Keming
Yu
I
am a Professor and Chair in Statistics, and a memebr of Finance, OR and Statistics Research Group and the Department Research Director (Impact) and a member
of . I join Brunel University from 2005. Before that I held posts at various institutions, including
University of
Plymouth, Lancaster University
and the Open
University.
Professional
Service, Honours and External Duties
Fellow
of the Royal Statistics Society
(www.rss.org.uk)
Fellow
of the International Chinese Statistics
Society (www.icsa.org)
Membership
of International Society for
Bayesian Analysis (http://www.bayesian.org)
Member
of the editorial board of Journal of
Modern Applied Statistical Methods (20002006).
Reviewer
of Mathematical
Reviews (AMS)
Inclusion
of the biographical profile in Who's
Who in Science and Engineering, 20062007 9th Edition.
Inclusion of the biographical profile in Who's Who in Science and
Engineering,
10th Anniversary Edition, 2008, then 2009, 2010, 2011, ....
Guest
Editor on Quantile
Regression for the journal "Statistical Modelling: An International
Journal" to publish a special issue on the ICMS Workshop, 20062007.
Details of grant from 2008 see http://www.brunel.ac.uk/siscm/researchoverview/researchgrants.
NSIRC
scholarship funed by TWI for supporting a
threeyear PhD study on
Statistical analysis and modelling of pipeline data:
£80,000, 20142017. PI with Bin Wang.
National
Institute of Health Research: £68,883, 20142015, PI
with Joanne Lord and Rahim Alhamzawi. Project: Bayesain quantile regression analysis of BMI.
Awarded from Optirisk Systems on the research project "News analytics
toolkit and stochastic programming solution algorithms": £18,000, 20122013.
London
Mathematics Society £1,400 for research network
(http://maths.dur.ac.uk/sGR/S68293 tats/people/fc/LMSReliability.html), 20112014.
EPSRC
Industrial Mathematics KTN Internship for PhD students ``Bayesian Quantile Inference with
applications in finance, economics
and risk analysis'': £11,800, 2011.
National
Institute of Health Research: £70,517, 20092010, PI
with Gautam Mitra and
Joanne Lord. Project: Applying stochastic programming models to health technology assessment.
Knowledge
Transfer Partnership: £100,000, 20092011. PI with Cormac Lucas. Researcher:
Leela
Mitra. Industry Partner:
RavenPack/Xenomorph.
EPSRC
Vacation Bursary Scheme
2008 (£2000).
Three
PhD students funded by the EPSRC Doctoral Training Account Studentships
(20072010).
EPSRC
workshop grant on workshop ``Quantile
regression, LMS method and robust statistics,'' (£25,000),
2006.
EU
visiting grant HPRICT200100128 hosted by IRISSC/I at CEPS/INSTEAD
(Luxembourg) (£1,900), 2003.
EPSRC grant: GR/S68293 (£20200), 2002.
National
Natural Science Foundation of China: 70271003/G0109 (RMB140, 000), 2002
(CI
under the Chinese Academy of Sciences in Beijing).
(2001
onward)
Plenary talk for the Annual Germany
Statistics Conference, Sept. 2013.
(http://www.statistischewoche.de/en/) ( http://www.statistischewoche.de/fileadmin/Guide_berlin.pdf)
Programme
Committee on 8th International Conference on Modelling in Industrial
Maintenance and Reliability (MIMAR) (July 2014, Oxford)
Keynotespeaker for SESAMI Program meeting, Kobe University, Japan. January 30Feb 2, 2013.
