Items where Author is "Yao, Qiwei"

Chang, Jinyuan, Fang, Qin, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2024) On the modelling and prediction of high-dimensional functional time series. Journal of the American Statistical Association. ISSN 0162-1459 (In Press)

Chang, Jinyuan, Hu, Qiao, Kolaczyk, Eric D., Yao, Qiwei ORCID: 0000-0003-2065-8486 and Yi, Fengting (2024) Edge differentially private estimation in the β-model via jittering and method of moments. Annals of Statistics, 52 (2). 708 - 728. ISSN 0090-5364

Zhang, Bo, Hao, Sixing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Blind Source Separation over Space: an eigenanalysis approach. Statistica Sinica. ISSN 1017-0405 (In Press)

Zhou, Yunzhe, Shi, Chengchun ORCID: 0000-0001-7773-2099, Li, Lexin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Testing for the Markov property in time series via deep conditional generative learning. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85 (4). 1204 - 1222. ISSN 1369-7412

Jiang, Binyan, Li, Jialiang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Autoregressive networks. Journal of Machine Learning Research. ISSN 1532-4435

Zhang, Bo, Pan, Guangming, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Wang, Jian-Zhou (2023) Factor modelling for clustering high-dimensional time series. Journal of the American Statistical Association. ISSN 0162-1459

Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics, 239 (2). ISSN 0304-4076

Chang, Jinyuan, Zhang, Henry, Yang, Lin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Modelling matrix time series via a tensor CP-decomposition. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85 (1). 127 – 148. ISSN 1369-7412

Hana, Yuefeng, Chenb, Rong, Zhangb, Cun-Hui and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Simultaneous decorrelation of matrix time series. Journal of the American Statistical Association. ISSN 0162-1459

Chang, Jinyuan, Cheng, Guanghui and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2022) Testing for unit roots based on sample autocovariances. Biometrika, 109 (2). 543 - 550. ISSN 0006-3444

Yao, Qiwei ORCID: 0000-0003-2065-8486 (2022) Counterparty credit risk management: estimating extreme quantiles for a bank. LSE Business Review (12 May 2022). Blog Entry.

Chang, Jinyuan, Kolaczyk, Eric D. and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2022) Estimation of subgraph densities in noisy networks. Journal of the American Statistical Association, 117 (537). 361 - 374. ISSN 0162-1459

Xu, Xiuqin, Chen, Ying, Goude, Yannig and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2021) Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. Applied Energy, 301. ISSN 0306-2619

Tu, Yundong, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao (2020) Error-correction factor models for high-dimensional cointegrated time series. Statistica Sinica, 30 (3). 1463 - 1484. ISSN 1017-0405

Lin, Yingqian, Tu, Yundong and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2020) Estimation for double-nonlinear cointegration. Journal of Econometrics, 216 (1). 175 - 191. ISSN 0304-4076

Huang, Da, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao (2020) Krigings over space and time based on latent low-dimensional structures. Science China Mathematics. ISSN 1674-7283

Li, Zeng, Lam, Clifford ORCID: 0000-0001-8972-9129, Yao, Jianfeng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) On testing for high-dimensional white noise. Annals of Statistics, 47 (6). 3382 - 3412. ISSN 0090-5364

Zhang, Rongmao, Robinson, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Identifying cointegration by eigenanalysis. Journal of the American Statistical Association, 114 (526). 916 - 927. ISSN 0162-1459

Gao, Zhaoxing, Ma, Yingying, Wang, Hansheng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Banded spatio-temporal autoregressions. Journal of Econometrics, 208 (1). pp. 211-230. ISSN 0304-4076

Ke, Yuan, Li, Degui and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2018) Nonlinear regression estimation using subset-based kernel principal components. Statistica Sinica, 28 (4). pp. 2771-2794. ISSN 1017-0405

Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2018) Principal component analysis for second-order stationary vector time series. Annals of Statistics, 46 (5). pp. 2094-2124. ISSN 0090-5364

Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zou, Tao (2018) Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206 (1). pp. 57-82. ISSN 0304-4076

Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2017) Estimating conditional means with heavy tails. Statistics and Probability Letters, 127. pp. 14-22. ISSN 0167-7152

Gao, Wei, Bergsma, Wicher ORCID: 0000-0002-2422-2359 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2017) Estimation for dynamic and static panel probit models with large individual effects. Journal of Time Series Analysis, 38 (2). pp. 266-284. ISSN 0143-9782

Chang, Jinyuan, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhou, Wen (2017) Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104 (1). 111 - 127. ISSN 0006-3444

Guo, Shaojun, Wang, Yazhen and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) High-dimensional and banded vector autoregressions. Biometrika, 103 (4). pp. 889-903. ISSN 0006-3444

Dou, Baojun, Parrella, Maria Lucia and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Journal of Econometrics, 194 (2). pp. 369-382. ISSN 0304-4076

Li, Weiming, Gao, Jing, Li, Kunpeng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) Modelling multivariate volatilities via latent common factors. Journal of Business and Economic Statistics, 34 (4). pp. 564-573. ISSN 0735-0015

Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2015) High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. Journal of Econometrics, 189 (2). pp. 297-312. ISSN 0304-4076

Gong, Jinguo, Li, Yadong, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2015) Estimation of extreme quantiles for functions of dependent random variables. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 77 (5). pp. 1001-1024. ISSN 1369-7412

Sgouropoulos, Nikolaos, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Yastremiz, Claudia (2015) Matching a distribution by matching quantiles estimation. Journal of the American Statistical Association, 110 (510). 742 - 759. ISSN 0162-1459

Kontoghiorghes, Erricos J., Van Dijk, Herman K., Belsley, David A., Bollerslev, Tim, Diebold, Francis X., Dufour, Jean-Marie, Engle, Robert F., Harvey, Andrew, Koopman, Siem Jan, Pesaran, Hashem, Phillips, Peter C.B., Smith, Richard J., West, Mike, Yao, Qiwei ORCID: 0000-0003-2065-8486, Amendola, Alessandra, Billio, Monica, Chen, Cathy W.S., Chiarella, Carl, Colubi, Ana, Deistler, Manfred, Francq, Christian, Hallin, Marc, Jacquier, Eric, Judd, Kenneth, Koop, Gary, Lütkepohl, Helmut, MacKinnon, James G., Mittnik, Stefan, Omori, Yasuhiro, Pollock, D.S.G., Proietti, Tommaso, Rombouts, Jeroen V.K., Scaillet, Olivier, Semmler, Willi, So, Mike K.P., Steel, Mark, Taylor, Robert, Tzavalis, Elias, Zakoian, Jean-Michel, Boswijk, H. Peter, Luati, Alessandra and Maheu, John (2014) CFE network: the annals of computational and financial econometrics. Computational Statistics and Data Analysis, 76. pp. 1-3. ISSN 0167-9473

Wu, Billy, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhu, Shiwu (2013) Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood. Stochastic Processes and Their Applications, 123 (7). pp. 2877-2896. ISSN 0304-4149

Sgouropoulos, Nikolaos, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Yastremiz, Claudia (2013) Matching quantiles estimation. . London School of Economics and Political Science, London, UK. (Submitted)

Cho, Haeran, Goude, Yannig, Brossat, Xavier and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2013) Modeling and forecasting daily electricity load curves: a hybrid approach. Journal of the American Statistical Association, 108 (501). pp. 7-21. ISSN 0162-1459

Lam, Clifford ORCID: 0000-0001-8972-9129 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2012) Factor modeling for high-dimensional time series: inference for the number of factors. Annals of Statistics, 40 (2). pp. 694-726. ISSN 0090-5364

Lam, Clifford ORCID: 0000-0001-8972-9129, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Bathia, Neil (2011) Estimation of latent factors for high-dimensional time series. Biometrika, 98 (4). pp. 901-18. ISSN 0006-3444

