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科研工作

近五年主要成果:

2015年

[1] Shao, Q. and Yang, L. (2016+) Oracally efficient estimation and consistent model selection for ARMA time series with trend. Journal of the Royal Statistical Society Series B forthcoming.

[2] Zheng, S., Liu, R., Yang, L. and H?rdle, W. (2016+) Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. TEST forthcoming.

[3] Liu, R. and Yang, L. (2016+) Spline estimation of a semiparametric GARCH model. Econometric Theory in press DOI: 10.1017/S0266466615000055.

[4] Wu, S. and Chu, M. (2016+) Constructing Optimal Transition Matrix for Markov Chain Monte Carlo. Linear Algebra and Its Applications.To appear

[5] Xu, H., Foss, S., Wang, Y. (2016+) On closedness under convolution and convolution roots of the classof long-tailed distributions. Extremes, DOI: 10.1007/s10687-015-0224-2.

[6] Cao, G., Wang, L., Li, Y. and Yang, L. (2016) Oracle-efficient confidence envelopes for covariance functions in dense functional data. Statistica Sinica 26(1),359-383. Laha Award at JSM 2011.

[7] Cai, L. and Yang, L. (2015) A smooth simultaneous confidence band for conditional variance function. TEST 24(3), 632-655.

[8] Gu, L. and Yang, L. (2015) Oracally efficient estimation for single-index link function with simultaneous confidence band. Electronic Journal of Statistics 9(1), 1540-1561.IMS Travel Award at JSM 2015.

[9] Ma, S., Racine, J. and Yang, L. (2015) Spline regression in the presence of categorical predictors. Journal of Applied Econometrics 30(5), 705-717.

[10] Kong, X. (2015) M-estimation for moderate deviations from a unit root, Communications in Statistics: Theory and Methods 44(3), 476-485.

[11] Kong, X. and Xu, Q. (2015) On false discovery proportion and false non-discovery proportion of the dynamic adaptive procedure. Scandinavian Journal of Statistics 42(2), 530-544.

[12] Kong, X. , Liu, Z.and Jing, B. (2015) Testing for pure-jump processes for high-frequency data. Annals of Statistics 43(2), 847-877.

[13] Zhou, C. and Kong, X. (2015) Testing of high dimensional mean vectors via approximate factor model. Journal of Statistical Planning and Inference 167, 216-227.

[14] Sheng, W., Li, X. and Tang, Y. (2015) Some Properties of β-wordlength Pattern for Four-level Designs. Acta Mathematica Sinica 31(7), 1163-1170.

[15] Hwang, C., Normand, R. and Wu, S. (2015) Variance reduction for diffusions. Stochastic Processes and their Applications 125(9), 3522–3540.

[16] Yu, C. and Cheng, D. (2015) Tail behavior of the supremum of a random walk with heavy-tailed increments and perturbations. International Journal of Pure and Applied Mathematics 101(2), 223-232.

[17] Yang, Y., Zhang, Z., Jiang, T. and Cheng, D. (2015) Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return. Journal of Computational and Applied Mathematics 287, 32-43.

[18] Yu, C., Wang, Y. and Cheng, D. (2015) Tail behavior of the sums of dependent and heavy-tailed random variables. Journal of the Korean Statistical Society 44(1), 12-27.

[19] Cheng, F. (2015) Tail probability of a random sum with a heavy-tailed random number and dependent summands. Journal of Mathematical Analysis and Applications 432,504-516.

[20] Xu, H., Scheutzow, M., and Wang, Y. (2015) On a transformation between distributions obeying the principle of a single big jump. Journal of Mathematical Analysis and Applications 430, 672-684.

[21] Jiang, T., Wang, Y., Chen, Y., and Xu, H. (2015) Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model. Insurance Mathematics and Economics 64, 45-53.

[22] Xu, H., Scheutzow, M., and Wang, Y. (2015) On a transformation between distributions obeying the principle of a single big jump. Journal of Mathematical Analysis and Applications 430, 672-684.

2014年

[1] Jing, B., Liu, Z.and Kong, X. (2014+) Estimating the volatility functionals with multiple transactions. Econometric Theory. Accepted.

