Education
1999 Ph.D. (Statistics), The
Research
Interests
Semiparametrics; Nonlinear time series;
Epidemiology.
Lecturing Assignment:
MA3238/ST3236 Stochastic
Processes (I) (2004-2005)
SA3203/ST3233 Applied
Time Series Analysis (2003-2004)
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. (2011) A Single-Index Quantile Regression Model
and Its Estimation, Econometric
Theory (to appear)
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 (to appear)
Computer
codes
rMAVE rOPG dOPG dMAVE hMAVE PLSIM SCA sifc DCVsim SCV MiM
Data