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  • 11 Similar Profiles
Model Selection Mathematics
Regression Mathematics
Minimax Rate Mathematics
Bandit Problems Mathematics
Variable Selection Mathematics
Estimator Mathematics
Regression Function Mathematics
Covariates Mathematics

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Projects 2007 2019

Supply chain dynamics
Multi-armed Bandit
Bandit Problems
Covariates
Diagnostics
Model selection

Research Output 1994 2019

  • 69 Article
  • 3 Conference contribution
  • 1 Chapter
  • 1 Comment/debate

Minimax-rate adaptive nonparametric regression with unknown correlations of errors

Yang, G. & Yang, Y., Feb 1 2019, In : Science China Mathematics. 62, 2, p. 227-244 18 p.

Research output: Contribution to journalArticle

Minimax Rate
Nonparametric Regression
Unknown
Range of data
Specification
1 Citation (Scopus)

Model selection confidence sets by likelihood ratio testing

Zheng, C., Ferrari, D. & Yang, Y., Jan 1 2019, In : Statistica Sinica. 29, 2, p. 827-851 25 p.

Research output: Contribution to journalArticle

Confidence Set
Likelihood Ratio
Model Selection
Testing
Model

On assessing binary regression models based on ungrouped data

Lu, C. & Yang, Y., Mar 1 2019, In : Biometrics. 75, 1, p. 5-12 8 p.

Research output: Contribution to journalArticle

Binary Regression
Politics
Sample Size
Regression Model
Model-based

On the forecast combination puzzle

Qian, W., Rolling, C. A., Cheng, G. & Yang, Y., Sep 2019, In : Econometrics. 7, 3, 39.

Research output: Contribution to journalArticle

Open Access
Forecast combination
Scenarios
Estimation error
Combination of forecasts
Evaluation
7 Citations (Scopus)

Bridging AIC and BIC: A New Criterion for Autoregression

Ding, J., Tarokh, V. & Yang, Y., Jun 1 2018, In : IEEE Transactions on Information Theory. 64, 6, p. 4024-4043 20 p.

Research output: Contribution to journalArticle

Time series
time series
Specifications
candidacy
efficiency