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ORCIDYanyong Zhao
This is just a disambiguation page, and is not intended to be the bibliography of an actual person. Any publication listed on this page has not been assigned to an actual author yet. If you know the true author of one of the publications listed below, you are welcome to contact us.
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2020 – today
- 2024
[j22]Yan-Yong Zhao, Yuchun Zhang, Yuan Liu
, Noriszura Ismail:
Distributed debiased estimation of high-dimensional partially linear models with jumps. Comput. Stat. Data Anal. 191: 107857 (2024)- [j21]Zhong-Cheng Han, Yan-Yong Zhao:
Nonparametric modal regression with mixed variables and application to analyze the GDP data. J. Comput. Appl. Math. 445: 115841 (2024) - 2023
- [j20]Lifang Wang, Wenzhao Qin, Yan-Yong Zhao:
Dynamic Properties of Dual-delay Network Congestion Control System Based on Hybrid Control. Neural Process. Lett. 55(7): 9295-9314 (2023) - 2022
- [j19]Yan-Yong Zhao, Jin-Guan Lin, Jian-Qiang Zhao, Zhang-Xiao Miao:
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure. Comput. Stat. Data Anal. 169: 107389 (2022) - [j18]Jian-Qiang Zhao, Yan-Yong Zhao:
Bootstrap bandwidth selection in time-varying coefficient models with jumps. Commun. Stat. Simul. Comput. 51(6): 3124-3137 (2022) - [j17]Yingying Zhang, Yan-Yong Zhao, Heng Lian:
Statistical Rates of Convergence for Functional Partially Linear Support Vector Machines for Classification. J. Mach. Learn. Res. 23: 156:1-156:24 (2022) - [j16]Xu-Guo Ye, Yanyong Zhao, Jin-Guan Lin, Weifang Long:
Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data. J. Syst. Sci. Complex. 35(6): 2398-2429 (2022) - 2021
- [j15]Yan-Yong Zhao, Jian-Qiang Zhao, Su-An Qian:
A new test for heteroscedasticity in single-index models. J. Comput. Appl. Math. 381: 112993 (2021) - [j14]Kong-sheng Zhang, Yan-Yong Zhao:
Modeling dynamic dependence between crude oil and natural gas return rates: A time-varying geometric copula approach. J. Comput. Appl. Math. 386: 113243 (2021) - 2020
- [j13]Jian-Qiang Zhao, Jianquan Li, Yan-Yong Zhao, Junyan He, Waled Khaled:
Checking Heteroscedasticity in Partially Linear Single-Index Models Using Pairwise Distance. IEEE Access 8: 25286-25298 (2020) - [j12]Zhong-Cheng Han, Jin-Guan Lin, Yan-Yong Zhao:
Adaptive semiparametric estimation for single index models with jumps. Comput. Stat. Data Anal. 151: 107013 (2020) - [j11]Tianshun Yan, Yanyong Zhao, Wentao Wang:
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate. Comput. Stat. 35(2): 539-557 (2020) - [j10]Yan-Yong Zhao:
Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models. J. Comput. Appl. Math. 363: 485-502 (2020) - [j9]Jian-Qiang Zhao, Yan-Yong Zhao, Zhang-Xiao Miao:
Analysis of panel data partially linear single-index models with serially correlated errors. J. Comput. Appl. Math. 368 (2020)
2010 – 2019
- 2019
- [j8]Yan-Yong Zhao, Jin-Guan Lin:
Estimation and test of jump discontinuities in varying coefficient models with empirical applications. Comput. Stat. Data Anal. 139: 145-163 (2019) - [j7]Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang, Hong-Xia Wang:
Iterative weighted estimation based on variance modelling in linear regression models. Commun. Stat. Simul. Comput. 48(9): 2599-2614 (2019) - [j6]He Zhang, Shaoyu Su, Yan-Yong Zhao, Junwei Lu:
Networked load frequency control of multi-area uncertain power systems via adaptive event-triggered communication scheme. J. Frankl. Inst. 356(16): 9600-9626 (2019) - [j5]Waled Khaled, Jin-Guan Lin, Zhong-Cheng Han, Yanyong Zhao, Hongxia Hao:
Test for Heteroscedasticity in Partially Linear Regression Models. J. Syst. Sci. Complex. 32(4): 1194-1210 (2019) - 2017
- [j4]Yan-Yong Zhao, Jin-Guan Lin, Hong-Xia Wang:
Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data. Commun. Stat. Simul. Comput. 46(4): 2638-2653 (2017) - 2016
- [j3]Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang:
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method. Comput. Stat. 31(1): 247-268 (2016) - [j2]Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang, Hong-Xia Wang:
Adaptive jump-preserving estimates in varying-coefficient models. J. Multivar. Anal. 149: 65-80 (2016) - 2015
- [j1]Yan-Yong Zhao, Jin-Guan Lin, Pei-Rong Xu, Xu-Guo Ye:
Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors. Comput. Stat. Data Anal. 89: 204-221 (2015)
Coauthor Index
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