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Author ID: fan.yanqin Recent zbMATH articles by "Fan, Yanqin"
Published as: Fan, Yanqin; Fan, YanQin; Fan, Y.
Documents Indexed: 69 Publications since 1988
Co-Authors: 44 Co-Authors with 50 Joint Publications
2,550 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

54 Publications have been cited 1,145 times in 756 Documents Cited by Year
Constistent model specification tests: Omitted variables and semiparametric functional forms. Zbl 0854.62038
Fan, Yanqin; Li, Qi
137
1996
Estimation of copula-based semiparametric time series models. Zbl 1337.62201
Chen, Xiaohong; Fan, Yanqin
86
2006
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425
Chen, Xiaohong; Fan, Yanqin
82
2006
Nonparametric instrumental regression. Zbl 1274.62277
Darolles, S.; Fan, Y.; Florens, J. P.; Renault, E.
81
2011
Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor
64
2006
Central limit theorem for degenerate \(U\)-statistics of absolutely regular processes with applications to model specification testing. Zbl 0974.62044
Fan, Yanqin; Li, Qi
63
1999
Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case. Zbl 0698.62040
Fan, Y.
53
1990
Consistent model specification tests. (Kernel-based tests versus Bierens’ ICM tests). Zbl 1180.62071
Fan, Yanqin; Li, Qi
50
2000
Maximization by parts in likelihood inference. Zbl 1117.62429
Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D.
37
2005
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032
Chen, Xiaohong; Fan, Yanqin
37
2005
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506
Chen, Xiaohong; Fan, Yanqin
35
1999
Travelling wave solutions for degenerate pseudo-parabolic equations modelling two-phase flow in porous media. Zbl 1261.35125
van Duijn, C. J.; Fan, Y.; Peletier, L. A.; Pop, I. S.
28
2013
On goodness-of-fit tests for weakly dependent processes using kernel method. Zbl 0955.62044
Fan, Yanqin; Ullah, Aman
27
1999
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function. Zbl 0949.62044
Fan, Yanqin
26
1997
Some higher-order theory for a consistent non-parametric model specification test. Zbl 1008.62042
Fan, Yanqin; Linton, Oliver
26
2003
Root-\(N\)-consistent estimation of partially linear time series models. Zbl 0953.62094
Fan, Yanqin; Li, Qi
24
1999
A class of pseudo-parabolic equations: existence, uniqueness of weak solutions, and error estimates for the Euler-implicit discretization. Zbl 1235.35182
Fan, Y.; Pop, I. S.
22
2011
A consistent nonparametric test of symmetry in linear regression models. Zbl 0826.62031
Fan, Yanqin; Gencay, Ramazan
21
1995
Sharp bounds on the distribution of treatment effects and their statistical inference. Zbl 1191.62061
Fan, Yanqin; Park, Sang Soo
19
2010
Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068
Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang
15
2009
Unit root tests with wavelets. Zbl 1197.62127
Fan, Yanqin; Gençay, Ramazan
13
2010
Bootstrapping a consistent nonparametric goodness-of-fit test. Zbl 0832.62038
Fan, Yanqin
13
1995
A kernel-based method for estimating additive partially linear models. Zbl 1028.62023
Fan, Yanqin; Li, Qi
13
2003
Bootstrapping J-type tests for non-nested regression models. Zbl 0877.90023
Fan, Yanqin; Li, Qi
12
1995
Partial identification of the distribution of treatment effects in switching regime models and its confidence sets. Zbl 1189.62183
Fan, Yanqin; Wu, Jisong
10
2010
A note on asymptotic normality for deconvolution kernel density estimators. Zbl 0895.62045
Fan, Yanqin; Liu, Yanjun
10
1997
Fully resolved measurements of turbulent boundary layer flows up to \(Re_\tau=20\,000\). Zbl 1415.76360
Samie, M.; Marusic, I.; Hutchins, N.; Fu, M. K.; Fan, Y.; Hultmark, M.; Smits, A. J.
10
2018
Equivalent formulations and numerical schemes for a class of pseudo-parabolic equations. Zbl 1452.35082
Fan, Y.; Pop, I. S.
10
2013
A consistent model specification test based on the kernel sum of squares of residuals. Zbl 1033.62038
Fan, Yanqin; Li, Qi
10
2002
Experiments with successive quadratic programming algorithms. Zbl 0619.90056
Fan, Y.; Sarkar, S.; Lasdon, L.
