Current Research Interests
Dimension reduction; Financial time series analysis.
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, 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. Kong, E. and Xia Y. (2012) A
Single-Index Quantile Regression Model and Its Estimation, Econometric Theory, 28, 730
- 768
32. Xia, Y. and Tong, H. (2011) Feature Matching in Time
Series Modeling (with discussion), Rejoinder, Statistical Science 26,
21-62.
33. Tao, H. and Xia, Y. (2011) Adaptive Semi-varying Coefficient Model
Selection, Statistica Sinica, 22,575-599.
34.
Zhang, W. and Xia, Y. (2012) Twicing local linear
kernel regression smoothers, Journal
of Nonparametric Statistics, 24,
399-417
35.
Jiang, Q., Wang, H., Xia, Y. and Jiang, G. (2012) On A Principal Varying Coefficient Model,
Journal of the American Statistical Association (to appear)
36. Kong, E., Linton, O. and Xia, Y. (2012) Global Bahadur Representation for
Nonparametric Censored Regression Quantiles and
Its Applications. Econometric
Theory (to appear)
37. Hall,
P., Xia, Y. and Xue, J.-H. (2013) Simple tiered classifiers. Biometrika. (to
appear)
Computer
codes
rMAVE rOPG dOPG dMAVE hMAVE PLSIM SCA sifc DCVsim SCV MiM
Data