Tao, Minjing, Wang, Yahzen, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zou, Jian (2011) Large volatility matrix inference via combining low-frequency and high-frequency approaches. Journal of the American Statistical Association, 106 (495). pp. 1025-1040. ISSN 0162-1459

Yao, Qiwei ORCID: 0000-0003-2065-8486 (2011) Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. Statistical Science, 26 (1). pp. 57-58. ISSN 0883-4237

Liu, Jun M., Chen, Rong and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2010) Nonparametric transfer function models. Journal of Econometrics, 157 (1). pp. 151-164. ISSN 0304-4076

Bathia, Neil, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Ziegelmann, Flavio (2010) Identifying the finite dimensionality of curve time series. Annals of Statistics, 38 (6). pp. 3352-3386. ISSN 0090-5364

Lu, Zudi, Steinskog, Dag Johan, Tjøstheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2009) Adaptively varying-coefficient spatiotemporal models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 71 (4). pp. 859-880. ISSN 1369-7412

Penzer, Jeremy, Wang, Mingjin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2009) Approximating volatilities by asymmetric power GARCH functions. Australian and New Zealand Journal of Statistics, 51 (2). pp. 201-225. ISSN 1369-1473

Fan, Jian-qing, Peng, Liang, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Wenyang (2009) Approximating conditional density functions using dimension reduction. Acta Mathematicae Applicatae Sinica, English Series, 25 (3). pp. 445-456. ISSN 0168-9673

Yao, Qiwei ORCID: 0000-0003-2065-8486 (2009) Chaos perspective of nonlinear time series: a selective review. In: Chan, Kung-Sik, (ed.) An Exploration of a Nonlinear World: an Appreciation of Howell Tong’s Contributions to Statistics. World Scientific (Firm), Singapore, pp. 249-256. ISBN 9789812836274

Li, Qiaoling, Pan, Jiazhu and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2009) On determination of cointegration ranks. Statistics and Its Interface, 2 (1). pp. 45-56. ISSN 1938-7997

Lu, Zudi, Tjostheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters, 78 (18). pp. 3145-3151. ISSN 0167-7152

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)

Huang, Da, Wang, Hansheng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Estimating GARCH models: when to use what? Econometrics Journal, 11 (1). pp. 27-38. ISSN 1368-4221

Kreiss, Jens-Peter, Neumann, Michael H. and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Bootstrap tests for simple structures in nonparametric time series regression. Statistics and Its Interface, 1 (2). pp. 367-380. ISSN 1938-7997

Pan, Jiazhu and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Modelling multiple time series via common factors. Biometrika, 95 (2). pp. 365-379. ISSN 0006-3444

Fan, Jianqing, Wang, Mingjin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 70 (4). pp. 679-702. ISSN 1369-7412

An, Hongzhi, Huang, Da, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Cun-Hui (2008) Stepwise searching for feature variables in high-dimensional linear regression. . London School of Economics and Political Science, London, UK.

Fan, Jianqing, Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2007) To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Journal of the American Statistical Association, 102 (480). pp. 1282-1288. ISSN 0162-1459

Pan, Jiazhu, Wang, Hui and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23 (5). pp. 852-879. ISSN 1469-4360

Lu, Zudi, Lundervold, Arvid, Tjøstheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2007) Exploring spatial nonlinearity using additive approximation. Bernoulli, 13 (2). pp. 447-472. ISSN 1350-7265

Lu, Zudi, Tjøstheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2007) Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Statistica Sinica, 17 (1). pp. 177-198. ISSN 1017-0405

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models. I. Time series. Journal of Time Series Analysis, 27 (6). 857 - 875. ISSN 0143-9782

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models II: spatial processes. Bernoulli, 12 (4). pp. 403-429. ISSN 1350-7265

