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Author ID: whang.yoon-jae Recent zbMATH articles by "Whang, Yoon-Jae"
Published as: Whang, Yoon-Jae; Whang, Yoon Jae; Whang, Y.-J.

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 446 times in 356 Documents Cited by Year
Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
88
2005
Smoothed empirical likelihood methods for quantile regression models. Zbl 1138.62017
Whang, Yoon-Jae
50
2006
An improved bootstrap test of stochastic dominance. Zbl 1431.62190
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae
46
2010
Tests of specification for parametric and semiparametric models. Zbl 0786.62029
Whang, Yoon-Jae; Andrews, Donald W. K.
27
1993
Consistent bootstrap tests of parametric regression functions. Zbl 0966.62018
Whang, Yoon-Jae
24
2000
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
24
2009
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
24
2007
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae
23
2016
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503
Whang, Yoon-Jae; Linton, Oliver
18
1999
Testing functional inequalities. Zbl 1443.62101
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
18
2013
Consistent specification testing for conditional moment restrictions. Zbl 1028.62030
Whang, Y.-J.
13
2001
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
13
2012
Testing for a general class of functional inequalities. Zbl 1400.62096
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
13
2018
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
11
2002
Econometric analysis of stochastic dominance: concepts, methods, tools, and applications. Zbl 1409.62010
Whang, Yoon-Jae
9
2019
A test of autocorrelation in the presence of heteroskedasticity of unknown form. Zbl 1419.62255
Whang, Yoon-Jae
7
1998
Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements. Zbl 1521.62068
Chang, Minsu; Lee, Sokbae; Whang, Yoon-Jae
7
2015
Testing for nonnested conditional moment restrictions via conditional empirical likelihood. Zbl 1207.62100
Otsu, Taisuke; Whang, Yoon-Jae
5
2011
Random walk or chaos: a formal test on the Lyapunov exponent. Zbl 1443.62234
Park, Joon Y.; Whang, Yoon-Jae
5
2012
A multiple variance ratio test using subsampling. Zbl 1255.62390
Whang, Yoon-Jae; Kim, Jinho
5
2003
Inference on distribution functions under measurement error. Zbl 1456.62057
Adusumilli, Karun; Kurisu, Daisuke; Otsu, Taisuke; Whang, Yoon-Jae
5
2020
Testing for the stochastic dominance efficiency of a given portfolio. Zbl 1521.62197
Linton, Oliver; Post, Thierry; Whang, Yoon-Jae
5
2014
A test of the martingale hypothesis. Zbl 1082.62075
Park, Joon Y.; Whang, Yoon-Jae
2
2005
A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
2
2016
A test of normality using nonparametric residuals. Zbl 1115.62325
Whang, Yoon-Jae
1
1998
The lower regression function and testing expectation dependence dominance hypotheses. Zbl 1490.62109
Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min
1
2021
The lower regression function and testing expectation dependence dominance hypotheses. Zbl 1490.62109
Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min
1
2021
Inference on distribution functions under measurement error. Zbl 1456.62057
Adusumilli, Karun; Kurisu, Daisuke; Otsu, Taisuke; Whang, Yoon-Jae
5
2020
Econometric analysis of stochastic dominance: concepts, methods, tools, and applications. Zbl 1409.62010
Whang, Yoon-Jae
9
2019
Testing for a general class of functional inequalities. Zbl 1400.62096
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
13
2018
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae
23
2016
A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
2
2016
Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements. Zbl 1521.62068
Chang, Minsu; Lee, Sokbae; Whang, Yoon-Jae
7
2015
Testing for the stochastic dominance efficiency of a given portfolio. Zbl 1521.62197
Linton, Oliver; Post, Thierry; Whang, Yoon-Jae
5
2014
Testing functional inequalities. Zbl 1443.62101
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae
18
2013
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
13
2012
Random walk or chaos: a formal test on the Lyapunov exponent. Zbl 1443.62234
Park, Joon Y.; Whang, Yoon-Jae
5
2012
Testing for nonnested conditional moment restrictions via conditional empirical likelihood. Zbl 1207.62100
Otsu, Taisuke; Whang, Yoon-Jae
5
2011
An improved bootstrap test of stochastic dominance. Zbl 1431.62190
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae
46
2010
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
24
2009
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
24
2007
Smoothed empirical likelihood methods for quantile regression models. Zbl 1138.62017
Whang, Yoon-Jae
50
2006
Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
88
2005
A test of the martingale hypothesis. Zbl 1082.62075
Park, Joon Y.; Whang, Yoon-Jae
2
2005
A multiple variance ratio test using subsampling. Zbl 1255.62390
Whang, Yoon-Jae; Kim, Jinho
5
2003
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
11
2002
Consistent specification testing for conditional moment restrictions. Zbl 1028.62030
Whang, Y.-J.
13
2001
Consistent bootstrap tests of parametric regression functions. Zbl 0966.62018
Whang, Yoon-Jae
24
2000
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503
Whang, Yoon-Jae; Linton, Oliver
18
1999
A test of autocorrelation in the presence of heteroskedasticity of unknown form. Zbl 1419.62255
Whang, Yoon-Jae
7
1998
A test of normality using nonparametric residuals. Zbl 1115.62325
Whang, Yoon-Jae
1
1998
Tests of specification for parametric and semiparametric models. Zbl 0786.62029
Whang, Yoon-Jae; Andrews, Donald W. K.
27
1993
all top 5