9
1988
A nonparametric bootstrap test of conditional distributions. Zbl 1125.62040
Fan, Yanqin; Li, Qi; Min, Insik
9
2006
Partial identification of the distribution of treatment effects and its confidence sets. Zbl 1190.62073
Fan, Yanqin; Park, Sang Soo
8
2009
Asymptotic normality of a combined regression estimator. Zbl 0952.62034
Fan, Yanqin; Ullah, Aman
8
1999
A consistent nonparametric test for linearity of \(\text{AR} (p)\) models. Zbl 0895.90048
Fan, Yanqin; Li, Qi
8
1997
Optimal bandwidths for kernel density estimators of functions of observations. Zbl 0965.62030
Ahmad, Ibrahim A.; Fan, Yanqin
7
2001
A direct approach to inference in nonparametric and semiparametric quantile models. Zbl 1390.62038
Fan, Yanqin; Liu, Ruixuan
7
2016
Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang
7
2010
Average derivative estimation with errors-in-variables. Zbl 1380.62147
Fan, Yanqin
6
1995
Partial identification of functionals of the joint distribution of “potential outcomes”. Zbl 1443.62444
Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming
5
2017
On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes. Zbl 1063.94510
Fan, Yanqin
4
2003
A new class of asymptotically efficient estimators for moment condition models. Zbl 1441.62678
Fan, Yanqin; Gentry, Matthew; Li, Tong
4
2011
Confidence intervals for the quantile of treatment effects in randomized experiments. Zbl 1441.62679
Fan, Yanqin; Park, Sang Soo
4
2012
A data-driven test for dispersive ordering. Zbl 0947.62027
Fan, Yanqin
3
1999
A model selection test for bivariate failure-time data. Zbl 1237.62137
Chen, Xiaohong; Fan, Yanqin
3
2007
Random sequential adsorption on a ladder. Zbl 0925.82025
Fan, Y.; Percus, J. K.
3
1992
Generalised linear mixed model analysis via sequential Monte Carlo sampling. Zbl 1320.62178
Fan, Y.; Leslie, D. S.; Wand, M. P.
3
2008
A wavelet solution to the spurious regression of fractionally differenced processes. Zbl 1068.62092
Fan, Yanqin; Whitcher, Brandon
2
2003
Partial identification and inference in censored quantile regression. Zbl 1398.62091
Fan, Yanqin; Liu, Ruixuan
2
2018
Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV. Zbl 1293.62054
Fan, Yanqin; Park, Sang Soo
2
2014
Identifying treatment effects under data combination. Zbl 1410.62202
Fan, Yanqin; Sherman, Robert; Shum, Matthew
2
2014
Partial identification of distributional and quantile treatment effects in difference-in-differences models. Zbl 1253.91140
Fan, Yanqin; Yu, Zhengfei
2
2012
Duality for random sequential adsorption on a lattice. Zbl 0791.60060
Fan, Y.; Percus, J. K.
1
1992
Simultaneous Fitting of Bayesian penalised quantile splines. Zbl 07027266
Rodrigues, T.; Dortet-Bernadet, J.-L.; Fan, Y.
1
2019
On rank estimators in increasing dimensions. Zbl 1456.62142
Fan, Yanqin; Han, Fang; Li, Wei; Zhou, Xiao-Hua
1
2020
On rank estimators in increasing dimensions. Zbl 1456.62142
Fan, Yanqin; Han, Fang; Li, Wei; Zhou, Xiao-Hua
1
2020
Simultaneous Fitting of Bayesian penalised quantile splines. Zbl 07027266
Rodrigues, T.; Dortet-Bernadet, J.-L.; Fan, Y.
1
2019
Fully resolved measurements of turbulent boundary layer flows up to \(Re_\tau=20\,000\). Zbl 1415.76360
Samie, M.; Marusic, I.; Hutchins, N.; Fu, M. K.; Fan, Y.; Hultmark, M.; Smits, A. J.
