Browsing by Author "Yang, Lijian"

Now showing items 1-15 of 15

2011-01-03Buch

A Confidence Corridor for Sparse Longitudinal Data Curves

Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang Karl

Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the ...
2014-01-03Buch

A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data

Gu, Lijie; Wang, Li; Härdle, Wolfgang Karl; Yang, Lijian

We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent ...
2005-09-06Buch

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang Karl

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys ...
2002-10-02Buch

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian; Härdle, Wolfgang Karl; Park, Byeong U.
1999-10-14Buch

Hazard Regression

Grund, Birgit; Yang, Lijian
2005-09-29Buch

Hazard Regression

Grund, Birgit; Yang, Lijian
2005-10-12Buch

M Robustified Additive Nonparametric Regression

Tamine, Julien; Härdle, Wolfgang Karl; Yang, Lijian
1998-03-09Buch

Multivariate Plug-in Bandwidth for Local Linear Regression

Yang, Lijian; Tschernig, Rolf

Optimal bandwidths for local polynomial regression usually involve functionals of the derivatives of the unknown regression function. In the multivariate case, estimates of these functionals are not readily available, ...
1998-12-04Buch

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Yang, Lijian; Härdle, Wolfgang Karl; Nielsen, Jens P.

For over a decade, nonparametric modelling has been successfully applied to study nonlinear structures in financial time series. It is well known that the usual nonparametric models often have less than satisfactory ...
1998-02-16Buch

Nonparametric Estimation and Testing of Interaction in Additive Models

Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian

We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. ...
2000-10-01Buch

Nonparametric Estimation of Generalized Impulse Response Function

Tschernig, Rolf; Yang, Lijian
1997-07-01Buch

Nonparametric Lag Selection for Time Series

Tschernig, Rolf; Yang, Lijian

A nonparametric version of the Final Prediction Error (FPE) is proposed for lag selection in nonlinear autoregressive time series. We derive its consistency for both local constant and local linear estimators using a derived ...
2011-03-14Buch

Oracally Efficient Two-Step Estimation of Generalized Additive Model

Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl

Generalized additive models (GAM) are multivariate nonparametric regressions for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions. ...
2005-10-12Buch

R robustified additive nonparametric regression

Tamine, Julien; Härdle, Wolfgang Karl; Yang, Lijian
2014-01-16Buch

Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models

Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl

In spite of the widespread use of generalized additive models (GAMs), there is no well established methodology for simultaneous inference and variable selection for the components of GAM. There is no doubt that both, ...