Wang, Mingjin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2005) Modelling multivariate volatilities: an ad hoc method. In: Fan, Jianqing and Li, Gang, (eds.) Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday. Series In Biostatistics. World Scientific (Firm), Singapore, pp. 87-97. ISBN 9789812561206

Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2005) Approximating conditional distribution functions using dimension reduction. Annals of Statistics, 33 (3). pp. 1404-1421. ISSN 0090-5364

Wolff, Rodney C., Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8 (2). 174 - 193. ISSN 1081-1826

Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2004) Nonparametric regression under dependent errors with infinite variance. Annals of the Institute of Statistical Mathematics, 56 (1). pp. 73-86. ISSN 0020-3157

Zhang, Wenyang, Yao, Qiwei ORCID: 0000-0003-2065-8486, Tong, Howell and Stenseth, Nils Chr (2003) Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Biometrics, 59 (4). pp. 813-821. ISSN 1541-0420

Wolff, Rodney C., Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (2003) Statistical tests for Lyapunov exponents of deterministic systems. In: Cofin 2000 Final Workshop, 2003-06-06 - 2003-06-07, Bressanone, Italy, ITA. (Submitted)

Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Date tilting for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65 (2). pp. 425-442. ISSN 1369-7412

Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90 (4). pp. 967-975. ISSN 0006-3444

Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Inference in components of variance models with low replication. Annals of Statistics, 31 (2). pp. 414-441. ISSN 0090-5364

Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Cai, Zongwu (2003) Adaptive varying co-efficient linear models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65 (1). pp. 57-80. ISSN 1369-7412

Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Inference in ARCH and GARCH models with heavy-tailed errors. Econometrica, 71 (1). pp. 285-317. ISSN 0012-9682

Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Exponential inequalities for spatial processes and uniform convergence rates for density estimation. In: Zhang, Heping and Huang, Jiang, (eds.) Development of Modern Statistics and Related Topics: in Celebration of Prof. Yaoting Zhang's 70th Birthday. Series in biostatistics (1). World Scientific (Firm), Singapore, pp. 118-128. ISBN 9789812383952

Fan, Jianqing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Nonlinear time series: nonparametric and parametric methods. Springer series in statistics. Springer Berlin / Heidelberg, New York, USA. ISBN 9780387261423

Hall, Peter, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2002) Prediction and nonparametric estimation for time series with heavy tails. Journal of Time Series Analysis, 23 (3). pp. 313-331. ISSN 0143-9782

Hall, Peter, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2002) Moving-maximum models for extrema of time series. Journal of Statistical Planning and Inference, 103 (1-2). pp. 51-63. ISSN 0378-3758

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

Tong, Howell, Stenseth, Nils Chr and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2002) Nonlinear time series modelling of highly fluctuating biological population over space - main results. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Hyndman, Rob J. (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics, 14 (3). pp. 259-278. ISSN 1048-5252

Yao, Qiwei ORCID: 0000-0003-2065-8486, Yang, Wengyan and Tong, Howell (2001) Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Statistics and Computing, 11 (4). pp. 367-371. ISSN 0960-3174

Yao, Qiwei ORCID: 0000-0003-2065-8486, Finkenstädt, Bärbel F. and Tong, Howell (2001) A conditional density approach to the order determination of time series. Statistics and Computing, 11 (3). pp. 229-240. ISSN 0960-3174

Cai, Zongwu, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Wenyang (2001) Smoothing for discrete-valued time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 63 (2). pp. 357-375. ISSN 1369-7412

Yao, Qiwei ORCID: 0000-0003-2065-8486, Tong, Howell, Finkenstädt, Bärbel and Stenseth, Nils Chr (2000) Common structure in panels of short time series. Proceedings of the Royal Society: B Biological Sciences, 267 (1460). pp. 2459-2467. ISSN 1471-2954

Cai, Zongwu, Fan, Jianqing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95 (451). pp. 941-956. ISSN 0162-1459

Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2000) Nonparametric estimation of ratios of noise to signal in stochastic regression. Statistica Sinica, 10 (3). pp. 751-770. ISSN 1017-0405