10
2018
Partial identification and inference in censored quantile regression. Zbl 1398.62091
Fan, Yanqin; Liu, Ruixuan
2
2018
Partial identification of functionals of the joint distribution of “potential outcomes”. Zbl 1443.62444
Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming
5
2017
A direct approach to inference in nonparametric and semiparametric quantile models. Zbl 1390.62038
Fan, Yanqin; Liu, Ruixuan
7
2016
Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV. Zbl 1293.62054
Fan, Yanqin; Park, Sang Soo
2
2014
Identifying treatment effects under data combination. Zbl 1410.62202
Fan, Yanqin; Sherman, Robert; Shum, Matthew
2
2014
Travelling wave solutions for degenerate pseudo-parabolic equations modelling two-phase flow in porous media. Zbl 1261.35125
van Duijn, C. J.; Fan, Y.; Peletier, L. A.; Pop, I. S.
28
2013
Equivalent formulations and numerical schemes for a class of pseudo-parabolic equations. Zbl 1452.35082
Fan, Y.; Pop, I. S.
10
2013
Confidence intervals for the quantile of treatment effects in randomized experiments. Zbl 1441.62679
Fan, Yanqin; Park, Sang Soo
4
2012
Partial identification of distributional and quantile treatment effects in difference-in-differences models. Zbl 1253.91140
Fan, Yanqin; Yu, Zhengfei
2
2012
Nonparametric instrumental regression. Zbl 1274.62277
Darolles, S.; Fan, Y.; Florens, J. P.; Renault, E.
81
2011
A class of pseudo-parabolic equations: existence, uniqueness of weak solutions, and error estimates for the Euler-implicit discretization. Zbl 1235.35182
Fan, Y.; Pop, I. S.
22
2011
A new class of asymptotically efficient estimators for moment condition models. Zbl 1441.62678
Fan, Yanqin; Gentry, Matthew; Li, Tong
4
2011
Sharp bounds on the distribution of treatment effects and their statistical inference. Zbl 1191.62061
Fan, Yanqin; Park, Sang Soo
19
2010
Unit root tests with wavelets. Zbl 1197.62127
Fan, Yanqin; Gençay, Ramazan
13
2010
Partial identification of the distribution of treatment effects in switching regime models and its confidence sets. Zbl 1189.62183
Fan, Yanqin; Wu, Jisong
10
2010
Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang
7
2010
Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068
Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang
15
2009
Partial identification of the distribution of treatment effects and its confidence sets. Zbl 1190.62073
Fan, Yanqin; Park, Sang Soo
8
2009
Generalised linear mixed model analysis via sequential Monte Carlo sampling. Zbl 1320.62178
Fan, Y.; Leslie, D. S.; Wand, M. P.
3
2008
A model selection test for bivariate failure-time data. Zbl 1237.62137
Chen, Xiaohong; Fan, Yanqin
3
2007
Estimation of copula-based semiparametric time series models. Zbl 1337.62201
Chen, Xiaohong; Fan, Yanqin
86
2006
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425
Chen, Xiaohong; Fan, Yanqin
82
2006
Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor
64
2006
A nonparametric bootstrap test of conditional distributions. Zbl 1125.62040
Fan, Yanqin; Li, Qi; Min, Insik
9
2006
Maximization by parts in likelihood inference. Zbl 1117.62429
Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D.