[2] Aye, G. C, Gupta, R., Balcilar, M., Majumdar, A.(2014+) Forecasting aggregate retail sales: the case of South Africa. International Journal of Production Economics. http://dx.doi.org/10.1016/j.ijpe.2014.09.033

[3] Song, Q., Liu, R., Shao, Q., and Yang, L. (2014) A simultaneous confidence band for dense longitudinal regression. Communications in Statistics--Theory and Methods 43(24), 5195-5210.

[4] Gu, L., Wang, L., H?rdle, W. and Yang, L. (2014) A simultaneous confidence corridor for varying coefficient regression with sparse functional data. TEST 23 (4), 806-843.

[5] Zheng, S., Yang, L. and H?rdle, W. (2014) A smooth simultaneous confidence corridor for the mean of sparse functional data. Journal of the American Statistical Association 109 (506), 661-673 .

[6] Wang, J., Liu, R., Cheng, F. and Yang, L. (2014) Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band. Annals of Statistics 42 (2), 654-668.

[7] Cheng, F., Yan, J., and Yang, L. (2014) Extended Glivenko-Cantelli theorem in nonparametric regression.Communications in Statistics--Theory and Methods 43 (17), 3720-3725 .

[8] Ma, S. and Yang, L. (2014) Oracally efficient two-step estimation for additive regression. Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics 6, 149-175 .

[9] Majumdar, A.(2014) Gaussian processes on the support of cylindrical surfaces, with application to periodic spatio-temporal data. Journal of Statistical Planning and Inference,153,27-41.

[10] Gupta, R., Majumdar, A.(2014) Reconsidering the welfare cost of inflation in the US: A nonparametric estimation of the nonlinear long-run money demand equation using projection pursuit regressions. Empirical Economics, 46(4), 1221–1240.

[11] Jing, B., Kong, X. and Zhou, W.(2014) FDR control under non-normality . Statistica Sinica, 24, 1879-1899.

[12] Jing, B., Liu, Z. and Kong, X. (2014) Estimating volatility functionals with infinitely active jumps. Journal of Business and Economic Statistics, 32, 457-467.

[13] Jiang, W.,Zhang, C.(2014) Paths following algorithm for penalized logistic regression using SCAD and MCP. Communications in Statistics - Simulation and Computation ,43(5),1064-1077.

[14] Shi, C., Tang, Y., Yin, J.(2014) Optimum mixed level detecting arrays. The Annals of Statistics,42(4),1546-1563.

[15] Tang, Y., Xu, H. (2014) Permuting regular fractional factorial designs for screening quantitative factors. Biometrika ,101(2),333-350.

[15] Cai, Y.,Huang, J., Tang, Y. and Zhou, G., (2014) A simulation method for finite non-stationary time series. Journal of Statistical Computation and Simulation 84(7), 1563-1579.

[16] Cheng, D. (2014) Randomly weighted sums of dependent random variables with dominated variation. Journal of Mathematical Analysis and Applications,420(2),1617-1633.

[17] Tan, Z., Wang, Y. (2014) Almost sure asymptotics for extremes of non-stationary gaussian random fields. Chinese Annals of Mathematics series B, 35B(1),125-138.

2013年

[1] Chen, Y., Wang, L. and Wang, Y. (2013) Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models. Journal of Mathematical Analysis and Applications 401 (1), 114–129.

[2] Chen, Y., Wang, L. and Wang, Y. (2013) Uniform asymptotics for the finite-time ruin probability of a dependent Risk Model with a Constant Interest Rate. Methodology and Computing in Applied Probability 15 (1), 109-124.

[3] Yang, Y. and Wang, Y. (2013) Tail behavior of the product of two dependent random variables with applications to risk theory. Extremes 16 (1), 55-74.

[4] Tang, Y. and Xu, H. (2013) An effective construction method for multi-level uniform designs. Journal of Statistical Planning and Inference 143, 1583-1589.

[5] Liu, R., Yang, L. and H?rdle, W. (2013) Oracally efficient two-step estimation of generalized additive model. Journal of the American Statistical Association 108 (502), 619-631.

[6] Cao, G., Todem, D., Yang, L. and Fine, J. (2013) Evaluating statistical hypotheses for non-identifiable models using estimating functions. Scandinavian Journal of Statistics 40 (2), 256-273.

