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个人简介

教育背景 柏林洪堡大学, 计量经济学 博士后 (1997),导师: W. K. Härdle, Ladislaus von Bortkiewicz 讲席教授 北卡罗来纳大学教堂山分校, 统计学 博士 (1995), 导师: J. S. Marron, Amos R. Hawley 讲席教授 北京大学, 基础数学 学士 (1987) 荣誉 国际工程技术协会杰出会士(Distinguished Fellow, International Engineering and Technology Institute), 2020当选 国际数理统计学会会士(Elected Fellow, Institute of Mathematical Statistics),2017年当选 美国统计协会会士(Elected Fellow, American Statistical Association),2011年当选 国际统计学会会员(Elected Member, International Statistical Institute),2006年当选 江苏省 “333高层次人才培养工程”, 2013年入选 中组部海外高层次人才引进计划,2012年入选, 受聘国家特聘专家 江苏省高层次创新创业人才引进计划(“江苏双创计划”), 2011年入选 首批(共20人) 江苏省特聘教授,2010年入选 2000-2002年的Tjalling C. Koopmans计量经济学理论奖(Econometric Theory Prize),2003年 1990-91年北卡罗来纳大学教堂山分校优秀学生助教奖(Merit Assistantship)

研究领域

时间序列,函数型及高维数据的统计推断,以及统计学对经济学、金融学、农学、食品科学、地理学、遗传学、神经科学和管理科学的应用

近期论文

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Referreed Publications Song, Z., Yang, L. and Zhang, Y. (2023+) Hypotheses testing of functional principal components. Statistica Sinica in press DOI: 10.5705/ss.202022.0309 or (pdf file) + 35 pages of supplement, the 8th China Graduate Forum on Statistics Best Ten Papers Award 2022. Zhong, C. and Yang, L. (2023) Statistical inference for functional time series: autocovariance function. Statistica Sinica 33 (4) DOI: 10.5705/ss.202021.0121 or (pdf file) + 31 pages of supplement, IMS Hannan Graduate Student Travel Award at JSM 2021. Li, J. and Yang, L. (2023) Statistical inference for functional time series. Statistica Sinica 33 (1), 519-549 or (pdf file), IMS Hannan Graduate Student Travel Award at JSM 2020. Huang, K., Zheng, S. and Yang, L. (2022) Inference for dependent error functional data with application to event-related potentials. TEST 31 (4), 1100-1120 or (pdf file) + 20 pages of supplement, 2021 Peking-Tsinghua Joint Statistics Colloquium Excellent Poster Award. Jia, P., Wang, Y., Yang, M., Wang, L., Yang, X., Shi, X., Yang, L. et al (2022) Inequalities of spatial primary healthcare accessibility in China. Social Science & Medicine 314, 115458 or (pdf file). Li, J., Wang, J. and Yang, L. (2022) Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function. Computational Statistics 37 (3), 1015-1039 or (pdf file). 2019 Peking-Tsinghua Joint Statistics Colloquium Excellent Poster Award. Song, Z. and Yang, L. (2022) Statistical inference for ARMA time series with moving average trend. Journal of Nonparametric Statistics 34 (2), 357-376 or (pdf file). Jiang, J., Cai, L. and Yang, L. (2022) Simultaneous confidence band for the difference of regression functions of two samples. Communications in Statistics-Theory and Methods 51 (11), 3556-3572 or (pdf file). Fang, Y., Xue, L., Martins-Filho, C. and Yang, L. (2022) Robust estimation of additive boundaries with quantile regression and shape constraints. Journal of Business and Economic Statistics 40 (2), 615-628 or (pdf file). Wang, J., Gu, L. and Yang, L. (2022) Oracle-efficient estimation for functional data error distribution with simultaneous confidence band. Computational Statistics and Data Analysis 167, 107363 or (pdf file). Huang K., Chen, D., Wang, F. and Yang, L. (2021) Prediction of dispositional dialectical thinking from resting-state electroencephalography. Brain and Behavior 11 (9), e2327 or (pdf file). Yu, S., Wang, G., Wang, L. and Yang, L. (2021) Multivariate spline estimation and inference for image-on-scalar regression. Statistica