XIA Yingcun

             Office                 :   S16/06-116
                         Telephone           :   65162943
                          Email address    :  
staxyc@nus.edu.sg

 


Current Research Interests

                                                                                        

Dimension reduction; Financial time series analysis.

 

Editorial Service

 

    AE: Annals of Statistics, Computational Statistics

 

Selected Publications

 

1. Xia, Y.  (1998).  Bias-corrected confidence bands in nonparametric regression. Journal of the Royal Statistical Society Series B, 60, 797-811.

 

2. Xia, Y.  and An, H. Z. (1999) Projection pursuit autoregression in time series. Journal of Time Series Analysis, 20, 693-714.

 

3. Xia, Y., Tong, H. and Li, W. K. (1999) On extended partially linear single-index models. Biometrika, 86, 831-842.

 

4. Xia, Y. and Li, W. K. (1999) On the estimation and testing of functional-Coefficient linear models. Statistica Sinica, 9, 735-758.

 

5. Xia, Y. and Li, W. K.  (1999) On single-index coefficient regression models. Journal of the American Statistical Association, 94, 1275-1285.

 

6. Xia, Y., Tong, H., Li, W. K. and Zhu L. (2000) On the estimation of an instantaneous transformation for time series. Journal of the Royal Statistical Society Series B, 62, 383-397.

 

7. Xia, Y. and Li, W. K. (2002) Asymptotic behavior of bandwidth selected by cross-validation method under dependence. Journal Multivariate Analysis 83, 265-287.

 

    8. Xia, Y., Tong, H. and Li, W. K. (2002)  Single-index volatility models and estimation. Statistica Sinica, 12, 785-799.

 

9. Xia, Y., Tong, H., Li, W. K. and Zhu, L. (2002) An adaptive estimation of dimension reduction space (with discussion). Journal of the Royal Statistical Society Series B, 64, 363-410.

 

10. Glass, K., Xia, Y. and Grenfell, B. T. (2003) Interpreting time-series analyses for continuous-time biological models-- measles as a case study. Journal of Theoretical Biology, 223, 19-25.

 

11. Xia, Y., Li, W. K.,  Tong, H. and Zhang, D. (2004) A goodness-of-fit test for single-index models (with discussion). Statistica Sinica, 14, 1-39

 

12. Xia, Y., Bjornstad, O. N. and Grenfell, B. T. (2004) Measles metapopulation dynamics: a gravity model for epidemiological coupling and dynamics. The American Naturalist 164, 267-281 (featured by Nature news  and Medical news Today)

 

13. Xia, Y. and Zhang, W. and Tong, H. (2004) Efficient estimation for semivarying-coefficient models. Biometrika, 91, 661-681.

 

14. Xia, Y. , Gog, J. and Grenfell, B. T. (2005) Semiparametric estimation of the duration of immunity from infectious disease time-series: influenza as a case study. Journal of the Royal Statistical Society Series C  54 659-672.

           

15. Xia, Y. and Härdle, W. (2006) Semi-parametric estimation of partially linear single-index models. Journal of Multivariate Analysis, 97, 1162-1184

 

16. Xia, Y. and Tong, H. (2006) Cumulative effects of air pollution on public health. Statistics in Medicine, 25, 3548-3559

 

17. Xia, Y.,  Li, W. K. and Tong, H. (2006) Threshold variable selection using nonparametric methods. Statistica Sinica 17, 365-387.

 

18. Xia, Y. (2006) Asymptotic distributions for two estimators of the single-index model. Econometric Theory, 22, 1112-1137 

 

19. Kong, E. and Xia, Y. (2006) Variable selection for the single-index model. Biometrika, 94, 217-229.

 

20. Xia, Y. (2007) A constructive approach to the estimation of dimension reduction directions.  Annals of Statistics 35, 2654-2690

 

21. Xia, Y. (2008) A semiparametric approach to canonical analysis. Journal of the Royal Statistical Society Series B, 70, 519—543.

 

22. Wang, H. and Xia, Y. (2008)  Sliced regression for dimension reduction. Journal of the American Statistical Association, 103,  811-821

 

23.  Bharti, N., Xia, Y., Bjornstad, O. N. Grenfell, B. T. (2008)  Measles on the edge: coastal heterogeneities and  infection dynamics.  PLoS ONE  3, e1941.

 

24. Xia, Y. (2008)  A multiple-index model and dimension reduction. Journal of the American Statistical Association, 2008, 103, 1631-1640

 

25. Xia, Y. (2009) Model check for multiple regressions via dimension reduction  Biometrika 96, 133-148.

 

    26. Kong, E., Linton, O. and Xia, Y. (2010) Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Econometric Theory, 26, 1529-1564

 

27. Wang, H. and Xia, Y. (2009) Shrinkage estimation of the varying coefficient model. Journal of the American Statistical Association. 104, 747-757.

  

    28. Xia, Y. (2009)  A note on the backfitting estimation of additive models.   Bernoulli, 15, 1148-1153

 

    29. Kong, E., Tong, H. and Xia Y. (2010)   Statistical modelling of nonlinear long-term cumulative effects. Statistica Sinica, 20, 1097-1123

 

30 Xia, Y., Xu, J. and Zhang, D. (2010)  Dimension Reduction and Semi-parametric Estimation of Survival Models.  Journal of the American Statistical Association. 105, 278-290

 

31. Xia, Y. and Tong, H. (2011)  Feature Matching in Time Series Modeling (with discussion), Rejoinder, Statistical Science 26, 21-62.

 

32. Tao, H. and Xia, Y. (2011)  Adaptive Semi-varying Coefficient Model Selection,  Statistica Sinica,  22,575-599.

 

33.  Zhang, W. and Xia, Y. (2012)  Twicing local linear kernel regression smoothers,  Journal of Nonparametric Statistics, 24, 399-417

 

34. Kong, E. and Xia Y. (2012)   A  Single-Index Quantile Regression Model and Its Estimation, Econometric Theory,  28, 730-768  

 

35.  Jiang, Q., Wang, H., Xia, Y. and Jiang, G. (2013)  On A Principal Varying Coefficient Model,  Journal of the American Statistical Association, 108,  228-236

 

    36.  Kong, E., Linton, O. and Xia, Y. (2013)  Global Bahadur Representation for Nonparametric Censored Regression Quantiles and Its  Applications. Econometric Theory  29, 941-968.

 

37.    Hall, P., Xia, Y. and Xue, J.-H. (2013) Simple tiered classifiers.  Biometrika, 100, 431-445   

 

38.    Wang, T. and   Xia, Y. (2014)   A Piecewise Single-Index Model for Dimension Reduction, Technometrics, (to appear)

 

39.    Jing Y., Lei, H. and Xia, Y. (2014)  Most informative component analysis, Statistica Sinica,  24, 1195-1214

 

40.    Wang, T. and Xia, Y. (2014)  Whittle Likelihood Estimation of Nonlinear Autoregressive Models with Moving Average Residuals,  Journal of the American Statistical Association (to appear)

 

41.    Kong. E. and Xia, Y. (2014)  An Adaptive Composite Quantile Approach to Dimension Reduction, Annals of Statistics, (to appear)

 

 

Computer codes

 

      rMAVE   rOPG   dOPG   dMAVE   hMAVE   PLSIM  SCA  sifc   DCVsim  SCV  MiM

      

      pSIM

      

Data

 

          Hong Kong Airpollution