[7] Wang, J., Cheng, F. and Yang, L. (2013) Smooth simultaneous confidence bands for cumulative distribution functions. Journal of Nonparametric Statistics 25 (2), 395-407.

[8] Qiu, D., Shao, Q. and Yang, L. (2013) Efficient inference for autoregressive coefficients in the presence of trends. Journal of Multivariate Analysis 114 (1), 40-53.

[9] Jiang, W. and Zhang, C. (2013) A nonparametric empirical Bayes approach to adaptive minimax estimation. Journal of Multivariate Analysis 122, 82-95

[10] Gupta, R., Balcilar, M., Majumdar, A., Miller, S. (2013) Forecasting nevada gross gaming revenue and taxable sales using coincident and leading employment indexes. Empirical Economics 44 (2), 387-417.

[11] Jiang, W. (2013) On regularized general empirical Bayes estimation of normal means. Journal of Multivariate Analysis 114, 54-82

[12] He, W., Cheng, D. and Wang, Y. (2013) Asymptotic lower bounds of precise large deviations with nonnegative dependent random variables. Statistics and Probability Letters 83, 331–338.

[13] Tan,Z. and Wang, Y. (2013)Extremes values of discrete and continuous time strongly dependent gaussian processes. Communications in statistics-theory and methods 42(13), 2451-2463.

[14] Chen, W.,Yu, C. and Wang, Y. (2013) Some discussions on the local distribution classes. Statistics and Probability Letters 83(7), 1654-1661.

[15] Chen, Y., Wang, Y. and Wang, K. (2013) Asymptotic results for ruin probability of a two-dimensional renewal risk model. Stochastic Analysis and Applications 31(1), 80-91.

2012年

[1]Shao, Q. and Yang, L. (2012) Polynomial spline confidence band for time series trend. Journal of Statistical Planning and Inference 142 (7), 1678-1689.

[2] Cao, G., Yang, L. and Todem, D. (2012) Simultaneous inference for the mean function based on dense functional data. Journal of Nonparametric Statistics 24 (2), 359-377.

[3] Wang, L., Feng, C., Song, Q. and Yang, L. (2012) Efficient semiparametric GARCH modelling of financial volatility. Statistica Sinica 22 (1), 249-270.

[4] Ma, S., Yang, L. and Carroll, R. (2012) A simultaneous confidence band for sparse longitudinal regression. Statistica Sinica 22 (1), 95-122.

[5] Wang, Y., Cui, Z., Wang, K. and Ma, X. (2012) Uniform asymptotics of the finite-time ruin probability for all times. Journal of Mathematical Analysis and Applications 390 (1), 208–223.

[6] Tan, Z. and Wang, Y. (2012) Some asymptotic results on extremes of incomplete samples. Extremes 15 (3), 319-332.

[7] Shi, C., Tang, Y. and Yin, J. (2012) The equivalence between optimal detecting arrays and super-simple OAs, Design, Codes and Cryptograph 62, 131–142.

[8] Tang, Y., Xu, H. and Lin, D.K. J. (2012) Uniform fractional factorial designs. Annals of Statistics 40 (2), 891–907.

[9] Cheng, D, Ni, F., Pakes, A. G. and Wang, Y. (2012) Some properties of the exponential distribution class with applications to risk theory. Journal of the Korean Statistical Society 41, 515-527.

[10] Dong, Y. and Wang, Y. (2012) Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims. Journal of Systems Science & Complexity 25(2), 303-314.

[11] Dong, Y. and Wang, Y. (2012) A note on a dependent risk model with constant interest rate. Statistics and Probability Letters 82(4), 707-712.

[12] Lin, J. and Wang, Y. (2012) New examples of heavy-tailed O-subexponential distributions and related closure properties. Statistics and Probability Letters 82(3), 427-432.

[13] Cheng, D. and Wang, Y. (2012) Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables. Lithuanian Mathematical Journal 52(1), 29-39.

2011年

[1] Wang, Y. and Cheng, D. (2011) Basic renewal theorems for random walks with widely dependent increments.Journal of Mathematical Analysis and Applications 384(2), 597-606.

