 8 0 0 0 221
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 1 6 104
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 1 4 11 352
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 2 208 0 1 7 471
Nonparametric Time Series Model Selection 0 0 0 86 0 0 1 332
Nonparametric Vector Autoregression 0 0 0 76 0 0 8 382
Nonparametric autoregression with multiplicative volatility and additive mean 0 0 1 7 0 0 6 190
Nonparametric estimation and testing of interaction in additive models 0 1 2 2 0 3 10 30
Nonparametric estimation and testing of interaction in additive models 0 0 0 6 0 0 2 206
Nonparametric estimation of generalized impulse response function 0 0 0 125 1 3 6 531
Nonparametric lag selection for time series 0 0 1 8 0 0 6 248
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 0 1 7 27
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 1 1 62 0 2 3 118
R robustified additive nonparametric regression 0 0 0 0 0 1 1 40
Root-n Convergent Transformation-Kernel Density Estimation 0 0 0 11 0 0 0 124
Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models 0 0 0 49 1 2 3 83
Spline Regression in the Presence of Categorical Predictors 1 1 11 128 7 15 69 394
Total Working Papers 1 4 20 1,040 13 46 188 5,078


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 0 0 5 1 2 4 35
A jump-detecting procedure based on spline estimation 0 0 0 1 0 0 1 3
A semiparametric GARCH model for foreign exchange volatility 0 0 3 57 0 0 5 186
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 1 4 0 1 6 27
A smooth simultaneous confidence band for conditional variance function 0 0 0 3 0 0 3 17
A smooth simultaneous confidence band for correlation curve 0 0 1 4 0 0 10 32
Efficient and fast spline-backfitted kernel smoothing of additive models 1 1 1 16 2 3 4 108
Efficient inference for autoregressive coefficients in the presence of trends 0 0 0 1 0 0 1 17
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration 0 0 0 20 0 0 2 123
Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions 0 0 0 2 0 0 1 23
Identification of non‐linear additive autoregressive models 0 0 0 14 0 0 1 87
Kernel estimation of multivariate cumulative distribution function 0 0 1 2 0 0 2 6
Multivariate bandwidth selection for local linear regression 0 1 3 77 1 2 8 268
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 1 2 3 57
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS 0 0 0 23 0 1 2 117
Nonparametric Autoregression with Multiplicative Volatility and Additive mean 0 0 0 0 1 1 4 11
Nonparametric Lag Selection for Time Series 0 0 0 0 1 1 1 1
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 0 0 1 332
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 1 8 0 1 6 59
Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend 0 0 0 0 0 0 7 12
Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band 0 0 0 3 0 0 1 49
Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function 0 1 1 3 2 3 7 22
SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL 0 0 0 14 2 3 3 86
Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation 0 0 0 3 0 0 0 18
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling 0 0 1 2 0 3 10 14
Simultaneous confidence bands for time-series prediction function 0 0 1 1 0 1 3 4
Simultaneous inference for the mean function based on dense functional data 0 0 0 0 0 0 2 3
Smooth simultaneous confidence bands for cumulative distribution functions 0 1 1 2 0 1 3 13
Spline Regression in the Presence of Categorical Predictors 0 0 0 7 1 2 3 38
Spline confidence bands for variance functions 0 0 0 0 0 0 0 1
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 1 7 14 1 6 22 81
Variable selection for additive model via cumulative ratios of empirical strengths total 0 0 0 1 0 0 2 6
Total Journal Articles 1 5 22 382 13 33 128 1,856


Statistics updated 2021-01-03