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Polonik, Wolfgang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Testing for multivariate volatility functions using minimum volume sets and inverse regression. Journal of Econometrics, 147 (1). pp. 151-162. ISSN 0304-4076 (Submitted)
Yao, Qiwei ORCID: 0000-0003-2065-8486 and Polonik, Wolfgang (2002) Set-indexed conditional empirical and quantile processes based on dependent data. Journal of Multivariate Analysis, 80 (2). pp. 234-255. ISSN 0047-259X
Polonik, Wolfgang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2000) Conditional minimum volume predictive regions for stochastic processes. Journal of the American Statistical Association, 95 (450). pp. 509-519. ISSN 0162-1459