Organiser of May 31, 2013 meeting on Lifetime data analysis under Mathematics Methods for Reliability
(http://maths.dur.ac.uk/stats/people/fc/LMSReliability.html)
Organiser of May 22, 2012 meeting on Lifetime data analysis under Mathematics Methods for Reliability
(http://maths.dur.ac.uk/stats/people/fc/LMSReliability.html)
Invited speaker for 2012
Fifth International Conference on Statistics and Society at Renmin
University (http://stat.ruc.edu.cn/shouye/newhuo/2011/1128/114.html)
Invited
speakers for the session of Bayesian quantile
in CFEERCIM 2011 (http://www.cfecsda.org/ercim11)
Seminar
in ENSAI, Rennes University I, France, Sept. 2011.
Organise
committee for the workshop Quantile
Regression
Methods: Theory and Applications (http://www.case.huberlin.de/events/quantile%20workshop/),
6—9 Oct. 2010, Humboldt−Universität zu Berlin, Germany.
RSS event:
http://membership.rss.org.uk/main.asp?group=&page=1321&event=1239&month=4&year=2011&date=20%2F04%2F2011
20
April 2011 Statistical reliability and
lifetime data analysis
This
meeting brings together academic researchers and practitioners from
several disciplines to present and discuss their ideas about this
important topic, and aims to stimulate further interest and advances in
the field and offer attendees the opportunity to learn about the latest
vision research.

Invited
speaker for ERCIM'10
conference at track
session on quantile
regression and semiparametric
methods, London, 1012 December 2010.
Invited
speaker for the workshop on model choice and dynamic
dependence structures, September 2021, 2010, Dortmund (Germany).
Invited
session organisation for the
international conference on Statistical Analysis of Complex Data (SACD),
July 2—4, 2010,
Kunming, Yunnan,
China.
Invited
session organisation for 2009 WNAR/IMS Meeting http://www.mth.pdx.edu/wnar/program/WNAR_IMS_Invited.pdf
Invited
session organisation for 2009 ICFSFE (http://shop.swufe.edu.cn/newforum/indexen.aspx).
Invited
presentation in
International Conference on Financial Statistics and Financial
Econometrics,
Chengdu, China.
Presentation
in
COMPSTAT'2008, Porto, Portugal.
Presentation
in APMOD2008, Bratislava,
Slovak Repubic.
Invited
participant for the
workshop ``Contemporary Frontiers in HighDimensional Statistical Data
Analysis’’ at Isaac Newton Institute for
Mathematical Sciences, August 2008.
Invited
session organiser for the conference: Taipei Symposium
and ICSA 2007 (http://www.stat.sinica.edu.tw/2007symp/)
Invited
speaker for the
conference: Taipei Symposium and ICSA 2007.
Invited
participant/speaker
for the workshop ``Construction and Properties of Bayesian
Nonparametric
Regression’’ at Isaac Newton Institute for
Mathematical Sciences, August 2007.
Main
speaker on Statistical
Analysis of Performance Indicators in Cassino,
Italy,
April 2006.
Main
speaker on the New
Trouble for Standard Regression Analysis, Regensburg, Germany, November
2005.
Talk
in Xian China, 2006 China
International Conference in Finance 1722 July 2006.
RSS2006,
the Royal Statistical Society  RSS 2006, Belfast,
1014 Sept. 2006.
Invited
speaker on the 6th
ICSA International Conference, Singapore, and July 2004.
The
member of Local
Organizing Committee of RSS2002, 36 September 2002
(http://www.tech.plym.ac.uk/maths/research/stats/RSS2002.html).
Recently
industriallink talks or joint talks: CARISMA Annual
Meeting/UNICOM company (http://www.unicom.co.uk/) seminar (twice): NEW
DIRECTIONS IN FINANCIAL MODELLING, February 2006, May 2006, and July
2008.
2016
Taylor, J.W. and Yu, K. (2016) Using Autoregressive
Logit Models to Forecast the Exceedance Probability for Financial Risk
Management, Journal of the Royal Statistical SocietyA, In Press.
Yu, K. Liu, X. Alhamzaw,
R., Becker, F. and Lord, J. (2016) Statistical methods for body mass index: a
selective review, Statistical Methods in Medical Research, DOI: 10.1177/0962280216643117.