Sinica 31 (3) , 1463-1487 or (pdf file). Zhong, C. and Yang, L. (2021) Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs. Computational Statistics 36 (2), 1197-1218 or (pdf file). Gu, L., Wang, S. and Yang, L. (2021) Smooth simultaneous confidence band for the error distribution function in nonparametric regression. Computational Statistics and Data Analysis 155, 107106 or (pdf file). Li, S., Chen, R., Yang, L., Huang, D. and Huang. S. (2020) Predictive modeling of consumer color preference: using retail data and merchandise images. Journal of Forecasting 39 (8), 1305-1323 or (pdf file). Zhang, Y., Liu, R., Shao, Q. and Yang, L. (2020) Two-step estimation for time varying ARCH models. Journal of Time Series Analysis 41 (4), 551-570 or (pdf file) + 27 pages of supplement, the 57 pages complete version (pdf file), Junior Researcher Award at the 2019 ICSA China Conference. Yu, S., Wang, L., Wang, G., Liu, C. and Yang, L. (2020) Estimation and inference for generalized geoadditive models. Journal of the American Statistical Association 115 (530), 761-774 or (pdf file). Wang, L., Xue, L. and Yang, L. (2020) Estimation of additive frontier functions with shape constraints. Journal of Nonparametric Statistics 32 (2), 262-293 or (pdf file). Zhang, Y., Wang, C., Wu, F., Huang, K. Yang, L. and Ji, L. (2020) Prediction of working memory ability based on EEG by functional data analysis. Journal of Neuroscience Methods 333, 108552 or (pdf file), Wang, J., Cao, G., Wang, L. and Yang, L. (2020) Simultaneous confidence band for stationary covariance function of dense functional data. Journal of Multivariate Analysis 176, 104584 or (pdf file), the arXiv version (arXiv pdf file), 2020 IMS New Researcher Travel Award. Cai, L., Li, L., Huang, S., Ma, L. and Yang, L. (2020) Oracally efficient estimation for dense functional data with holiday effects. TEST 29 (1), 282-306 or (pdf file) + 7 pages of supplement. Jia, P., Yu C., Remais, J., Stein, A., Liu, Y., Brownson, R. C., Lakerveld, J., Wu, T., Yang, L., Smith, M., Amer, S., Pearce, J. et al (2020) Spatial lifecourse epidemiology reporting standards (ISLE-ReSt) statement. Health & Place 61, 102243 or (pdf file). Jia, P, Xue, H, Liu, S, Wang, H., Yang, L., Hesketh, T., Ma L., Cai H., Liu X., Wang, Y., Wang, Y. (2019) Opportunities and challenges of using big data for global health. Science Bulletin 64 (22), 1652-1654 or (pdf file). Gu, L., Wang, S. and Yang, L. (2019) Simultaneous confidence bands for the distribution function of a finite population in stratified sampling. Annals of the Institute of Statistical Mathematics 71 (4), 983-1005 or (pdf file). Cai, L., Liu, R., Wang, S. and Yang, L. (2019) Simultaneous confidence bands for mean and variance functions based on deterministic design. Statistica Sinica 29 (1), 505-525 or (pdf file) + 21 pages of supplement. Kong, J., Gu, L. and Yang, L. (2018) Prediction interval for autoregressive time series via oracally efficient estimation of multi-step ahead innovation distribution function. Journal of Time Series Analysis 39 (5), 690-708 or (pdf file) + 8 pages of supplement. Zhang, Y. and Yang, L. (2018) A smooth simultaneous confidence band for correlation curve. TEST 27 (2), 247-269 or (pdf file), 2018 Peking-Tsinghua Joint Statistics Colloquium Excellent Poster Award. Shao, Q. and Yang, L. (2017) Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend. Journal of the Royal Statistical Society Series B 