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Qiwei Yao

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About the author and department

Personal webpage: http://stats.lse.ac.uk/q.yao/

Department of Statistics: http://www.lse.ac.uk/statistics/home.aspx

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. http://eprints.lse.ac.uk/6095/ 

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. http://eprints.lse.ac.uk/5399/

An, H.Z., Huang, D., Yao, Q. and Zhang C.H. (2008). Stepwise searching for feature variables in high-dimensional linear regression. LSE preprint: http://stats.lse.ac.uk/q.yao/qyao.links/paper/ahyz08.pdfhttp://eprints.lse.ac.uk/51349/

Sgouropoulos, N., Yao, Q. and Yastremiz, C. (2014). Matching a distribution function by matching quantiles estimation. Journal of the American Statistical Association. LSE preprint: http://stats.lse.ac.uk/q.yao/qyao.links/paper/mqe.pdfhttp://eprints.lse.ac.uk/57221/

Evidence of impact

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