Yingxing Li

ORCID: 0000-0002-1634-9253
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About
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Research Areas
  • Statistical Methods and Inference
  • Financial Risk and Volatility Modeling
  • Advanced Statistical Methods and Models
  • Complex Network Analysis Techniques
  • Opinion Dynamics and Social Influence
  • Control Systems and Identification
  • Monetary Policy and Economic Impact
  • Advanced Decision-Making Techniques
  • Stock Market Forecasting Methods
  • Market Dynamics and Volatility
  • Simulation and Modeling Applications
  • Stochastic processes and financial applications
  • Probabilistic and Robust Engineering Design
  • Advanced Computational Techniques and Applications
  • Statistical and numerical algorithms
  • Insurance, Mortality, Demography, Risk Management
  • Bayesian Methods and Mixture Models
  • Prosthetics and Rehabilitation Robotics
  • Complex Systems and Time Series Analysis
  • Evaluation Methods in Various Fields
  • Evaluation and Optimization Models
  • Advanced Statistical Process Monitoring
  • Statistical Methods and Bayesian Inference
  • Image and Signal Denoising Methods
  • Advanced Text Analysis Techniques

Xiamen University
2012-2023

Northwestern Polytechnical University
2022

Minzu University of China
2020

Southwest University of Science and Technology
2018

Northwest Minzu University
2008-2016

North-West University
2008-2015

Institute of Economics
2012

Cornell University
2006-2008

Hong Kong Baptist University
2007

Journal Article On the asymptotics of penalized splines Get access Yingxing Li, Li Department Statistical Science, Malott Hall, Cornell University, New York 14853, U.S.A.yl377@cornell.edu Search for other works by this author on: Oxford Academic Google Scholar David Ruppert School Operational Research and Information Engineering, Rhodes U.S.A.dr24@cornell.edu Biometrika, Volume 95, Issue 2, June 2008, Pages 415–436, https://doi.org/10.1093/biomet/asn010 Published: 01 2008 history Received:...

10.1093/biomet/asn010 article EN Biometrika 2008-02-04

Summary We propose a fast penalized spline method for bivariate smoothing. Univariate P-spline smoothers are applied simultaneously along both co-ordinates. The new smoother has sandwich form which suggested the name ‘sandwich smoother’ to referee. tensor product structure that simplifies an asymptotic analysis and it can be computed. derive local central limit theorem smoother, with simple expressions bias variance, by showing is asymptotically equivalent kernel regression estimator kernel....

10.1111/rssb.12007 article EN Journal of the Royal Statistical Society Series B (Statistical Methodology) 2013-02-07

In this paper, we systematically study the consistency of sliced average variance estimation (SAVE). The findings reveal that when response is continuous, asymptotic behavior SAVE rather different from inverse regression (SIR). SIR can achieve $\sqrt{n}$ even each slice contains only two data points. However, cannot be consistent and it turns out to not a fixed number points do depend on n, where n sample size. These results theoretically confirm notion more sensitive slices than SIR. Taking...

10.1214/009053606000001091 article EN The Annals of Statistics 2007-02-01

This study investigates the effect of introducing index futures trading on spot price volatility in Chinese stock market. We employ a recently developed panel data policy evaluation approach (Hsiao, Ching, and Wan, 2011) to construct counterfactuals market volatility, based mainly cross‐sectional correlations between international markets. new method does not need specify particular regression or time‐series model for process around introduction date trading, thus avoids potential omitted...

10.1002/fut.21573 article EN Journal of Futures Markets 2012-07-30

ABSTRACT This paper introduces a general framework for testing hypotheses about the structure of mean function complex functional processes. Important particular cases proposed are as follows: (1) null hypothesis that process is parametric against alternative modelled by penalized splines; and (2) means two possibly correlated processes equal or differ only simple function. A global pseudo‐likelihood ratio test proposed, its asymptotic distribution derived. The size power properties...

10.1111/sjos.12075 article EN Scandinavian Journal of Statistics 2014-02-18

10.1016/j.csda.2006.01.005 article EN Computational Statistics & Data Analysis 2006-02-04

Due to finite lifespan of the particles or boundedness physical space, tempered fractional calculus seems be a more reasonable choice. Stability is central issue for system. This paper focuses on Mittag–Leffler stability systems, being much different from ones pure case. Some new lemmas Caputo Riemann–Liouville derivatives are established. Besides, comparison principle and extended Lyapunov direct method used construct Finally, two examples presented illustrate effectiveness theoretical results.

10.1155/2020/7962542 article EN Mathematical Problems in Engineering 2020-05-29

10.1016/j.jmva.2021.104881 article EN Journal of Multivariate Analysis 2021-11-12

This report studies local asymptotics of P-splines with $p$th degree B-splines and a $m$th order difference penalty. Earlier work $p$ $m$ restricted is extended to the general case. Asymptotically, penalized splines are kernel estimators equivalent kernels depending on $m$, but not $p$. A central limit theorem provides simple expressions for asymptotic mean variance. Provided it fast enough, divergence rate number knots does affect distribution. The optimal convergence penalty parameter given.

