Yuhong Yang

Publications

• “Combining Time Series Models for Forecasting“: Hui Zou, Yang, Yuhong, International Journal of Forecasting, 13, 783-809, 2004.
• “Aggregating Regression Procedures to Improve Performance“: Yang, Yuhong, Bernoulli, 10, 25-47, 2004.
• On permutation procedures for strong control in multiple testing with gene expression data: Rempala, G.A., Yang, Yuhong, Statistics and its Interface, 6, 79-89, 2013.
• Model selection via standard error adjusted adaptive lasso: Qian, W., Yang, Yuhong, Ann Inst Stat Math, 65, 295-318, 2013.
• Variable Selection Diagnostics Measures for High-Dimensional Regression: Nan, Y., Yang, Yuhong, Journal of Computational and Graphical Statistics, in print, 2013.
• Metric entropy and sparse linear approximation of Lq -hulls for 0 < q <=1: Yang, Yuhong, Journal of Approximation Theory, 166, 42-55, 2013.
• Model selection for estimating treatment effects: Rolling, C.A., Yang, Yuhong, Journal of the Royal Statistical Society B, in print, 2013.
• Robust forecast combinations: Wei, X., Yang, Yuhong, Journal of Econometrics, 166, 224-236, 2012.
• Parametric or nonparametric? A parametricness index for model selection: Yang, Yuhong, Annals of Statistics, 39, 2074-2102, 2011.
• Maximum Lq-likelihood estimation: Ferrari, D., Yang, Yuhong, Annals of Statistics, 38, 753-783, 2010.
• Discussion of "Adaptive confidence intervals for the test error in classification" by Eric B. Laber and Susan A. Murphy: Cheng, G., Yang, Yuhong, JASA, 106, 924-931, 2011.
• Consistency of Cross Validation for Comparing Regression Procedures: IMS, Yang, Yuhong, Annals of Statistics, 35, 2450-2473, 1997.
• Adaptive Minimax Regression Estimation over Sparse ?q-Hulls. Zhan Wang, Sandra Paterlini, Fuchang Gao, Yuhong Yang, Yang, Yuhong, 2014.

Activities

Awards

• Institute of Mathematical Statistics fellow

Courses

• Stat 8932 - Advanced Topics in Statistics: Nonparametric Estimation
• Stat 8511/5511: Applied Time Series Analysis