Working Papers#
- Yi He, Jia Li, Yifan Li, and Yuhong Zhu, ``Fixed-k Inference for Explosive Drift’'.
Presented at University of Science and Technology of China, Macau University, Shanghai University of Finance and Economics
- Adam Nie, Yanrong Yang, Han Lin Shang, Yi He, ``Attribution of Spurious Factors from High-Dimensional Functional Time Series''
Presented at Workshop on Statistics and Machine Learning at University of Nottingham Ningbo China
ArXiv- Yi He and Bo Zhang, ``Testing for Spurious Factor Analysis on High Dimensional Nonstationary Time Series''
Old title: ``Detecting Spurious Factor Models’'.
Presented at The 13th International Conference on Extreme Value Analysis, and seminars at University of Amsterdam, Chinese University of Hong Kong, University of Groningen, Singapore Management University, and Nanyang Technological University.
New Version at SSRN Old Version at FigShare Old Version at SSRN- Xuan Leng, Yi He, Yanxi Hou, Liang Peng, ``Asymptotics of CoVaR Inference In Two-Quantile-Regression’'.
- Yi He, Liang Peng, Dabao Zhang and Zifeng Zhao, ``Uniform Inference for Central and Tail Distributions with Censored Data''
Yi He and Juan-Juan Cai, ``Distribution Regression Approach for Cumulative Probability Models’’. Presented at International Symposium on Nonparametric Statistics 2024
Yi He, Yongmiao Hong, Xuan Leng, and Yizhou Zhang, ``Reinforced Tail Quantile Regression’'.