Yuli Liang
Personal Details
First Name: | Yuli |
Middle Name: | |
Last Name: | Liang |
Suffix: | |
RePEc Short-ID: | pli1613 |
[This author has chosen not to make the email address public] | |
Affiliation
Institutionen för Nationalekonomi och Statistik
Ekonomihögskolan
Linnéuniversitet
Kalmar/Växjö, Swedenhttps://lnu.se/mot-linneuniversitetet/Organisation/ekonomihogskolan/mot-ekonomihogskolan/nationalekonomi/
RePEc:edi:inlnuse (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Liang, Yuli & Hao, Chengcheng & Dai, Deliang, 2024. "Two-sample intraclass correlation coefficient tests for matrix-valued data," Working Papers in Economics and Statistics 6/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
Articles
- Deliang Dai & Yuli Liang, 2021. "High-Dimensional Mahalanobis Distances of Complex Random Vectors," Mathematics, MDPI, vol. 9(16), pages 1-12, August.
- Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2021. "On properties of Toeplitz-type covariance matrices in models with nested random effects," Statistical Papers, Springer, vol. 62(6), pages 2509-2528, December.
- Anna Szczepańska-Álvarez & Chengcheng Hao & Yuli Liang & Dietrich von Rosen, 2017. "Estimation equations for multivariate linear models with Kronecker structured covariance matrices," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(16), pages 7902-7915, August.
- Hao, Chengcheng & Liang, Yuli & Mathew, Thomas, 2016. "Testing variance parameters in models with a Kronecker product covariance structure," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 182-189.
- Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2015. "On estimation in hierarchical models with block circular covariance structures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 773-791, August.
- Hao, Chengcheng & Liang, Yuli & Roy, Anuradha, 2015.
"Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data,"
Statistics & Probability Letters, Elsevier, vol. 106(C), pages 113-120.
RePEc:gam:joitmc:v:8:y:2022:i:1:p:43-:d:751532 is not listed on IDEAS
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
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Sorry, no citations of working papers recorded.
Articles
- Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2021.
"On properties of Toeplitz-type covariance matrices in models with nested random effects,"
Statistical Papers, Springer, vol. 62(6), pages 2509-2528, December.
Cited by:
- Autcha Araveeporn, 2024. "Modified Liu Parameters for Scaling Options of the Multiple Regression Model with Multicollinearity Problem," Mathematics, MDPI, vol. 12(19), pages 1-18, October.
- Liang, Yuli & Hao, Chengcheng & Dai, Deliang, 2024. "Two-sample intraclass correlation coefficient tests for matrix-valued data," Working Papers in Economics and Statistics 6/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
- Hao, Chengcheng & Liang, Yuli & Mathew, Thomas, 2016.
"Testing variance parameters in models with a Kronecker product covariance structure,"
Statistics & Probability Letters, Elsevier, vol. 118(C), pages 182-189.
Cited by:
- Liang, Yuli & Hao, Chengcheng & Dai, Deliang, 2024. "Two-sample intraclass correlation coefficient tests for matrix-valued data," Working Papers in Economics and Statistics 6/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
- Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2015.
"On estimation in hierarchical models with block circular covariance structures,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 773-791, August.
Cited by:
- Timothy Opheim & Anuradha Roy, 2021. "Linear models for multivariate repeated measures data with block exchangeable covariance structure," Computational Statistics, Springer, vol. 36(3), pages 1931-1963, September.
- Katarzyna Filipiak & Mateusz John & Daniel Klein, 2023. "Testing independence under a block compound symmetry covariance structure," Statistical Papers, Springer, vol. 64(2), pages 677-704, April.
- Hao, Chengcheng & Liang, Yuli & Mathew, Thomas, 2016. "Testing variance parameters in models with a Kronecker product covariance structure," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 182-189.
- Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2021. "On properties of Toeplitz-type covariance matrices in models with nested random effects," Statistical Papers, Springer, vol. 62(6), pages 2509-2528, December.
- Hao, Chengcheng & Liang, Yuli & Roy, Anuradha, 2015.
"Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data,"
Statistics & Probability Letters, Elsevier, vol. 106(C), pages 113-120.
Cited by:
- Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016.
"Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure,"
Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 81-90.
- Anuradha Roy & Roman Zmyslony & Miguel Fonseca & Ricardo Leiva, 2015. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Working Papers 0165mss, College of Business, University of Texas at San Antonio.
- Ricardo Leiva & Anuradha Roy, 2016. "Multi-level multivariate normal distribution with self-similar compound symmetry covariance matrix," Working Papers 0146mss, College of Business, University of Texas at San Antonio.
- Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016.
"Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure,"
Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 81-90.
More information
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