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Lijian Yang

Personal Details

First Name:Lijian
Middle Name:
Last Name:Yang
Suffix:
RePEc Short-ID:pya33
[This author has chosen not to make the email address public]
http://lijianyang.com
Center for Statistical Science and Department of Industrial Engineering Tsinghua University Beijing 100084 China

Affiliation

(32%) 苏州大学数学科学学院高等统计与计量经济中心

http://math.suda.edu.cn
Suzhou, China

(19%) Department of Statistics Probability, Michigan State University

https://stt.natsci.msu.edu/
East Lansing, USA

(30%) Center for Statistical Science Department of Industrial Engineering, Tsinghua University

http://www.stat.tsinghua.edu.cn/en/
Beijing, China

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014. "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers 2014-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  2. Gu, Lijie & Wang, Li & Härdle, Wolfgang Karl & Yang, Lijian, 2014. "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," SFB 649 Discussion Papers 2014-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  3. Gu, Lijie & Wang, Li & Härdle, Wolfgang Karl & Yang, Lijian, 2014. "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," SFB 649 Discussion Papers 2014-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  4. Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014. "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers 2014-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  5. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2012. "Spline Regression in the Presence of Categorical Predictors," Department of Economics Working Papers 2012-06, McMaster University.
  6. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  7. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  8. Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl, 2010. "A confidence corridor for sparse longitudinal data curves," SFB 649 Discussion Papers 2011-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  9. Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl, 2010. "A confidence corridor for sparse longitudinal data curves," SFB 649 Discussion Papers 2011-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  10. Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers 2005-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  11. Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers 2005-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  12. CHEN, Rong & YANG, Lijian & HAFNER, Christian, 2004. "Nonparametric multistep-ahead prediction in time series analysis," LIDAM Reprints CORE 1783, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. Tamine, Julien & Härdle, Wolfgang & Yang, Lijian, 2002. "M robustified additive nonparametric regression," SFB 373 Discussion Papers 2002,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  14. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society.
  15. Yang, Lijian & Hardle, Wolfgang, 2000. "Derivative estimation and testing in generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10084, Universidad Carlos III de Madrid. Departamento de Estadística.
  16. Tjostheim, Dag & Yang, Lijian, 1999. "Nonparametric estimation and testing of interaction in additive models," DES - Working Papers. Statistics and Econometrics. WS 6387, Universidad Carlos III de Madrid. Departamento de Estadística.
  17. Grund, Birgit & Yang, Lijian, 1999. "Hazard regression," SFB 373 Discussion Papers 1999,83, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Grund, Birgit & Yang, Lijian, 2000. "Hazard regression," SFB 373 Discussion Papers 2000,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  18. Yang, L. & Tschernig, R., 1998. "Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models," SFB 373 Discussion Papers 1998,114, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  19. Yang, L. & Marron, S., 1997. "Iterated Transformation-Kernel Density Estimation," SFB 373 Discussion Papers 1997,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  20. Tschernig, Rolf & Yang, Lijian, 1997. "Nonparametric lag selection for time series," SFB 373 Discussion Papers 1997,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  21. Yang, Lijian & Tschernig, Rolf, 1997. "Multivariate plug-in bandwidth for local linear regression," SFB 373 Discussion Papers 1997,99, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  22. Yang, L., 1996. "Root-n Convergent Transformation-Kernel Density Estimation," SFB 373 Discussion Papers 1996,94, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  23. Härdle, Wolfgang & Marron, J. & Yang, L., 1996. "Discussion," SFB 373 Discussion Papers 1996,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  24. Härdle, Wolfgang & Yang, L., 1996. "Nonparametric Time Series Model Selection," SFB 373 Discussion Papers 1996,53, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  25. Yang, L. & Härdle, Wolfgang, 1996. "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," SFB 373 Discussion Papers 1996,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  26. Härdle, Wolfgang & Tsybakov, A. & Yang, L., 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Yang, Lijian, 2024. "Exact quantiles of Gaussian process extremes," Statistics & Probability Letters, Elsevier, vol. 213(C).
  2. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
  3. Jiakun Jiang & Li Cai & Lijian Yang, 2022. "Simultaneous confidence band for the difference of regression functions of two samples," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(11), pages 3556-3572, June.
  4. Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.
  5. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
  6. Yan Fang & Lan Xue & Carlos Martins-Filho & Lijian Yang, 2022. "Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 615-628, April.
  7. Jia, Peng & Wang, Youfa & Yang, Min & Wang, Limin & Yang, Xuchao & Shi, Xinyu & Yang, Lijian & Wen, Jin & Liu, Yi & Yang, Maokang & Xin, Junguo & Zhang, Fengying & Jiang, Lihua & Chi, Chunhua & Zhang,, 2022. "Inequalities of spatial primary healthcare accessibility in China," Social Science & Medicine, Elsevier, vol. 314(C).
  8. Zening Song & Lijian Yang, 2022. "Statistical inference for ARMA time series with moving average trend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 34(2), pages 357-376, April.