Cited by 560 Authors

15 Whang, Yoon-Jae
12 Linton, Oliver Bruce
11 Escanciano, Juan Carlos
7 Hsu, Yu-Chin
7 Otsu, Taisuke
7 Post, Thierry
7 Topaloglou, Nikolas
7 Wang, Lei
6 Bouzebda, Salim
6 Li, Qi
6 Song, Kyungchul
6 Wong, Wing-Keung
5 Corradi, Valentina
5 Fan, Yanqin
5 Maasoumi, Esfandiar
5 Swanson, Norman Rasmus
4 Andrews, Donald Wilfrid Kao
4 Aradillas-Lopez, Andres
4 Arvanitis, Stelios
4 Dette, Holger
4 Donald, Stephen G.
4 Lee, Sokbae
4 Serletis, Apostolos
4 Shintani, Mototsugu
4 Zhang, Ting
4 Zhu, Lixing
3 Armstrong, Timothy B.
3 Bravo, Francesco
3 Chetverikov, Denis
3 Escot, Lorenzo
3 Galvao, Antonio F. jun.
3 Guo, Xu
3 Hallin, Marc
3 He, Xuming
3 Hušková, Marie
3 Kaplan, David M.
3 Kato, Kengo
3 Kley, Tobias
3 Lafuente-Rego, Borja
3 Lee, Tae-Hwy
3 Li, Tong
3 Lv, Xiaofeng
3 Ma, Wei
3 Meister, Alexander
3 Montes-Rojas, Gabriel V.
3 Nemouchi, Boutheina
3 Pittau, Maria Grazia
3 Sandubete, Julio E.
3 Scaillet, Olivier
3 Stengos, Thanasis
3 Ullah, Aman
3 Van Keilegom, Ingrid
3 Velasco, Carlos
3 Vilar, José Antonio
3 Volgushev, Stanislav
3 Wang, Dewei
3 Wang, Huixia Judy
3 You, Jinhong
3 Zelli, Roberto
3 Zitikis, Ričardas
2 Álvarez-Esteban, Pedro César
2 Angelov, Angel G.
2 Bai, Zhi-Dong
2 Barrett, Garry F.
2 Bask, Mikael
2 Chen, Le-Yu
2 Chen, Songxi
2 Chen, Xiaohui
2 Clark, Ephraim
2 Ćmiel, Bogdan
2 Cuesta-Albertos, Juan Antonio
2 Dai, Maozhu
2 del Barrio, Eustasio
2 Delaigle, Aurore
2 Delgado, Miguel Ángel
2 Domínguez, Manuel A.
2 Dufour, Jean-Marie
2 D’Urso, Pierpaolo
2 Ekström, Magnus
2 Fang, Zheng
2 Guggenberger, Patrik
2 Hall, Peter Gavin
2 Henry, Marc
2 Horowitz, Joel Lawrence
2 Jun, Sung Jae
2 Kopa, Miloš
2 Kristensen, Dennis
2 Kurisu, Daisuke
2 Ledwina, Teresa
2 Lee, Ji Hyung
2 Leo, Teng Wah
2 Li, Rui
2 Liang, Hanying
2 Liesiö, Juuso
2 Lu, Wenbin
2 Luo, Shuanghua
2 Matrán, Carlos
2 McAleer, Michael
2 Meintanis, Simos G.
2 Nishiyama, Yoshihiko
...and 460 more Authors
all top 5