37
2005
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032
Chen, Xiaohong; Fan, Yanqin
37
2005
Some higher-order theory for a consistent non-parametric model specification test. Zbl 1008.62042
Fan, Yanqin; Linton, Oliver
26
2003
A kernel-based method for estimating additive partially linear models. Zbl 1028.62023
Fan, Yanqin; Li, Qi
13
2003
On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes. Zbl 1063.94510
Fan, Yanqin
4
2003
A wavelet solution to the spurious regression of fractionally differenced processes. Zbl 1068.62092
Fan, Yanqin; Whitcher, Brandon
2
2003
A consistent model specification test based on the kernel sum of squares of residuals. Zbl 1033.62038
Fan, Yanqin; Li, Qi
10
2002
Optimal bandwidths for kernel density estimators of functions of observations. Zbl 0965.62030
Ahmad, Ibrahim A.; Fan, Yanqin
7
2001
Consistent model specification tests. (Kernel-based tests versus Bierens’ ICM tests). Zbl 1180.62071
Fan, Yanqin; Li, Qi
50
2000
Central limit theorem for degenerate \(U\)-statistics of absolutely regular processes with applications to model specification testing. Zbl 0974.62044
Fan, Yanqin; Li, Qi
63
1999
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506
Chen, Xiaohong; Fan, Yanqin
35
1999
On goodness-of-fit tests for weakly dependent processes using kernel method. Zbl 0955.62044
Fan, Yanqin; Ullah, Aman
27
1999
Root-\(N\)-consistent estimation of partially linear time series models. Zbl 0953.62094
Fan, Yanqin; Li, Qi
24
1999
Asymptotic normality of a combined regression estimator. Zbl 0952.62034
Fan, Yanqin; Ullah, Aman
8
1999
A data-driven test for dispersive ordering. Zbl 0947.62027
Fan, Yanqin
3
1999
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function. Zbl 0949.62044
Fan, Yanqin
26
1997
A note on asymptotic normality for deconvolution kernel density estimators. Zbl 0895.62045
Fan, Yanqin; Liu, Yanjun
10
1997
A consistent nonparametric test for linearity of \(\text{AR} (p)\) models. Zbl 0895.90048
Fan, Yanqin; Li, Qi
8
1997
Constistent model specification tests: Omitted variables and semiparametric functional forms. Zbl 0854.62038
Fan, Yanqin; Li, Qi
137
1996
A consistent nonparametric test of symmetry in linear regression models. Zbl 0826.62031
Fan, Yanqin; Gencay, Ramazan
21
1995
Bootstrapping a consistent nonparametric goodness-of-fit test. Zbl 0832.62038
Fan, Yanqin
13
1995
Bootstrapping J-type tests for non-nested regression models. Zbl 0877.90023
Fan, Yanqin; Li, Qi
12
1995
Average derivative estimation with errors-in-variables. Zbl 1380.62147
Fan, Yanqin
6
1995
Random sequential adsorption on a ladder. Zbl 0925.82025
Fan, Y.; Percus, J. K.
3
1992
Duality for random sequential adsorption on a lattice. Zbl 0791.60060
Fan, Y.; Percus, J. K.
1
1992
Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case. Zbl 0698.62040
Fan, Y.
53
1990
Experiments with successive quadratic programming algorithms. Zbl 0619.90056
Fan, Y.; Sarkar, S.; Lasdon, L.
9
1988
all top 5

Cited by 1,029 Authors