79 (2), 507-524 or (pdf file) + 4 pages of supplement. Wang, J., Wang, S., and Yang, L. (2016) Simultaneous confidence bands for the distribution function of a finite population and its superpopulation. TEST 25 (4), 692-709 or (pdf file) + 9 pages of supplement. Zheng, S., Liu, R., Yang, L. and H?rdle, W. (2016) Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection. TEST 25 (4), 607-626 or (pdf file) + 5 pages of supplement. Liu, R. and Yang, L. (2016) Spline estimation of a semiparametric GARCH model. Econometric Theory 32 (4), 1023-1054 or (pdf file). Yang, M., Xue, L. and Yang, L. (2016) Variable selection for additive model via cumulative ratios of empirical strengths total. Journal of Nonparametric Statistics 28 (3), 595-616 or (pdf file). Cao, G., Wang, L., Li, Y. and Yang, L. (2016) Oracle-efficient confidence envelopes for covariance functions in dense functional data. Statistica Sinica 26 (1), 359-383 or (pdf file) + 17 pages of supplement, Laha Award at JSM 2011. Ma, S., Racine, J. and Yang, L. (2015) Spline regression in the presence of categorical predictors. Journal of Applied Econometrics 30 (5), 705-717 or (pdf file). Cai, L. and Yang, L. (2015) A smooth simultaneous confidence band for conditional variance function. TEST 24 (3), 632-655 or (pdf file). Gu, L. and Yang, L. (2015) Oracally efficient estimation for single-index link function with simultaneous confidence band. Electronic Journal of Statistics 9 (1), 1540-1561 or (pdf file), IMS Travel Award at JSM 2015. Song, Q., Liu, R., Shao, Q., and Yang, L. (2014) A simultaneous confidence band for dense longitudinal regression. Communications in Statistics--Theory and Methods 43 (24), 5195-5210 or (pdf file). Gu, L., Wang, L., H?rdle, W. and Yang, L. (2014) A simultaneous confidence corridor for varying coefficient regression with sparse functional data. TEST 23 (4), 806-843 or (pdf file). Zheng, S., Yang, L. and H?rdle, W. (2014) A smooth simultaneous confidence corridor for the mean of sparse functional data. Journal of the American Statistical Association 109 (506), 661-673 or (pdf file) + 14 pages of supplement. Wang, J., Liu, R., Cheng, F. and Yang, L. (2014) Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band. Annals of Statistics 42 (2), 654-668 or (pdf file) + 7 pages of supplement. Cheng, F., Yan, J., and Yang, L. (2014) Extended Glivenko-Cantelli theorem in nonparametric regression. Communications in Statistics--Theory and Methods 43 (17), 3720-3725 or (pdf file). Ma, S. and Yang, L. (2014) Oracally efficient two-step estimation for additive regression. Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics 6, 149-175 or (pdf file). Liu, R., Yang, L. and H?rdle, W. (2013) Oracally efficient two-step estimation of generalized additive model. Journal of the American Statistical Association 108 (502), 619-631 or (pdf file). Cao, G., Todem, D., Yang, L. and Fine, J. (2013) Evaluating statistical hypotheses for non-identifiable models using estimating functions. Scandinavian Journal of Statistics 40 (2), 256-273 or (pdf file). Wang, J., Cheng, F. and Yang, L. (2013) Smooth simultaneous confidence bands for cumulative distribution functions. Journal of Nonparametric Statistics 25 (2), 395-407 or (pdf file). Qiu, D., Shao, Q. and Yang, L. (2013) Efficient inference for autoregressive coefficients in the presence of trends. Journal of Multivariate Analysis 114 (1), 40-53 or (pdf file). Shao, Q. and