  9. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
  10. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
  11. Lu Wang & Lan Xue & Lijian Yang, 2020. "Estimation of additive frontier functions with shape constraints," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(2), pages 262-293, April.
  12. Yuanyuan Zhang & Rong Liu & Qin Shao & Lijian Yang, 2020. "Two‐Step Estimation for Time Varying Arch Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 551-570, July.
  13. Shan Yu & Guannan Wang & Li Wang & Chenhui Liu & Lijian Yang, 2020. "Estimation and Inference for Generalized Geoadditive Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(530), pages 761-774, April.
  14. Songtao Li & Ruoran Chen & Lijian Yang & Dinglong Huang & Simin Huang, 2020. "Predictive modeling of consumer color preference: Using retail data and merchandise images," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(8), pages 1305-1323, December.
  15. Wang, Jiangyan & Cao, Guanqun & Wang, Li & Yang, Lijian, 2020. "Simultaneous confidence band for stationary covariance function of dense functional data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
  16. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
  17. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
  18. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.
  19. Juanjuan Kong & Lijie Gu & Lijian Yang, 2018. "Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(5), pages 690-708, September.
  20. Qin Shao & Lijian Yang, 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, Royal Statistical Society, vol. 79(2), pages 507-524, March.
  21. Liu, Rong & Yang, Lijian, 2016. "Spline Estimation Of A Semiparametric Garch Model," Econometric Theory, Cambridge University Press, vol. 32(4), pages 1023-1054, August.
  22. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.
  23. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
  24. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
  25. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
  26. Li Cai & Lijian Yang, 2015. "A smooth simultaneous confidence band for conditional variance function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 632-655, September.
  27. Shuzhuan Zheng & Lijian Yang & Wolfgang K. Härdle, 2014. "A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 661-673, June.
  28. Fuxia Cheng & Jigao Yan & Lijian Yang, 2014. "Extended Glivenko–Cantelli Theorem in Nonparametric Regression," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(17), pages 3720-3725, September.
  29. Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang, 2014. "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 806-843, December.
  30. Q. Song & R. Liu & Q. Shao & L. Yang, 2014. "A Simultaneous Confidence Band for Dense Longitudinal Regression," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(24), pages 5195-5210, December.
  31. Qiu, D. & Shao, Q. & Yang, L., 2013. "Efficient inference for autoregressive coefficients in the presence of trends," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 40-53.
  32. Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2013. "Oracally Efficient Two-Step Estimation of Generalized Additive Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 619-631, June.
  33. Jiangyan Wang & Fuxia Cheng & Lijian Yang, 2013. "Smooth simultaneous confidence bands for cumulative distribution functions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 395-407, June.
  34. Guanqun Cao & David Todem & Lijian Yang & Jason P. Fine, 2013. "Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 256-273, June.
  35. Guanqun Cao & Lijian Yang & David Todem, 2012. "Simultaneous inference for the mean function based on dense functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 359-377.
  36. Shujie Ma & Lijian Yang, 2011. "A jump-detecting procedure based on spline estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 67-81.
  37. Liu, Rong & Yang, Lijian, 2010. "Spline-Backfitted Kernel Smoothing Of Additive Coefficient Model," Econometric Theory, Cambridge University Press, vol. 26(1), pages 29-59, February.
  38. Song, Qiongxia & Yang, Lijian, 2010. "Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2008-2025, October.
  39. Li Wang & Lijian Yang, 2010. "Simultaneous confidence bands for time-series prediction function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(8), pages 999-1018.
  40. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
  41. Qiongxia Song & Lijian Yang, 2009. "Spline confidence bands for variance functions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 589-609.
  42. Rong Liu & Lijian Yang, 2008. "Kernel estimation of multivariate cumulative distribution function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 661-677.
  43. Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
  44. Yang, Lijian, 2006. "A semiparametric GARCH model for foreign exchange volatility," Journal of Econometrics, Elsevier, vol. 130(2), pages 365-384, February.
  45. Rong Chen & Lijian Yang & Christian Hafner, 2004. "Nonparametric multistep‐ahead prediction in time series analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 669-686, August.
  46. Jianhua Z. Huang & Lijian Yang, 2004. "Identification of non‐linear additive autoregressive models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 463-477, May.
  47. Yang, Lijian & Tschernig, Rolf, 2002. "Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1408-1448, December.
  48. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
  49. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Lag Selection for Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(4), pages 457-487, July.
  50. Lijian Yang & Wolfgang Hardle & Jens Nielsen, 1999. "Nonparametric Autoregression with Multiplicative Volatility and Additive mean," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(5), pages 579-604, September.
  51. L. Yang & R. Tschernig, 1999. "Multivariate bandwidth selection for local linear regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 793-815.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2005-12-01 2011-03-19 2012-09-09 2014-01-10 2014-01-24. Author is listed
  2. NEP-FOR: Forecasting (1) 2014-01-24

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