← All authors Yan Liu Kyoto University (from arXiv:2206.09883, 2022) · ORCID · OpenAlex
34 papers in scope · 33 published · 3 on the econ.EM arXiv · 368 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Samuel Modée Yushu Li Stein Andreas Bethuelsen Sjur Westgaard Chukwuma Dim Linda Schilling Chao-Jun Li Andrew Y. Chen Xinjie Ma Andreas Neuhierl Yu-Chang Chen Campbell R. Harvey Takuya Ura Ron Smith Yanchun Jin Haitian Xie Yuan Liao Toshiki Tsuda M. Hashem Pesaran Hugo Enrique Sánchez López Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 34)
Normalising Transformation of the Hill Estimator
published 2025 · Australian & New Zealand Journal of Statistics
with Rikako Nomura
Heterogeneous reinsurance premiums under a trilateral stochastic differential game
published 2025 · Stochastic Models · 2 citations
with Xiufang Li, Xiaowei Chen
Statistical Inference for Local Granger Causality
published 2024 · Statistica Sinica · 2 citations · first circulated 2021
with Masanobu Taniguchi, Hernando Ombao
A note on testing for homoscedasticity in high-dimensional time series
published 2024 · Research in Statistics · 1 citations
with Yosei Yoshida
Optimal Cross-Sectional Regression
published 2024 · Management Science · 8 citations · first circulated 2020
Second-order robustness for time series inference
published 2023 · Statistical Inference for Stochastic Processes · 1 citations
with Xiaofei Xu, Masanobu Taniguchi
Sparse principal component analysis for high‐dimensional stationary time series
published 2023 · Scandinavian Journal of Statistics · 7 citations
with Kou Fujimori, Yuichi Goto, Masanobu Taniguchi
Homogeneity tests for one-way models with dependent errors under correlated groups
published 2022 · Test · 3 citations
with Yuichi Goto, Koichi Arakaki, Masanobu Taniguchi
published 2022 · Econometrics Journal · 2 citations · first circulated 2020
Higher‐order asymptotics of minimax estimators for time series
published 2022 · Journal of Time Series Analysis · 1 citations
with Xiaofei Xu, Masanobu Taniguchi
working paper 2022 · arXiv
Using Nomogram to Predict the Hospitalization Forgone Among Internal Migrants in China: A Nationally Representative Cross-Sectional Secondary Data Analysis
published 2021 · Risk Management and Healthcare Policy · 3 citations
with Li Niu, Xin Wang
Shrinkage estimation for multivariate time series
published 2021 · Statistical Inference for Stochastic Processes
with Yoshiyuki Tanida, Masanobu Taniguchi
Minimax estimation for time series models
published 2021 · METRON · 1 citations
with Masanobu Taniguchi
Empirical Likelihood Test for Regression Coefficients in High Dimensional Partially Linear Models
published 2020 · Journal of Systems Science and Complexity · 4 citations
with Mingyang Ren, Sanguo Zhang
Index option returns and generalized entropy bounds
published 2020 · Journal of Financial Economics · 17 citations · first circulated 2012
published 2020 · The Journal of Finance · 54 citations · first circulated 2017
Robust Linear Interpolation and Extrapolation of Stationary Time Series in L p
published 2019 · Journal of Time Series Analysis · 12 citations
with Yujie Xue, Masanobu Taniguchi
Bivariate first-order random coefficient integer-valued autoregressive processes
published 2019 · Journal of Statistical Planning and Inference · 20 citations
with Meiju Yu, Dehui Wang, Kai Yang
Change‐Point Detection in Autoregressive Models with no Moment Assumptions
published 2018 · Journal of Time Series Analysis · 8 citations · first circulated 2016
Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series
published 2018 · Journal of Time Series Analysis · 3 citations
with Yurie Tamura, Masanobu Taniguchi
Statistical inference for quantiles in the frequency domain
published 2017 · Statistical Inference for Stochastic Processes
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
published 2017 · Statistics & Probability Letters · 3 citations
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities
published 2016 · Communications in Statistics - Simulation and Computation · 2 citations
with Hideaki Nagahata, Hirotaka Uchiyama, Masanobu Taniguchi
SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO
published 2016 · International Journal of Theoretical and Applied Finance · 4 citations
with Ngai Hang Chan, Chi Tim Ng, Samuel Po Shing Wong
Construction of uniform designs for mixture experiments with complex constraints
published 2015 · Communication in Statistics-Theory and Methods · 20 citations
with Min-Qian Liu
An empirical likelihood approach for symmetric $\alpha$-stable processes
published 2015 · Bernoulli · 7 citations
with Fumiya Akashi, Masanobu Taniguchi
Asymptotic theory of parameter estimation by a contrast function based on interpolation error
published 2015 · Statistical Inference for Stochastic Processes · 6 citations
with Yoshihiro Suto, Masanobu Taniguchi
Evaluating Trading Strategies
published 2014 · The Journal of Portfolio Management · 90 citations
Variable high-gain disturbance observer design with online adaption of observer gains embedded in numerical integration
published 2012 · Mathematics and Computers in Simulation · 17 citations
with Dirk Söffker
Chinese family name distributions in multiple scales
published 2011 · Physica A Statistical Mechanics and its Applications · 6 citations
with Jiawei Chen, Liujun Chen, Xiaoying Wang, Yougui Wang
Construction of optimal supersaturated design with large number of levels
published 2010 · Journal of Statistical Planning and Inference · 16 citations
with Min-Qian Liu
Efficient estimation of copula-GARCH models
published 2008 · Computational Statistics & Data Analysis · 48 citations
Covariance Adjusted Approach and Parameter Estimation in Seemingly Unrelated Regression
published 1997 · Chinese Journal of Applied Probability and Statisties
with S Wang
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