[2]Dong, Y. and Wang, Y. (2011) Uniform estimates for ruin probabilites in the renewal risk model with upper-tall independent claims and premiums.Journal of Industrial and Management Optimization 7(4), 849-874.

[3]Tan, Z. and Wang, Y. (2011) Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences. Journal of the Korean Statistical Society 40(3), 347-355.

[4]Yang, Y. Wang, Y.and Liu, X.(2011) Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times. Journal of Systems Science & Complexity 24(2), 328-334.

[5]Zhang, J. Cheng, F and Wang, Y.(2011) Tail behavior of random sums of negatively associated increments. Journal of Mathematical Analysis and Applications 376(1), 64-73.

[6]Wang, Y. and Wang, K.(2011) Random walks with non-convolution equivalent increments and their applications. Journal of Mathematical Analysis and Applications 374(1), 88-105.

[7]Wang, Y. Li, Y. and Gao, Q.(2011) On the exponential inequality for acceptable random variables. Journal of Inequalities and Applications 40.

[8]Wang, K. Wang, Y. and Yin, C.(2011) Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments. Acra Mathematica Scientia 31(1), 109-116.

[9] Majumdar, A., Gries, C. and Walker, J. (2011) A non-stationary spatial generalized linear mixed model approach for studying plant diversity, Journal of Applied Statistics 38(9),1935-1950.

2010年

[1] Majumdar, A. , Paul, D. and Kaye, J.(2010) Sensitivity analysis and model selection with a generalized convolution for spatial processes. Bayesian Analysis 5(3), 493–518.

[2] Majumdar, A., Paul, D. and Bautista, D. (2010) Generalized convolution models for nonstationary multivariate spatial processes. Statistica Sinica 20, 675–695.

[3] Majumdar, A. and Gries, C. (2010) Bivariate zero-infated regression for count data: a bayesian approach with application to plant counts. International Journal of Biostatistics 6(1), Art.27.

[4]Gao, Q. and Wang, Y.(2010) Randomly weighted sums with dominated varying-tailed increments and application to risk theory. Journal of the Korean Statistical Society 39(3), 305-314.

[5]Xia, T. and Wang, Y. (2010) A note on the properties of the reproductive dispersion model. Statistics & Probability Letters 80(17-18),1397-1404.

[6]Yu,C. and Wang,Y. (2010)Lower limits and upper limits for tails of random sums supported on R. Statistics & probability letters 80(13-14) ,1111-1120

[7]Yu, C. and Wang, Y. (2010)The closure of the convolution equivalent distribution class under convolution roots with applications to random sums. Statistics & Probability Letters 80(5-6), 462-472

[8]Yang, Y.and Wang, Y. (2010) Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims. Statistics & Probability Letters80(3-4),143-154

2009年

[1] Cui, Z., Wang, Y. and Wang, K. (2009) Asymptotics for the moments of the overshoot and undershoot of a random walk. Advances in Applied Probablity 41 (2), 469-494.

[2] Wang, Y. and Wang, K. (2009) Equivalent conditions of asymptotics for the density of the supremum of a random walk in the intermediate case. Journal of Theoretical Probability 22 (2) 281-293.

[3]Wang, Y. Gao, Q.and Wang,K. (2009)Random time ruin probability for the renewal risk model with heavy-talented claims. Journal of Industrial and Management Optimization 5(4), 719-736.

[4]Cui, Z. Wang, Y. and Wang, K.(2009) Asymptotics for the moments of the overshoot and undershoot of a random walk. Advances in Applied Probability,41(2), 469-494.

[5]Li, J. Wang,K. and Wang, Y. (2009) Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times. Journal of Systems Science & Complexity 22(3), 407-414.

[6]Wang, Y. and Wang, K. (2009) Equivalent Conditions of Asymptotics for the Density of the Supremum of a Random Walk in the Intermediate Case. Journal of Theoretical Probability 22(2), 281-293.

[7]Gao, Q. and Wang, Y. (2009) Ruin probability and local ruin probability in the random multi-delayed renewal risk model.Statistics & probability letters. Statistics & Probability Letters79(5), 588-596.

[8]Chen, G. Wang, Y. and Cheng, F. (2009) The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments. Stochastic Models 25(3) ,508-521.


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