10.48550/arxiv.1201.0708 preprint EN other-oa arXiv (Cornell University) 2012-01-01

10.1016/j.jmva.2018.11.004 article EN publisher-specific-oa Journal of Multivariate Analysis 2018-11-19

This paper investigates the effect of introducing index futures trading on spot price volatility in Chinese stock market. We employ a recently developed panel data policy evaluation approach (Hsiao et al. 2011) to construct counterfactuals market volatility, based mainly cross-sectional correlations between and international markets. new method does not need specify particular regression or time series model for process around introduction date trading, thus avoids potential omitted variable...

10.2139/ssrn.2250996 article EN SSRN Electronic Journal 2012-01-01

Aiming to provide a quantitative method of software quality assessment for the digitizing system ethnic antiquarian resources, model suitable was introduced on basis three-layer metric by Walters and McCall. The characteristics Tibetan, Mongolian, Uighur other languages are also introduced. application determines grade membership each index fuzzy statistics method. And with entropy method, weight value is determined. An instance resources carried out illustrate feasibility this

10.1109/csse.2008.304 article EN 2008-01-01

This paper considers estimation and inference for varying-coefficient models with nonstationary regressors. We propose a nonparametric method using penalized splines, which achieves the same optimal convergence rate as kernel-based methods, but enjoys computation advantages. Utilizing mixed model representation of we develop likelihood ratio test statistic checking stability regression coefficients. derive both exact asymptotic null distributions this statistic. also demonstrate its...

10.1017/s0266466614000541 article EN Econometric Theory 2014-10-14

Although there have been recent extensive research cooperation network and online community, very limited knowledge of the actual development social networks. In paper, we consider structural evolution a large The theoretical analysis simulation results show that, networks model with scale-free small-world properties. A new is close to real-world more exactly can simulate It generated by improving Barabasi-Albert

10.1109/icnc.2012.6234572 article EN 2012-05-01

Tibetan people living in the Qinghai-Tibet Plateau all and some of edge transition zone, with its unique charm dimensions world, a culture human civilization is indispensable. user's access interest must be shown by his behavior, to analyze user you can determine interest. The may have different degrees interest, proposed use fuzzy comprehensive evaluation method judge degree web page, verify practice it feasible take into account pages

10.1109/csip.2012.6308989 article EN 2012-08-01

We proposed a fault-tolerant control method based on machine vision to enhance the reliability of robotic arm in radiation environment. Firstly, we introduced joint angle visual detection as an backup solution, which was used timely detect case encoder fault. Next, fault diagnosis mechanism, and difference between feedback value corresponding values basis When failed, it could be switched real time. With Canny edge Probabilistic Hough transform, extract identification tag image from...

10.1109/ccdc.2018.8407181 article EN 2018-06-01

Diffusion tensor imaging (DTI) is a quantitative magnetic resonance technique that measures the three-dimensional diffusion of water molecules within tissue through application multiple gradients. This rapidly increasing in popularity for studying white matter properties and structural connectivity living human brain. One major outcomes derived from DTI process known as fractional anisotropy, continuous measure restricted on interval (0,1). Motivated longitudinal study sclerosis, we use beta...

10.1002/bimj.201300003 article EN Biometrical Journal 2014-03-25

Starting from the composition characteristics of particularity variety Tibetan customs, They influence network software for teaching. Outlined intelligent computer-aided teaching system should include a module, student teacher diagnostic modules, Interface five main sections. To module focuses on analysis, final with complex theory Bipartite Graph learning behavior model, computer aided students design to provide basis, through practice proves achieved good results.

10.1016/j.ieri.2012.06.062 article EN cc-by-nc-nd IERI Procedia 2012-01-01

This paper considers estimation and inference for varying-coefficient models with nonstationary regressors. We propose a nonparametric method using penalized splines, which achieves the same optimal convergence rate as kernel-based methods, but enjoys computation advantages. Utilizing mixed model representation of we develop likelihood ratio test statistic checking stability regression coefficients. derive both exact asymptotic null distributions this statistic. also demonstrate its...

10.2139/ssrn.2287449 article EN SSRN Electronic Journal 2013-01-01

With the further expansion of business model, traditional e-commerce platform can not meet requirements development. Comparing with its own non-flexibility, non-mobility, non-compatibility and non-intelligence, this paper distributed intelligent agent based on framework for platform. According to functional system, we identify role in such as customer agents, centre agents payment agents. The roles these are intelligent, active, distributive collaborative; they also through multi-agent...

10.1109/icee.2010.529 article EN International Conference on E-Business and E-Government 2010-05-01

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10.2139/ssrn.3800154 article EN SSRN Electronic Journal 2021-01-01
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