Yang, L. (2012) Polynomial spline confidence band for time series trend. Journal of Statistical Planning and Inference 142 (7), 1678-1689 or (pdf file). Cao, G., Yang, L. and Todem, D. (2012) Simultaneous inference for the mean function based on dense functional data. Journal of Nonparametric Statistics 24 (2), 359-377 or (pdf file). Wang, L., Feng, C., Song, Q. and Yang, L. (2012) Efficient semiparametric GARCH modelling of financial volatility. Statistica Sinica 22 (1), 249-270 or (pdf file). Ma, S., Yang, L. and Carroll, R. (2012) A simultaneous confidence band for sparse longitudinal regression. Statistica Sinica 22 (1), 95-122 or (pdf file). Shao, Q. and Yang, L. (2011) Autoregressive coefficient estimation in nonparametric analysis. Journal of Time Series Analysis 32 (6), 587-597 or (pdf file). Mishra, D. K., Dolan, K. D. and Yang, L. (2011) Bootstrap confidence intervals for the kinetic parameters for degradation of anthocyanins in grape pomace. Journal of Food Process Engineering 34 (4), 1220-1233 or (pdf-file). Ma, S., Yang, L., Romero, R. and Cui, Y. (2011) Varying coefficient model for gene-environment interaction: a non-linear look. Bioinformatics 27 (15), 2119-2126 or (pdf file). Ma, S. and Yang, L. (2011) A jump-detecting procedure based on spline estimation. Journal of Nonparametric Statistics 23 (1), 67-81 or (pdf file). Ma, S. and Yang, L. (2011) Spline-backfitted kernel smoothing of partially linear additive model. Journal of Statistical Planning and Inference 141 (1), 204-219 or (pdf file), Laha Award at JSM 2009. Wang, L. and Yang, L. (2010) Simultaneous confidence bands for time series prediction function. Journal of Nonparametric Statistics 22 (8), 999-1018 or (pdf file). Song, Q. and Yang, L. (2010) Oracally efficient spline smoothing of nonlinear additive autoregression model with simultaneous confidence band. Journal of Multivariate Analysis 101 (9), 2008-2025 or (pdf file), Laha Award at JSM 2009. Liu, R. and Yang, L. (2010) Spline-backfitted kernel smoothing of additive coefficient model. Econometric Theory 26 (1), 29-59 or (pdf file). Wang, J. and Yang, L. (2009) Efficient and fast spline-backfitted kernel smoothing of additive regression model. Annals of the Institute of Statistical Mathematics 61 (3), 663-690 or (pdf file). Song, Q. and Yang, L. (2009) Spline confidence bands for variance function. Journal of Nonparametric Statistics 21 (5), 589-609 or (pdf file). Wang, L. and Yang, L. (2009) Spline estimation of single index model. Statistica Sinica 19 (2), 765-783 or (pdf file) + 15 pages of supplement, Laha Award at IMS Annual Meeting 2006. Wang, J. and Yang, L. (2009) Polynomial spline confidence bands for regression curves. Statistica Sinica 19 (1), 325-342 or (pdf-file) + 11 pages of supplement, Laha Award at JSM 2005. Liu, R. and Yang, L. (2008) Kernel estimation of multivariate cumulative distribution function. Journal of Nonparametric Statistics 20 (8), 661-677 or (pdf-file), Laha Award at JSM 2007. Huang, X., Wang, L., Yang, L. and Kravchenko, A. N. (2008) Management practice effects on relationships of grain yields with topography and precipitation. Agronomy Journal 100 (5), 1463-1471 or (pdf file). Yang, L. (2008) Confidence band for additive regression model. Journal of Data Science 6 (2), 207-217 or (pdf-file). Mishra, D. K., Dolan, K. D. and Yang, L. (2008) Confidence intervals for modeling anthocyanin retention in grape pomace during non-isothermal