Dai X, Karl Härdle W, Yu, K (2016) Do maternal health problems influence child's worrying
status? Evidence from the British Cohort Study, Journal of Applied
Statistics, http://dx.doi.org/10.1080/02664763.2016.1155203
Rubio,
F.J. and Yu, K. (2016) Flexible
objective Bayesian linear regression with applications in survival analysis, Journal of Applied
Statistics, accepted.
2015
Dang, W. and Yu, K.
(2015) Density Regression Based on Proportional Hazards Family, Entropy
17, 36793691.
Wang, B.X., Yu, K. and
Collen, F. (2015) Interval estimation for proportional reversed hazard family
based on lower record values, Statistics and Probability Letter, 98, 115122.
Hashem,H.,
Vinciotti,
V., Alhamzawi, R. and Yu, K. (2015) Quantile Regression with Group Lasso for
Classification, Advances in Data Analysis and Classification, DOI
10.1007/s116340150206x.
Sheikh Rajab, R., Drazic, M., Mladenovic, N.
and Yu, K. (2015) Fitting Censored
Quantile Regression by Variable Neighborhood Search, Journal of Global
Optimization, DOI 10.1007/s1089801503116.
Alhamzawi, R. and Yu, K. (2015) Bayesian Tobit
quantile regression using gprior distribution, Journal of Statistical
Computation and Simulation, 85, 2903–2918.
Wang,
B., Wang, X. and Yu, K. (2015) Inference
on the Kumaraswamy distribution, Communications in
Statistics – Theory and Methods, accepted. http://www.tandfonline.com/doi/pdf/10.1080/03610926.2015.1032425
2014
Wang, B.X., Yu, K. and Sheng, Z. (2014) New Inference for ConstantStress ALT with Weibull Distribution and Progressively Type II Censoring, IEEE Transactions on RELIABILITY, 63, 3.
He, J., Sheng, Z., Wang, B. and Yu, K. (2014) Point and exact interval estimation for the generalized Pareto distribution with small samples, Statistics and Its Interface, 7, 389—404.
Alhamzawi, R. and Yu, K. (2014) Bayesian Tobit quantile regression using gprior distribution, Journal of Statistical Computation and Simulation, in press.
You, W., Zhu, H. Yu, K. and Cheng, C. (2014) Democracy, financial openness and global carbon dioxide emissions: Heterogeneity across existing emissions levels, World Development.
Zhu, H., Lv, Z., Yu, K. and Deng, D. (2014) Robust variable selection in partially varying coefficient singleindex model, Journal of the Korean Statistical Society, 44, 4557.
Chen, Y., Tian, M., Yu, K. and Pan, J. (2014) Composite Hierachical Linear Quantile Regression, Acta Mathematicae Application Sinica, English Series, 30, 4964.
Zhu, H., Lv, Z., Yu, K. and Deng, D. (2014) Robust variable selection in partially varying coefficient singleindex model, Journal of the Korean Statistical Society, 44, 4557.
2013
Yu, K., Wang, B. and Patilea, V.
(2013) New estimating equation
approaches with application in lifetime
data analysis, Annals of the
Institute of Statistical Mathematics, 65:589–615.
Dang, W. and Yu, K. (2013) Discussion of the paper `Large covariance
estimation by thresholding principal orthogonal complements” by Jianqing Fan et
al. Journal of the Royal Statistical Society, B., Forthcoming.
Yu, K., Dang, W., Zhu, H. and AlHamzawi, R. (2013) Invited discussion
on `local quantile regression’ by the EditorinChief, Journal of Statistical
Planning and Inference. 143:11401144.
AlHamzawi,
R. and Yu, K. (2013) Bayesian
Lasso mixed quantile regression, Journal of Statistical Computation and
Simulation, in press.
AlHamzawi,
R. and Yu, K. (2013) Conjugate priors
and variable selection for Bayesian quantile regression, Computational Statistics and Data
Analysis, 64: 209219.
