李迎星
职称：教授
职务：
毕业院校：
联系方式：0592-2180219
电子邮箱：
办公地点：经济楼B305
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研究成果
Selected Publications:
Yingxing Li and Li-xing Zhu. (2007). “Asymptotics for Sliced Average Variance Estimation”, Annals of Statistics, 35, 41-69.
Yingxing Li and David Ruppert. (2008). “On the Asymptotics of Penalized Splines”, Biometrika, 95, 415-436.
Luo Xiao, Yingxing Li and David Ruppert. (2013) Fast bivariate P-splines: the sandwich smoother Journal of the Royal Statistical Society, Series B, 75, 577-599.
Haiqiang Chen, Qian Han, Yingxing Li and Kai Wu. Does Index Futures Trading Reduce Volatility in Chinese Stock Market? A Panel Data Evaluation Approach. Journal of Futures Markets, 33, 1167-1190.
Haiqiang Chen, Ying Fang and Yingxing Li (2015) Estimation and Inference for Varying-coefficient models with Nonstationary Regressors using Penalized Splines, Econometric Theory, 31, 751-777.
Liyuan Cui, Yongmiao Hong and Yingxing Li (2021) Solving Euler Equations via Two-stage Nonparametric Penalized Splines, Journal of Econometrics, 222, 1024-1056.
Liyuan Cui, Yongmiao Hong, Yingxing Li and Junhui Wang A Regularized High-dimensional Positive Definite Covariance Estimator with High-frequency Data. Accepted by Management Science