heating. Journal of Food Science 73 (1), E9-E15 or (pdf-file). Wang, L. and Yang, L. (2007) Spline-backfitted kernel smoothing of nonlinear additive autoregression model. Annals of Statistics 35 (6), 2474-2503 or (pdf-file). Yang, L. (2007) Nonparametric modelling of quarterly unemployment rates. Journal of Data Science 5 (1), 85-101 or (pdf-file). Dolan, K. D., Yang, L. and Trampel, C. P. (2007) Nonlinear regression technique to estimate kinetic parameters and confidence intervals in unsteady-state conduction-heated foods. Journal of Food Engineering 80 (2), 581-593 or (pdf-file). Xue, L. and Yang, L. (2006) Additive coefficient modeling via polynomial spline. Statistica Sinica 16 (4), 1423-1446 or (pdf-file), Laha Award at JSM 2005. Yang, L., Park, B. U., Xue, L. and H?rdle, W. (2006) Estimation and testing for varying coefficients in additive models with marginal integration. Journal of the American Statistical Association 101 (475), 1212-1227 or (pdf-file). Xue, L. and Yang, L. (2006) Estimation of semiparametric additive coefficient model. Journal of Statistical Planning and Inference 136 (8), 2506-2534 or (pdf-file), ICSA Student Travel Award 2004. Yang, L. (2006) A semiparametric GARCH model for foreign exchange volatility. Journal of Econometrics 130 (2), 365-384 or (pdf file). Chen, R., Yang, L. and Hafner, C. (2004) Nonparametric multi-step ahead prediction in time series analysis. Journal of the Royal Statistical Society Series B 66 (3), 669-686 or (pdf-file). Huang, J. and Yang, L. (2004) Identification of nonlinear additive autoregressive models. Journal of the Royal Statistical Society Series B 66 (2), 463-477 or (pdf-file). Yang, L., Sperlich, S. and H?rdle, W. (2003) Derivative estimation and testing in generalized additive models. Journal of Statistical Planning and Inference 115 (2), 521-542 or (pdf-file). Simons, G., Yao, Y. and Yang, L. (2002) Doob, Ignatov and optional skipping. Annals of Probability 30 (4), 1933-1958 or (pdf-file). Yang, L. and Tschernig, R. (2002) Non- and semiparametric identification of seasonal nonlinear autoregression models. Econometric Theory 18 (6), 1408-1448 or (pdf-file). Sperlich, S., Tj?stheim, D. and Yang, L. (2002) Nonparametric estimation and testing of interaction in additive models. Econometric Theory 18 (2), 197-251 or (pdf-file), Tjalling C. Koopmans Econometric Theory Prize for 2000-2002. Yang, L. (2002) Direct estimation in an additive model when the components are proportional. Statistica Sinica 12 (3), 801-821 or (pdf-file). (Complete version: Direct estimation of proportional additive model (pdf-file) 40 pages). Tschernig, R. and Yang, L. (2000) Nonparametric lag selection for time series. Journal of Time Series Analysis 21 (4), 457-487 or (pdf-file). Yang, L. (2000) Finite nonparametric GARCH model for foreign exchange volatility. Communications in Statistics-Theory and Methods 29 (5 & 6), 1347-1365 or (pdf-file). Yang, L. (2000) Root-n convergent transformation-kernel density estimation. Journal of Nonparametric Statistics 12 (4), 447-474 or (pdf-file). Yang, L., H?rdle, W. and Nielsen, J. P. (1999) Nonparametric autoregression with multiplicative volatility and additive mean. Journal of Time Series Analysis 20 (5), 579-604 or (pdf-file). Yang, L. and Marron, J. S. (1999) Iterated transformation-kernel density estimation. Journal of the American Statistical Association 94 (446), 580-589 or (pdf-file). Yang, L. and