Zhu, H., Zeng, H.
and Yu, K. (2013) Bayesian inference for nonparametric quantile regression using a
fourier representation, International Journal of Advancements in Computing
Technology, 5, 632641.
Yu K, Chen
C.W.S, Reed C. and Dunson, D.B.
(2013) Bayesian variable selection in quantile
regression, Statistics and Its Interface, 6, 261274.
2012
Li,
S., Zhu, H. and Yu, K. (2012) Oil prices and stock market in China:
A sector analysis using panel cointegration with multiple breaks, Energy Economics, 34, 19511958.
Alhamzawi,
R., Yu, K. and Benoit, D.F. (2012) Bayesian adaptive LASSO quantile regression,
Statistical Modelling, 12, 279297.
AlHamzawi, R. and
Yu, K. (2012) Variable Selection in Quantile Regression Via Gibbs
Sampling, Journal of Applied Statistics, 39:4, 799813.
Liu, X., Guo, W. and Yu,
K (2012), Codon substitution models based on residue similarity and their
applications, Gene, 509,
136—41.
Jiang, J., Liu, X. and Yu, K.
(2012), Maximum likelihood estimation of multinomial probit factor analysis
models for multivariate tdistribution, Computational Statistics, in press.
AlKenani, A. and Yu, K. (2012) A
comparative study for robust canonical correlation methods, Journal of Statistical
Computation and Simulation, in press.
2011
AlHamzawi,
R. and Yu, K. (2011) Prior
elicitation for mixed quantile regression with an allometric model for fish
data analysis. Environmetrics, 22, 911920.
AlHamzawi,
R. and Yu, K. and Pan, J. (2011) Prior
elicitation in Bayesian quantile regression for longitudinal data, Journal of Biometrics and Biostatistics,
73,
659
674.
Zhu,
H., S. Li and Yu, K. (2011) Crude oil shocks and stock
markets: A panel threshold cointegration Approach, Energy Economics, 33, 987—994.
AlHamzawi,
R. and Yu, K. (2011) Power prior elicitation in Bayesian quantile
regression, Journal of Probability and Statistics, Article ID 874907, 16 pages, doi:10.1155/2011/874907.
2010
Wang,
B., Yu, K. and Jones, M.C. (2010) Inference under
progressively Type II
right censored sampling
for certain
lifetime distributions, Technometrics,
52(4), pp.
453–460.
Wei,
X., Yang, S., Yu, K. and Yang, X. (2010), Bahadur
representation of linear kernel quantile
estimator
of VaR under
mixing assumptions, Journal
of Statistical Planning and Inference, 140, 16201634.
Wu,
T. Z., Yu, K. and Yu, Y. (2010)
SingleIndex
Quantile Regression, Journal
of Multivariate
Analysis, 101, 16071621.
Yu,
K.,
Allay, A., Yang, S. and Hand, D.J. (2010) Kernel Quantile based Estimation of
Expected Shortfall, The Journal of Risk, 12, 1532.
Gannoun,
A.,
Saracco, J. and Yu,
K. (2010) On Semiparametric
Mode Regression Estimation,
Communications in
Statistics: Theory and Methods,
39, 11411157.
Reed
C. and Yu, K. (2010), Efficient
Gibbs sampling for Bayesian
quantile regression,
(under revision).
Reed,
C. Dunson, D. and Yu,
K. (2010) Bayesian
quantile regression
model selection using stochastic search
(under
revision).
Yu,
K. and Stander, J.
(2010), Bayesian
inference of conditional flood quantiles
in a
changing climate, (under revision).
2009
Vinciotti,
V. and Yu, K. (2009) Mquantile
Regression Analysis of Temporal Gene Expression Data, Statistical
Applications in Genetics and Molecular Biology, 8, Iss.
1.
