XIA, Yingcun

              Location              :   S16/06-116
                           Telephone           :   65162943
                           E-mail address   :  
staxyc@nus.edu.sg

 


Education

        1999 Ph.D. (Statistics), The University of Hong Kong.

Research Interests

                                                                                         

                           Semiparametrics; Nonlinear time series; Epidemiology.

 

Lecturing Assignment:

                     MA3238/ST3236 Stochastic Processes (I) (2004-2005)

                       SA3203/ST3233 Applied Time Series Analysis (2003-2004)

                     ST4240 Data Mining      

                     ST3131 Regression Analysis 

Editorial Service

Associate Editor, Annals of Statistics

Associate Editor, Computational Statistics

Associate Editor, 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 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. The 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 (accepted)

 

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

 

   26 Kong, E., Linton, O. and Xia, Y. (2008) Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Econometric Theory (accepted).

 

27 Wang, H. and Xia, Y. (2009) Regularized estimation of the varying coefficient model. Journal of the American Statistical Association. (To appear)

  

    28 Xia, Y. (2009)  A note on the backfitting estimation of additive models.   Bernoulli (to appear)

 

    29 Kong, E., Tong, H. and Xia Y. (2009)   Statistical modelling of nonlinear long-term cumulative effects. Statistica Sinica (to appear)

 

 

Computer codes

 

      rMAVE   rOPG   dOPG   dMAVE   PLSIM  SCA  sifc   DCVsim  SCV  MiM

 

Data

 

          Hong Kong Airpollution