27 Li, Qi
26 Fan, Yanqin
17 Gao, Jiti
14 Chen, Xiaohong
14 Florens, Jean-Pierre
10 Escanciano, Juan Carlos
10 Hong, Yongmiao
10 Kerstens, Kristiaan
10 Linton, Oliver Bruce
10 Su, Liangjun
10 Sun, Jianguo
10 Van Keilegom, Ingrid
10 Zhu, Lixing
9 Czado, Claudia
9 Dette, Holger
9 White, Halbert Lynn jun.
8 Hall, Peter Gavin
8 van de Woestyne, Ignace
7 Horowitz, Joel L.
7 Hu, Tao
7 Min, Aleksey
7 Racine, Jeffrey Scott
7 Ullah, Aman
7 Xiao, Zhijie
6 Bouezmarni, Taoufik
6 Bücher, Axel
6 Cai, Zongwu
6 Fernandes, Marcelo
6 Guo, Xu
6 Lavergne, Pascal
6 Lee, Sangyeol
6 Mammen, Enno
6 Okhrin, Ostap
6 Peng, Liang
6 Simoni, Anna
6 Sun, Yiguo
5 Ahmad, Ibrahim A.
5 Chen, Songxi
5 Hoderlein, Stefan G. N.
5 Juhl, Ted
5 Liu, Ruixuan
5 Lu, Zudi
5 Martins-Filho, Carlos
5 Neumeyer, Natalie
5 Rémillard, Bruno N.
5 Song, Kyungchul
5 Yao, Feng
4 Beare, Brendan K.
4 Breunig, Christoph
4 Carrasco, Marine
4 Chen, Bin
4 Delgado, Miguel Ángel
4 Emura, Takeshi
4 Fermanian, Jean-David
4 Genest, Christian
4 González-Manteiga, Wenceslao
4 Härdle, Wolfgang Karl
4 Hsiao, Cheng
4 Hu, Yingyao
4 Kojadinovic, Ivan
4 Kristensen, Dennis
4 Kundu, Debasis
4 Lee, Sokbae
4 Leucht, Anne
4 Li, Tong
4 Meintanis, Simos G.
4 Mugdadi, Abdel-Razzaq
4 Otsu, Taisuke
4 Patilea, Valentin
4 Scaillet, Olivier
4 Simar, Léopold
4 Tjøstheim, Dag B.
4 Whang, Yoon-Jae
4 Wu, Ximing
4 Zhao, Shishun
4 Zhu, Xuehu
3 Abegaz, Fentaw
3 Beutner, Eric
3 Bierens, Herman J.
3 Birke, Melanie
3 Brechmann, Eike Christian
3 Centorrino, Samuele
3 Chalak, Karim
3 Chesneau, Christophe
3 Duchesne, Pierre
3 Dunker, Fabian
3 El Ghouch, Anouar
3 Fang, Ying
3 Fève, Frédérique
3 Gencay, Ramazan
3 Gijbels, Irène
3 Gourieroux, Christian
3 Hidalgo, Javier
3 Jin, Sainan
3 Kim, Kyoo il
3 Kim, Taeyoon
3 King, Maxwell Leslie
3 Lawless, Jerald F.
3 Lee, Jiyeon
3 Lee, Tae-Hwy
...and 929 more Authors
all top 5

Cited in 89 Serials

183 Journal of Econometrics
53 Econometric Theory
42 Journal of Multivariate Analysis
40 Econometric Reviews
37 Computational Statistics and Data Analysis
31 Journal of Nonparametric Statistics
22 The Annals of Statistics
20 Statistics & Probability Letters
19 Communications in Statistics. Theory and Methods
18 Journal of Statistical Planning and Inference
17 Economics Letters
13 Insurance Mathematics & Economics
13 Journal of Applied Statistics
12 Bernoulli
11 The Canadian Journal of Statistics
11 Electronic Journal of Statistics
10 Scandinavian Journal of Statistics
10 Communications in Statistics. Simulation and Computation
9 Journal of Time Series Analysis
8 European Journal of Operational Research
8 Lifetime Data Analysis
7 Annals of the Institute of Statistical Mathematics
7 Journal of Economic Dynamics & Control
7 Journal of Statistical Computation and Simulation
6 Test
6 The Econometrics Journal
6 Journal of Econometric Methods
5 Statistics
5 Quantitative Finance
5 Journal of the Korean Statistical Society
5 Journal of Statistical Theory and Practice
4 Biometrical Journal
4 Journal of the American Statistical Association
4 Annals of Operations Research
4 Computational Statistics
4 Statistica Sinica
4 Dependence Modeling
3 Metrika
3 Biometrics
3 Mathematical Methods of Statistics
3 Statistical Papers
3 Journal of Systems Science and Complexity
3 Statistical Methodology
2 Metron
2 Statistical Science
2 Pattern Recognition
2 Applied Mathematics. Series B (English Edition)
2 Extremes
2 Macroeconomic Dynamics
2 Statistical Inference for Stochastic Processes
2 Methodology and Computing in Applied Probability
2 Scandinavian Actuarial Journal
2 Statistical Modelling
2 AStA. Advances in Statistical Analysis
2 Statistics Surveys
2 Science China. Mathematics
2 Sankhyā. Series B
2 Statistics and Computing
1 Advances in Applied Probability
1 Lithuanian Mathematical Journal
1 Physica A
1 Journal of Computational and Applied Mathematics
1 Journal of Mathematical Economics
1 Kybernetika
1 Acta Mathematicae Applicatae Sinica. English Series
1 International Journal of Approximate Reasoning
1 The Annals of Applied Probability
1 Stochastic Processes and their Applications
1 Applied and Computational Harmonic Analysis
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
1 Stochastic Environmental Research and Risk Assessment
1 Applied Stochastic Models in Business and Industry
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 ASTIN Bulletin
1 North American Actuarial Journal
1 Hacettepe Journal of Mathematics and Statistics
1 Review of Derivatives Research
1 Statistical Methods and Applications
1 Advances in Data Analysis and Classification. ADAC
1 Optimization Letters
1 The Annals of Applied Statistics
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Quantitative Economics
1 Bayesian Analysis
1 Journal of Time Series Econometrics
1 Japanese Journal of Statistics and Data Science

Citations by Year