Yu,
K.
and A. Ally (2009) Improving Prediction Intervals: Some
Elementary Methods, The
American
Statistician, 63, 1719.
Yu,
Y., Yu, K., Li, M., Wang, Q. (2009) Semiparametric Estimation for
TimeInhomogeneous
Diffusions, Statistica
Sinica,
19, 843867.
Hallin,
M., Lu, Z. and Yu, K. (2009), Local Linear Spatial Quantile Regression, Bernoulli.
15,
659686.
Wang,
B. and Yu, K. (2009), Optimum Plan for StepStress
Model with Progressive TypeII Censoring, TEST, 18,
115–135.
Chen,
L. and Yu, K. (2009), Automatic Bayesian Quantile Regression Curve, Statistics
and Computing, 19,
271–281.
Marston
L, Peacock
JL,
Yu K, Brocklehurst
P, Calvert SA, Greenough
A, Marlow N. (2009) comparing methods of
analysing datasets with small clusters – case studies using
four paediatric
datasets.
Paediatric and Perinatal Epidemiology, 23(4), 380392.
Hand,
D.J. and Yu, K. (2009), Justifying adverse actions
with new scorecard technologies, The Journal of Financial
Transformation,
26, 13—17.
2008
Hewson,
P.J. and Yu, K. (2008) Quantile
Regression for the Investigation of Benefits
Administration. Applied
Stochastic Models in Business and Industry 24(5): 401418.
Yang,
S., Su, C. and Yu, K. (2008), A general method to
the strong law of
large numbers and its applications, Statistics and
Probability Letter,78, 794803.
Wu,
W., Yu, K. (2008), Kernel Conditional Quantile Estimation for
Stationary Processes with
Application to Conditional ValueatRisk, Journal of
Financial Econometrics,
6(2), 253270.
Zhu,H.,
Li, F., Yang, J. and Yu, K. (2008), Bayesian heavytailed stochastic
volatility
model in finance analysis based on MCMC simulation, Journal of System
Simulation, 20, 2479—2482.
Yu,
K.
(2008) Contribution to the discussion of the paper 'Sure independence
screening
for ultrahigh dimensional feature space' of J. Fan and J. Lv,
Journal of the Royal Statistical Society, B, 70, 135.
2007
Wang,
Q. and Yu, K. (2007), LikelihoodBased Kernel
Estimation in Semiparametric
ErrorsinCovariables
Models with Validation Data, Journal of
Multivariate Analysis, 98, 455480.
Yu,
K.
and Stander, J. (2007),
Bayesian
analysis of a Tobit quantile
regression model, Journal of Econometrics, 137, 260276.
Yu,
K.
Mateu, J., Porch, E.
(2007), A
Kernelbased method for nonp
Mr Xun Xiao,
City University, Hong Kong, AprilJune, 2015.
Dr Ilaria
Amerise, from Economics,
Statistics and Finance, University of Calabria (01—03/2015)
arametric estimation of
variograms, Statistica
Neerlandica, 61,
173191.
Feng,
Y.,
Beran, J. and Yu,
K. (2007), Modelling
financial time series with SEMIFARGARCH models, IMA Journal
of Management
Mathematics, 18, 395412.
Gannoun,
A.,
Saracco, J. and Yu,
K. (2007), Comparison of
Nonparametric Estimators of Conditional Distribution Function and Quantile Regression Under
Censoring for Survival Analysis, Statistical
Modelling, 7(4): 329344.
Jones,
M.C. and Yu, K. (2007),
Improve Double Kernel Local Linear Quantile
Regression, Statistical Modelling, 7(4): 377389.
Yu,
K.,
V. Vinciotti, X. Liu and P.A.C. 't
Hoen (2007) Bayesian
median regression for temporal gene
expression data. Proceedings
of CompLife
2007, Utrecht.
