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 47 1 1 3 210
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 33 0 0 2 99
Derivative estimation and testing in generalized additive models 1 1 1 4 2 2 3 27
Discussion 0 0 0 2 0 1 4 106
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 5 0 0 1 42
Estimation and testing for varying coefficients in additive models with marginal integration 0 0 0 98 0 0 1 340
Hazard regression 0 0 0 22 0 0 1 126
Hazard regression 0 0 0 19 0 0 1 90
Iterated Transformation-Kernel Density Estimation 0 0 0 0 0 0 0 220
M robustified additive nonparametric regression 0 0 0 3 0 0 0 41
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 1 1 2 226
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 0 12 127
Nonparametric Autoregression with Multiplicative Volatility and Additive Mean 0 0 0 35 0 0 0 358
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 1 1 4 487
Nonparametric Time Series Model Selection 0 0 0 86 1 1 2 335
Nonparametric Vector Autoregression 0 0 0 76 0 0 3 400
Nonparametric autoregression with multiplicative volatility and additive mean 0 0 0 7 0 0 0 195
Nonparametric estimation and testing of interaction in additive models 0 0 0 7 0 0 0 210
Nonparametric estimation and testing of interaction in additive models 0 0 0 2 0 0 0 32
Nonparametric estimation of generalized impulse response function 0 0 0 129 0 0 0 540
Nonparametric lag selection for time series 0 0 0 8 0 0 1 257
Nonparametric multistep-ahead prediction in time series analysis 0 0 0 2 0 0 2 36
Oracally efficient two-step estimation of generalized additive model 0 0 1 64 1 1 5 129
R robustified additive nonparametric regression 0 0 0 0 0 0 1 48
Root-n Convergent Transformation-Kernel Density Estimation 0 0 0 11 0 0 0 128
Simultaneous confidence corridors and variable selection for generalized additive models 0 0 1 50 0 1 2 91
Spline Regression in the Presence of Categorical Predictors 1 1 3 146 1 4 12 489
Total Working Papers 2 2 6 1,075 8 13 62 5,389

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simultaneous Confidence Band for Dense Longitudinal Regression 0 0 0 0 0 0 2 5
A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data 0 0 0 8 1 1 3 45
A jump-detecting procedure based on spline estimation 0 0 0 1 0 0 1 7
A semiparametric GARCH model for foreign exchange volatility 0 0 1 59 1 1 5 199
A simultaneous confidence corridor for varying coefficient regression with sparse functional data 0 0 0 4 0 0 2 55
A smooth simultaneous confidence band for conditional variance function 0 1 1 6 1 3 3 27
A smooth simultaneous confidence band for correlation curve 0 0 1 6 0 0 4 40
Efficient and fast spline-backfitted kernel smoothing of additive models 0 0 1 18 0 0 1 115
Efficient inference for autoregressive coefficients in the presence of trends 0 0 0 1 0 0 1 25
Estimation and Inference for Generalized Geoadditive Models 0 0 3 5 0 0 5 9
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration 0 0 0 20 0 1 2 126
Estimation of additive frontier functions with shape constraints 0 1 1 2 0 1 2 12
Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions 0 0 0 2 0 0 1 24
Exact quantiles of Gaussian process extremes 0 1 4 4 1 4 10 10
Extended Glivenko–Cantelli Theorem in Nonparametric Regression 0 0 0 0 0 0 2 6
Identification of non‐linear additive autoregressive models 0 0 0 14 1 1 1 94
Inequalities of spatial primary healthcare accessibility in China 0 0 2 3 0 0 3 8
Inference for dependent error functional data with application to event-related potentials 1 1 3 4 1 3 7 12
Kernel estimation of multivariate cumulative distribution function 0 0 0 3 3 3 7 17
Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function 0 0 1 3 0 1 8 18
Multivariate bandwidth selection for local linear regression 0 0 0 80 0 0 0 279
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 1 1 1 62
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS 0 0 0 23 0 1 1 124
Nonparametric Autoregression with Multiplicative Volatility and Additive mean 0 0 0 0 0 0 0 16
Nonparametric Lag Selection for Time Series 0 0 0 0 0 0 0 8
Nonparametric multistep‐ahead prediction in time series analysis 0 0 0 89 0 0 1 338
Oracally Efficient Two-Step Estimation of Generalized Additive Model 0 0 0 9 0 0 2 69
Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend 0 0 0 1 0 0 2 22
Oracally efficient estimation for dense functional data with holiday effects 0 0 0 2 0 0 2 44
Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band 0 0 1 4 0 0 2 96
Oracle-efficient estimation for functional data error distribution with simultaneous confidence band 0 0 0 1 0 0 4 16
Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function 0 0 0 5 0 0 1 30
Predictive modeling of consumer color preference: Using retail data and merchandise images 0 0 1 8 0 0 2 21
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints 0 0 1 1 0 0 2 9
SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL 0 0 0 5 2 3 3 24
SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL 0 0 0 16 0 0 1 91
Simultaneous confidence band for stationary covariance function of dense functional data 0 0 0 3 0 1 1 11
Simultaneous confidence band for the difference of regression functions of two samples 0 0 1 1 0 0 3 7
Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs 0 0 0 1 0 1 4 18
Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation 0 0 1 4 0 0 3 25
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling 0 0 0 2 0 0 1 23
Simultaneous confidence bands for time-series prediction function 0 0 0 1 0 0 1 6
Simultaneous inference for the mean function based on dense functional data 1 1 2 5 1 1 4 17
Smooth simultaneous confidence band for the error distribution function in nonparametric regression 0 0 0 7 0 0 0 17
Smooth simultaneous confidence bands for cumulative distribution functions 1 1 1 5 1 1 4 24
Spline Regression in the Presence of Categorical Predictors 0 1 1 12 0 4 5 58
Spline confidence bands for variance functions 0 0 0 0 0 0 1 4
Statistical inference for ARMA time series with moving average trend 0 0 1 3 0 0 7 21
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection 0 0 1 22 0 1 5 129
Two‐Step Estimation for Time Varying Arch Models 0 0 0 1 0 0 0 21
Variable selection for additive model via cumulative ratios of empirical strengths total 0 0 3 5 0 0 3 15
Total Journal Articles 3 7 32 485 14 33 136 2,499

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05