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Qiwei Yao

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Relevant research

Cai, Z., Yao, Q. and Zhang, W. (2001). Smoothing for discrete-valued time series. Journal of the Royal Statistical Society, Series B (Statistical Methodology), 63 (2), pp. 357-375. 

Fan, J., Hall, P. and Yao, Q. (2007). To how many simultaneous hypothesis tests can normal student’s t or bootstrap calibrations be applied? Journal of the American Statistical Association, 102 (480), pp. 1282-1288.

An, H.Z., Huang, D., Yao, Q. and Zhang C.H. (2008). Stepwise searching for feature variables in high-dimensional linear regression. LSE preprint:

Sgouropoulos, N., Yao, Q. and Yastremiz, C. (2014). Matching a distribution function by matching quantiles estimation. Journal of the American Statistical Association. LSE preprint:

Evidence of impact

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