Yu,
K.,
Yang, S. and Gannoun,
A. (2007), Contribution to the
Discussion of Zeng and
Lin ``Maximum likelhood
estimation in semiparametric
regression models with censored data'' Journal of the Royal
Statistical
Society, B. 69, 55758.
2006
Zhang,
J. and Yu, K. (2006), The Null Distribution of the
LikelihoodRatio Test for One or Two Outliers in a Normal Sample. TEST,15, 1450.
Yu,
K.
and Mamon, R. (2006) Contribution to the
discussion of the p
Mr Xun Xiao,
City University, Hong Kong, AprilJune, 2015.
Dr Ilaria
Amerise, from Economics,
Statistics and Finance, University of Calabria (01—03/2015)
aper “Double
hierarchical generalized linear models? by
Lee and Nelder ,
Appl. Statist., 55, 13985.
Mamon,
R.
and Yu, K. (2006)
Contribution to the
discussion of the paper “Exact and computationally efficient
likelihoodbased
estimation for discretely observed diffusion processes?by
Beskos, Papaspiliopoulos,
Roberts and Fearnhead, J.
R. Statist. Soc. B, 68.
2005
Yu,
K.,
Philippe Van Kerm and
J. Zhang
(2005), Bayesian Quantile
Regression: An Application
to the Wage Distribution in 1990s Britain. Sankhya, 67, 359377.
Yu,
K.
and Zhang, J. (2005), Parameters estimate for asymmetric
Laplace distribution function. Communications in Statistics:
Theory and
Methods, 34, 1867879.
2004
Yu,
K.,
Lu, Z. (2004), Local linear additive quantile
regression, Scandinavian Journal of Statistics, 31, 333346.
Yu,
K.,
Jones, M.C. (2004), Likelihoodbased local linear estimation
of the conditional variance function. Journal
of the
American statistical Association. 99, 13944.
Zhang,
J. and Yu, K. (2004), The
null distribution of the likelihoodratio test for two upper outliers
in a
Gamma sample, Journal of Statistical Computation and
Simulation. 74, 461 467.
2003
Yu,
K.,
Lu, Z., Stander, J.
(2003), Quantile
regression: applications and current research
area. The Statistician.
52,
331350.
Gannoun,
A.,
Saracco, J., Yu,
K. (2003), Nonparametric
timeseries prediction by conditional median and quantiles.
Journal of Statistical Planning and Inference, 117, 207223.
2002
Zhang,
Y., Yu, K., Rennolls,
K.
(2002), Bayesian approach for investigating the relationship between
road trafficpollution
and asthma among children. In: J. Mateu,
F. Montes (Eds.) Spatial Statistics through Applications,
Chapter 10, pp239263, Witpress.
Yu,
K.,
Mateu, J. (2002), Nonparametric
nearestneighbour variogram
estimation. In: J. Mateu,
F. Montes (Eds.) Spatial Statistics through
Applications, Chapter 5, pp103125, Witpress.
Yu,
K.
(2002). Reversible jump MCMC Approach
Quantile Regression.
Computational Statistics and
Data Analysis, 40(2), 303315.
2001
Hand,
D. J., Yu, K. (2001), Idiot’s Bayes
?not so stupid after all? International
Statistical
Review, 69, 38598.
Yu,
K.,
Moyeed, R. A. (2001),
Bayesian quantile
regression, Statistics and Probability Letters, 54, 437447.
Yu,
K.
(2001), Contribution to the discussion of the paper “A
penalized likelihood approach to image warping?by C. A. Glasbey and K. V.
Mardia, J. R.
Statist. Soc. B,
63.
Recent
conference proceedings
Aristodemou,
K. and Yu, K. (2008), CaViaR
via Bayesian Nonparametric Quantile
Regression,
Proceedings of the Workshop Inference and Estimation in Probabilistic
TimeSeries Models at the Isaac Newton Institute for Mathematical
Sciences,
Cambridge, UK, June 2008.
Yu,
K., V. Vinciotti, X. Liu and P.A.C.
