Dr. Lijian Yang

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Michigan State University
College of Natural Science
Statistics & Probability
Graduate Program DirectorAppointed: 2007
Journal of Data Science
Academia Sinica
Associate EditorAppointed: 2007
Journal of Nonparametric Statistics
Taylor and Francis Group
Associate EditorAppointed: 2007
Statistica Sinica
Academia Sinica
Associate EditorAppointed: 2006
Michigan State University
College of Natural Science
Statistics & Probability
ProfessorAppointed: 2006
Michigan State University
College of Natural Science
Center for Global Change & Earth Observations
Adjunct ProfessorAppointed: 2006
Professional Headshot of Lijian Yang

Mailing Address

Department of Statistics and Probability
Michigan State University
East Lansing, Michigan 48824
United States

Contact Information

Phone: (517) 353-6369
Fax: (517) 432-1405
yang@stt.msu.edu

Qualifications

Ph.D., University of North Carolina at Chapel Hill, Statistics, 1995.
M.S., University of North Carolina at Chapel Hill, Statistics, 1993.
B.S., Peking University, Mathematics, 1987.

Expertise and Research Interests

Econometrics
Forecasting
GARCH type model
Nonparametric curve estimation
Nonlinear time series analysis
Model selection
Semiparametric models (additive, longitudinal, single index)
Spline

Other Expertise

Applications of Statistical Methods, especially Non- and Semiparametric Smoothing in Agronomy, Food Engineering, Food Science and Geography

Future Research

Shape Analysis
Geometric Methods in Statistics

Industrial Relevance

Student intern at SAS Institute 1993-1994, helped to create bivariate kernel density estimation

Keywords

COS Keywords:

Business Statistics, Econometrics, Probability, Statistics.

Additional Terms:

Financial Time Series, Forecasting, Hypothesis Testing, Nonparametric Function Estimation, Semiparametric Estimation, Statistical Inference.

Languages

(Reading, Writing, Speaking)

Chinese, Mandarin: (Fluent, Fluent, Fluent)
English: (Fluent, Fluent, Fluent)
French: (Basic, None, None)
German: (None, None, Basic)

Memberships

American Statistical Association
Institute of Mathematical Statistics
International Chinese Statistical Association
International Statistical Institute
Royal Statistical Society

Honors and Awards

2000-2002, Tjalling C. Koopmans Econometric Theory Prize, Cambridge University Press, Yale University, Econometric Theory, Economics

Previous Positions

2006, Advisory Panelist, National Science Foundation (NSF)
2006, Proposal Reviewer, National Science Foundation (NSF)
2005-2005, Visiting Associate Professor, National University of Singapore, Statistics and Applied Probability
2005-2006, Adjunct Associate Professor, Michigan State University, Center for Global Change and Earth Observations
2004-2005, Visiting Professor, Peking University, Guanghua School of Management, Business Statistics and Econometrics
2003-2004, ASA/NSF/BLS Research Fellow, US Bureau of Labor Statistics
2001-2006, Associate Professor, Michigan State University, College of Natural Science, Statistics and Probability
2001-2002, Judith C. & William G. Bollinger Visiting Professor, University of Pennsylvania, Wharton School, Statistics
2000-2006, Associate Editor, Computational Statistics, Springer-Verlag
1997-2001, Assistant Professor, Michigan State University, College of Natural Science, Statistics and Probability
1995-1997, Research Associate, Humboldt University, School of Business, Statistics and Econometrics, Statistics Institute
1990-1995, Graduate Teaching Assistant, University of North Carolina at Chapel Hill, College of Arts and Sciences, Statistics
1990-1995, Research Assistant, University of North Carolina at Chapel Hill, College of Arts and Sciences, Statistics

