工作论文#

  • Yi He, Jia Li, Yifan Li, and Yuhong Zhu, ``Fixed-k Inference for Explosive Drift’'.

曾应邀于中国科学技术大学、澳门大学、上海财经大学作学术报告

  • Adam Nie, Yanrong Yang, Han Lin Shang, Yi He, ``Attribution of Spurious Factors from High-Dimensional Functional Time Series''

曾在宁波诺丁汉大学举办的统计与机器学习研讨会上作报告

ArXiv
  • Yi He and Bo Zhang, ``Testing for Spurious Factor Analysis on High Dimensional Nonstationary Time Series''

老标题: ``Detecting Spurious Factor Models’'.

曾在第十三届国际极值分析学术会议,以及阿姆斯特丹大学、香港中文大学、格罗宁根大学、新加坡管理大学、南洋理工大学举办的学术研讨会上作报告。

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’'.
Available at SSRN
  • Yi He, Liang Peng, Dabao Zhang and Zifeng Zhao, ``Uniform Inference for Central and Tail Distributions with Censored Data''
Available at SSRN Older Version
  • Yi He and Juan-Juan Cai, ``Distribution Regression Approach for Cumulative Probability Models’'.

受邀于 2024 年非参数统计国际研讨会宣讲

  • Yi He, Yongmiao Hong, Xuan Leng, and Yizhou Zhang, ``Reinforced Tail Quantile Regression’'.
Available at SSRN