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

Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Cai, Zongwu (2000) Adaptive varying-coefficient linear models. EM (388). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hall, Peter, Wolff, Rodney C. L. and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1999) Methods for estimating a conditional distribution function. Journal of the American Statistical Association, 94 (445). pp. 154-163. ISSN 0162-1459

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Morgan, B J T (1999) Empirical transform estimation for indexed stochastic models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 61 (1). pp. 127-141. ISSN 1369-7412

Fan, Jianqing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1998) Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85 (3). pp. 645-660. ISSN 0006-3444

Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1998) Cross-validatory bandwidth selection for regression estimation based on dependent data. Journal of Statistical Planning and Inference, 68 (2). pp. 387-415. ISSN 0378-3758

Hjellvik, Vidar, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tjostheim, Dag (1998) Linearity testing using local polynominal approximation. Journal of Statistical Planning and Inference, 68 (2). pp. 295-321. ISSN 0378-3758

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (1998) A bootstrap detection for operational determinism. Physica D: Nonlinear Phenomena, 115 (1/2). pp. 49-58. ISSN 0167-2789

Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1998) Threshold models. In: Encyclopedia of Statistical Sciences. Wiley InterScience, pp. 664-666.

Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (1996) Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83 (1). pp. 189-206. ISSN 0006-3444

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (1996) Asymmetric least squares regression estimation: a nonparametric approach. Journal of Nonparametric Statistics, 6 (2-3). pp. 273-292. ISSN 1048-5252

Yao, Qiwei ORCID: 0000-0003-2065-8486 (1996) Conditional boundary crossing probabilities and two-stage tests for a change-point. Scandinavian Journal of Statistics, 23 (4). pp. 511-525. ISSN 0303-6898

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (1995) On initial-condition sensitivity and prediction in nonlinear stochastic systems. Bulletin of the International Statistical Institute, 50 (4). pp. 395-412. ISSN 0074-8609

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (1994) On subset selection in non-parametric stochastic regression. Statistica Sinica, 4 (1). pp. 51-70. ISSN 1017-0405

Tong, Howell and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1994) On prediction and chaos in stochastic systems. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 348 (1688). pp. 357-369. ISSN 1364-503X

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (1994) Quantifying the influence of initial values on nonlinear prediction. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 56 (4). pp. 701-725. ISSN 1369-7412

Yao, Qiwei ORCID: 0000-0003-2065-8486 (1993) Boundary crossing probabilities of some random fields related to likelihood ratio test for epidemic alternatives. Journal of Applied Probability, 30 (1). pp. 52-65. ISSN 0021-9002

Yao, Qiwei ORCID: 0000-0003-2065-8486 (1993) Tests for change-points with epidemic alternatives. Biometrika, 80 (1). pp. 179-191. ISSN 0006-3444

Yao, Qiwei ORCID: 0000-0003-2065-8486 (1993) Asymptotically optimal ditiction of a change in a linear model. Sequential Analysis, 12 (3-4). pp. 201-210. ISSN 1532-4176

Sun, Y. and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1993) Pre-test estimate of the parameters in seemingly unrelated regression system. Chinese Journal of Applied Probability and Statistics, 9 (1). pp. 1-10. ISSN 1001-4268

Zhang, Y. and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1991) Some maximal information and generalized maximal entropy priors. Chinese Journal of Applied Probability and Statistics, 7. pp. 192-200. ISSN 1001-4268

Yao, Qiwei ORCID: 0000-0003-2065-8486 (1989) Large deviations for boundary crossing probabilities of some random fields. Journal of Mathematical Research and Exposition, 9. pp. 181-192. ISSN 1000-341X

Yao, Qiwei ORCID: 0000-0003-2065-8486 (1987) The MVUE and the MINQE(I, U) of variance components. Journal of Nanjing Institute of Technology, 17. pp. 111-122. ISSN 0254-4180