Funding Received

  • National Science Foundation (NSF): Reduction of Infinite Data Dimension via B Spline Smoothing, DMS 0706518, $221,525, 2007 to 2010.
  • National Science Foundation (NSF): Monte-Carlo Multi-step Ahead Forecasting for Nonlinear Time Series, DMS 0405330, $192,053, 2004 to 2007.
  • ASA/NSF/BLS Research Fellowship: Non- and Semi- parametric Analysis of Multivariate Seasonal Time Series Data, $59,009, 2003 to 2004.
  • Sonderforschungsbereich 373 'Quantifikation und Simulation Oekonomischer Prozesse' Deutsche Forschungsgemeinschaft: Semiparametric Models (A1), Nonparametric Time Series Analysis (A2), EUR 5,300, 2002 to 2002.
  • Sonderforschungsbereich 373 'Quantifikation und Simulation Oekonomischer Prozesse' Deutsche Forschungsgemeinschaft: Semiparametric Models (A1), Nonparametric Time Series Analysis (A2), EUR 4,920, 2001 to 2001.
  • Sonderforschungsbereich 373 'Quantifikation und Simulation Oekonomischer Prozesse' Deutsche Forschungsgemeinschaft: Semiparametric Models (A1), Nonparametric Time Series Analysis (A2), EUR 4,600, 2000 to 2000.
  • National Science Foundation (NSF): Non- and Semi- parametric Identification and Prediction of Autoregressive Models, with Applications to Econometrics, DMS 9971186, $77,508, 1999 to 2002.
  • Sonderforschungsbereich 373 'Quantifikation und Simulation Oekonomischer Prozesse' Deutsche Forschungsgemeinschaft: Semiparametric Models (A1), Nonparametric Time Series Analysis (A2), EUR 4,600, 1999 to 1999.
  • Sonderforschungsbereich 373 'Quantifikation und Simulation Oekonomischer Prozesse' Deutsche Forschungsgemeinschaft: Semiparametric Models (A1), Nonparametric Time Series Analysis (A2), DEM 9,000, 1998 to 1998.

