Semi-/Non-parametric Regression (by Qiwei Yao)



• Nonlinear Regression Estimation Using Subset-based Kernel Principal Components. (with Y. Ke and D. Li.) Statistica Sinica., 2018, 28, 2771-2794.

• Estimating conditional mean and difference between conditional mean and conditional median. (With L. Peng.) Statistics & Probability Letters 2017, 127, 14-22.

• Adaptive varying-coefficient linear models. (With J.Fan and Z.Cai.) J. Roy. Statist. Soc. B. 2003, 65, 57-80.

• Prediction and nonparametric estimation for time series with heavy tails. (With P.Hall and L.Peng) J. Time Series Analysis, 2002, 23, 313-331.

• Functional-coefficient regression models for nonlinear time series. (With Z. Cai and J. Fan) J. Ameri. Statist. Assoc. 2000, 95, 941-956.

• Nonparametric estimation of ratios of noise to signal in stochastic regressions. (With H. Tong) Statistica Sinica, , 2000, 10, 751-770.

• Linearity testing using local polynomial approximation. (With V. Hjellvik & D.Tjostheim) J. Statist. Plann. Inference, 1998, 68, 295-321.

• Cross-validatory bandwidth selections for regression estimation based on dependent data. (With H.Tong) J. Statist. Plann. Inference, 1998, 68, 387-415.

• Asymmetric least squares regression estimation: a nonparametric approach. (With H.Tong) J. Nonparametric Statist. 1996, 6, 273-292.

• On subset selection in non-parametric stochastic regression. (With H. Tong) Statistica Sinica, 1994, 4, 51-70.

  
  

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