Cited in 82 Serials

99 Journal of Econometrics
22 Econometric Theory
20 Econometric Reviews
13 Computational Statistics and Data Analysis
12 Economics Letters
10 European Journal of Operational Research
9 Statistical Papers
8 The Annals of Statistics
8 Journal of Statistical Planning and Inference
7 Communications in Statistics. Theory and Methods
6 Journal of Multivariate Analysis
6 Journal of Nonparametric Statistics
5 Chaos, Solitons and Fractals
5 Statistics & Probability Letters
5 The Econometrics Journal
5 Quantitative Finance
5 AStA. Advances in Statistical Analysis
4 Annals of the Institute of Statistical Mathematics
4 Metron
4 Journal of Economic Dynamics & Control
4 Test
4 Bernoulli
4 Journal of the Korean Statistical Society
4 Electronic Journal of Statistics
3 Journal of the American Statistical Association
3 Insurance Mathematics & Economics
3 Annals of Operations Research
3 Journal of Statistical Computation and Simulation
3 Studies in Nonlinear Dynamics and Econometrics
3 Macroeconomic Dynamics
2 The Canadian Journal of Statistics
2 International Economic Review
2 Journal of Time Series Analysis
2 Statistics
2 Asia-Pacific Journal of Operational Research
2 Computational Statistics
2 Statistica Sinica
2 International Journal of Theoretical and Applied Finance
2 Communications in Nonlinear Science and Numerical Simulation
2 Statistical Methodology
2 Journal of Business and Economic Statistics
2 Journal of Econometric Methods
1 Journal of Mathematical Analysis and Applications
1 Metrika
1 Physica A
1 Scandinavian Journal of Statistics
1 Applied Mathematics and Computation
1 Biometrics
1 Fuzzy Sets and Systems
1 Journal of Mathematical Psychology
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Operations Research
1 Opsearch
1 Physica D
1 Social Choice and Welfare
1 Probability Theory and Related Fields
1 Statistical Science
1 Communications in Statistics. Simulation and Computation
1 Stochastic Processes and their Applications
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Computational Economics
1 Mathematical Methods of Statistics
1 International Transactions in Operational Research
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of Applied Statistics
1 Extremes
1 Statistical Inference for Stochastic Processes
1 Journal of Economic Growth
1 Journal of Machine Learning Research (JMLR)
1 OR Spectrum
1 Journal of Applied Mathematics and Computing
1 Analysis and Applications (Singapore)
1 Advances in Data Analysis and Classification. ADAC
1 Advances in Decision Sciences
1 Sankhyā. Series A
1 Random Matrices: Theory and Applications
1 Journal of Time Series Econometrics
1 Journal of Statistical Distributions and Applications
1 Open Mathematics
1 Japanese Journal of Statistics and Data Science

Citations by Year