Publications

  • Tschernig, R., Yang, L. (2009) Nonparametric Estimation of Generalized Impulse Response Functions, Econometric Theory
  • Mishra, D. K., Dolan, K. D., Yang, L. (2009) Bootstrap Confidence Intervals for the Kinetic Parameters for Degradation of Anthocyanins in Grape Pomace, Journal of Food Process Engineering
  • Wang, L., Yang, L. (2009) Simultaneous Spline Confidence Bands for Time Series, Pakistan Journal of Statistics
  • Liu, R., Yang, L. (2009) Spline-backfitted Kernel Smoothing of Additive Coefficient Model, Econometric Theory, In Press
  • Wang, J., Yang, L. (2009) Efficient and Fast Spline-backfitted Kernel Smoothing of Additive Model, Annals of the Institute of Statistical Mathematics, In Press
  • Song, Q., Yang, L. (2009) Spline Confidence Bands for Variance Function, Journal of Nonparametric Statistics, 21 (5), 589-609
  • Wang, L., Yang, L. (2009) Spline Estimation of Single Index Model, Statistica Sinica, 19 (2), 765-783
  • Wang, J., Yang, L. (2009) Polynomial Spline Confidence Bands for Regression Curves, Statistica Sinica, 19 (1), 325-342
  • Liu, R., Yang, L. (2008) Kernel Estimation of Multivariate Cumulative Distribution Function, Journal of Nonparametric Statistics, 20 (8), 661-677
  • Huang, X., Wang, L., Yang, L., Kravchenko, A. N. (2008) Management Practice Effects on Relationships of Grain Yields with Topography and Precipitation, Agronomy Journal, 100 (5), 1463-1471
  • Yang, L. (2008) Confidence Band for Additive Regression Model, Journal of Data Science, 6 (2), 207-217
  • Mishra, D. K., Dolan, K. D., Yang, L. (2008) Confidence Intervals for Modeling Anthocyanin Retention in Grape Pomace During Non-isothermal Heating, Journal of Food Science, 73 (1), E9-E15
  • Wang, L., Yang, L. (2007) Spline-Backfitted Kernel Smoothing of Nonlinear Additive Autoregression Model, Annals of Statistics, 35 (6), 2474-2503
  • Dolan, K. D., Yang, L., 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
  • Yang, L. (2007) Nonparametric Modelling of Quarterly Unemployment Rates, Journal of Data Science, 5 (1), 85-101
  • Xue, L., Yang, L. (2006) Additive Coefficient Modeling Via Polynomial Spline, Statistica Sinica, 16 (4), 1423-1446
  • Yang, L., Park, B. U., Xue, L., Härdle, W. (2006) Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration, Journal of the American Statistical Association, 101 (475), 1212-1227
  • Xue, L., Yang, L. (2006) Estimation of Semiparametric Additive Coefficient Model, Journal of Statistical Planning and Inference, 136 (8), 2506-2534
  • Yang, L. (2006) A Semiparametric GARCH Model for Foreign Exchange Volatility, Journal of Econometrics, 130 (2), 365-384
  • Chen, R., Yang, L., Hafner, C. (2004) Nonparametric Multi-step Ahead Prediction in Time Series Analysis, Journal of the Royal Statistical Society Series B, 66 (3), 669-686
  • Huang, J., Yang, L. (2004) Identification of Nonlinear Additive Autoregressive Models, Journal of the Royal Statistical Society Series B, 66 (2), 463-477
  • Yang, L., Sperlich, S., Härdle, W. (2003) Derivative Estimation and Testing in Generalized Additive Models, Journal of Statistical Planning and Inference, 115 (2), 521-542
  • Yang, L., Tschernig, R. (2002) Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models, Econometric Theory, 18 (6), 1408-1448
  • Simons, G., Yao, Y., Yang, L. (2002) Doob, Ignatov and Optional Skipping, Annals of Probability, 30 (4), 1933-1958
  • Härdle, W., Cizek, P., 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), 397
  • Yang, L. (2002) Direct Estimation in An Additive Model When the Components Are Proportional, Statistica Sinica, 12 (3), 801-821
  • Sperlich, S., Tjøstheim, D., Yang, L. (2002) Nonparametric Estimation and Testing of Interaction in Additive Models, Econometric Theory, 18 (2), 197-251
  • Smith, H., Mutka, M., Yang, L. (2001) Feedback Scalability for Multicast Videoconferencing, , , 640-648 pages
  • Tschernig, R., Yang, L. (2000) Nonparametric Lag Selection for Time Series, Journal of Time Series Analysis, 21 (4), 457-487
  • Yang, L. (2000) Finite Nonparametric GARCH Model for Foreign Exchange Volatility, Communications in Statistics: Theory and Methods, 29 (5&6), 1347-1365
  • Yang, L. (2000) Root-n Convergent Transformation-kernel Density Estimation, Journal of Nonparametric Statistics, 12 (4), 447-474
  • Grund, B., Yang, L. (2000) Hazard Regression In Härdle, Hlávka, Klinke (eds), XploRe: Applications Guide, Springer-Verlag, 115-144 pages (bookchapter)
  • Yang, L., Tschernig, R. (1999) Multivariate Bandwidth Selection for Local Linear Regression, Journal of the Royal Statistical Society, Series B, 61 (4), 793-815
  • Yang, L., Härdle, W., Nielsen, J. P. (1999) Nonparametric Autoregression With Multiplicative Volatility and Additive Mean, Journal of Time Series Analysis, 20 (5), 579-604
  • Yang, L., Marron, J. S. (1999) Iterated Transformation-kernel Density Estimation, Journal of the American Statistical Association, 94 (446), 580-589
  • Härdle, W., Tsybakov, A. B., Yang, L. (1998) Nonparametric Vector Autoregression, Journal of Statistical Planning and Inference, 68 (2), 221-245
  • Härdle, W., Marron, J. S., 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
  • Härdle, W., Yang, L. (1997) Nonparametric Time Series Model Selection, Interface 96, Computing Science and Statistics, 407-412 pages

Profile Details

Last Updated: 6/18/2009

COS Expertise ID #450591
Reference this profile directly: http://myprofile.cos.com/yangli