Tschernig, R. (1999) Multivariate bandwidth selection for local linear regression. Journal of the Royal Statistical Society, Series B 61 (4), 793-815 or (pdf-file). H?rdle, W., Tsybakov, A. B. and Yang, L. (1998) Nonparametric vector autoregression. Journal of Statistical Planning and Inference 68 (2), 221-245 or (pdf-file). Working Papers Mishra, D. K., Dolan, K. D. and Yang, L. (2009) Multi-parameter estimation and parameter confidence regions for thermal degradation of anthocyanins. Dolan, K. D., Yang, L. and Trampel, C. P. (2009) Bootstrap method to calculate confidence intervals for nonisothermal microbial inactivation processes. Non-referreed Publications Chi, Z., Yang, L.,Lin, J. and Huang, S. (2019) Prognostics of polygonalization of high-speed railway train wheels using a generalized additive model smoothed by spline-backfitted kernel. IEEE International Conference on Prognostics and Health Management (ICPHM), (pdf-file). Tschernig, R. and Yang, L. (2003) Multiple index identification of nonlinear vector autoregression. In Bulletin of the International Statistical Institute 54th Session: Proceedings, 326-329. H?rdle, W., Cizek, P. and Yang, L. (2002) Comments on An adaptive estimation of dimension reduction space, by Xia et. al. Journal of the Royal Statistical Society, Series B 64 (3), 363-410 or (pdf-file). Smith, H., Mutka, M. and Yang, L. (2001) Feedback scalability for multicast videoconferencing. Proceedings of the International Conference on Networks, Colmar, France (pdf-file). Yang, L. and Tschernig, R. (2000) Non- and semiparametric identification of seasonal nonlinear autoregression models. In Statistical Modeling: Proceedings of the 15th International Workshop on Statistical Modeling, New Trends in Statistical Modeling, 288-293 (Nú?ez-Antón, Ferreira Ed.), The University of the Basque Country. Grund, B. and Yang, L. (2000) Hazard Regression. In XploRe: Applications Guide (H?rdle, Hlávka, Klinke Ed.), Springer-Verlag, 115-144. H?rdle, W. and Yang, L. (1997) Nonparametric time series model selection. Interface 96, Computing Science and Statistics, 407-412. H?rdle, W., Marron, J. S. and Yang, L. (1997) Comments on Polynomial splines and their tensor products in extended linear modeling, by Stone et. al. Annals of Statistics 25 (4), 1443-1450 or (pdf-file). Yang, L. (1995) Transformation-density estimation. Ph.D. dissertation, University of North Carolina, Institute of Statistics Mimeo Series #2337.

学术兼职

编委, 脑科学(Brain Sciences)2021年12月- 副编审,中华统计学志(Statistica Sinica)2020年9月- 副编审,统计杂志(Stat)2015年2月- 编委, 科学出版社统计与数据科学系列丛书 2018年9月15日- 副编审,非参数统计杂志(Journal of Nonparametric Statistics)2007-17年 副编审,商务与经济统计杂志(Journal of Business & Economic Statistics)2012年7月-16年7月 正编审,印度统计学报 (Sankhyā Series B) 2012年1月-16年1月 副编审,数据科学杂志(Journal of Data Science)2007-12年 副编审,中华统计学志(Statistica Sinica)2006-11年 副编审,计算统计学(Computational Statistics)2000-06年 顾问, 苏州市现场统计研究会第六届理监事会 2018年5月- 理事, 亚太概率统计讨论班(Asia-Pacific Seminar in Probability and Statistics APSPS) 2021年4月- 委员, 清华大学第十二届学位评定数学分委员会 2019年10月22日– 主席,清华大学统计学研究中心晋升委员会 2019年9月- 委员,清华大学理科学术委员会 2018年12月- 常务理事, 中国现场统计研究会生存分析分会第四届理事会 2018年4月- 常务理事, 中国现场统计研究会高维数据统计分会第一,二届理事会 2015年4月- 兼职教授, 西安交通大学全球健康研究院 2018年11月25日-2021年11月25日 理事, 中国概率统计学会第十届理事会 2014年10月-2018年10月 理事, 中国现场统计研究会第九届理事会 2013年7月-2017年10月 理事, 江苏省现场统计研究会第八届理事会 2013年11月-2017年11月 学术顾问, 江苏省概率统计学会第六届理事会 2013年11月-2017年11月 理事长, 苏州市现场统计研究会第五届理事会 2013年5月-2018年5月

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