Lam, Clifford; Yao, Qiwei Factor modeling for high-dimensional time series: inference for the number of factors. (English) Zbl 1273.62214 Ann. Stat. 40, No. 2, 694-726 (2012). MSC: 62M10 62H30 60G99 PDFBibTeX XMLCite \textit{C. Lam} and \textit{Q. Yao}, Ann. Stat. 40, No. 2, 694--726 (2012; Zbl 1273.62214) Full Text: DOI arXiv Euclid
Polonik, Wolfgang; Yao, Qiwei Set-indexed conditional empirical and quantile processes based on dependent data. (English) Zbl 0992.62094 J. Multivariate Anal. 80, No. 2, 234-255 (2002). MSC: 62M99 62G30 62G20 PDFBibTeX XMLCite \textit{W. Polonik} and \textit{Q. Yao}, J. Multivariate Anal. 80, No. 2, 234--255 (2002; Zbl 0992.62094) Full Text: DOI Link
Polonik, Wolfgang; Yao, Qiwei Conditional minimum volume predictive regions for stochastic processes. (English) Zbl 0995.62097 J. Am. Stat. Assoc. 95, No. 450, 509-519 (2000). MSC: 62M20 62G20 62G05 62M10 PDFBibTeX XMLCite \textit{W. Polonik} and \textit{Q. Yao}, J. Am. Stat. Assoc. 95, No. 450, 509--519 (2000; Zbl 0995.62097) Full Text: DOI Link
Yao, Qiwei; Morgan, Byron J. T. Empirical transform estimation for indexed stochastic models. (English) Zbl 0913.62023 J. R. Stat. Soc., Ser. B, Stat. Methodol. 61, No. 1, 127-141 (1999). MSC: 62F10 62F12 PDFBibTeX XMLCite \textit{Q. Yao} and \textit{B. J. T. Morgan}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 61, No. 1, 127--141 (1999; Zbl 0913.62023) Full Text: DOI
Yao, Qiwei; Tong, Howell Quantifying the influence of initial values on nonlinear prediction. (English) Zbl 0799.62099 J. R. Stat. Soc., Ser. B 56, No. 4, 701-725 (1994). MSC: 62M20 62G07 PDFBibTeX XMLCite \textit{Q. Yao} and \textit{H. Tong}, J. R. Stat. Soc., Ser. B 56, No. 4, 701--725 (1994; Zbl 0799.62099)