't Hoen
(2007) Bayesian median
regression for temporal gene expression data. Proceedings of CompLife 2007,
Utrecht, October 2007.
Publications
before 2001
Yu,
K.
(1999). Smoothing Regression Quantile by Combining kNN
Estimation with Local Linear
Kernel Fitting, Statistica
Sinica, 9, 759774.
Yu, K., Jones, M. C. (1998). Local
linear quantile
regression, Journal of the
American Statistical Association, 93, 228238.
Yu, K., Jones, M. C. (1997). A
comparison of local constant and loc
Mr Xun Xiao,
City University, Hong Kong, AprilJune, 2015.
Dr Ilaria
Amerise, from Economics,
Statistics and Finance, University of Calabria (01—03/2015)
al linear regression quantile
estimators, Computational Statistics and Data Analysis, 25,
15966.
Yu,
K. (1997).
Contribution to the discussion of
the paper Statistics and the theory of measurement?by David Hand, J.
R. Statist. Soc.
A, 159, 445492.
Hand,
D. J., Yu, K.,
Adams, N. (1997).
Assessing and improving classification rules, Proc. Sixth
International Workshop on AI and Statistics, Fort Lauderdale,
FL, USA.
Garthwaite
P.H., Yu, K. and Hope, P.B.(1995).
Bayesian analysis of a multiple
recapture model. Communications
in Statistics: Theory and Methods, 24, 22292247.
Yu,
K.
(1994) Contribution the discussion of Royston and Altman's
paper "Regression using fractional polynomials."
.
Appl. Statist., 43, 429467.
Yu,
K.
and Wang, J. (1994), The
outlier test
for a constrained linear model (Chinese), Gaoxiao
Yingyong Shuxue Xuebao
Ser. A, 9, no. 4, 41620.
Yu,
K. (1988).
The random
weighting approximation for the error of sample variance estimator and
the
application of random weighting method to sample surveys. Chinese J. Appl. Prob. Statist.
4, 121132.
Jing,
X. and Yu, K. (1987), On
the convergence rates for the virtual waiting time of a GI/G/1 system
(Chinese), Chinese J. Appl. Probab.
Statist. 3, no. 4,
298305.
Yu,
K.
(1987) The asymptotic
bias and
variance of nonlinear regression model. Gaoxiao
Yingyoung Shuxue Xuebao
Ser, A, 2, 124141.
Yu,
K. (1987) Boostrapping
sampling for AR model. J. of
East China Normal University,
Natur.Sci.
Ed, 3,
310.
Technical
reports
Yu,
K.
and Dunson, D.B., The
skewed Lasso.
Mitra,
L.,
Sun, X. Roman, D., Mitra,
G. and Yu, K.
(2009), Mixed
distribution scenarios for investment
decisions with downside risk.
Aristodemou,
K., Yu, K. and Vinciotti
,
V. (2009) Bayesian quantile
regression for errors in
variable model.
Dunson,
D.B., Reed, C. and
Yu, K. (2009),
Bayesian variable selection in quantile
regression
Serguieva,
S. Bozhkov, A. Scurr, K. Yu:
Computational approaches to estimating catastrophic and operational
risk, Fifth
International Conference on Computational Management Science,
London, Abstracts
pp 4345, 2008.
Journal of
Empirical Finance (revision).
Yu,
K., Song,
S. and Hardle,
W.K. (2009) Nonparametric and Semiparametric
Quantile Regression for
Longitudinal Data Analysis
Aristodemou,
K. and Yu, K. (2009) CaViaR
via Bayesian Nonparametric Quantile
Regression
Currently
teaching ``Statistical design of
experiments and General linear model’’ for the
final year of undergraduate math students and "Biostatistics'' for the
graduate students in Public Health.
Previously
teaching
the following courses: Computer Intensive Methods in
Statistics; Probability and Statistics Inferences; Stochastic Process;
Business
Data Analysis for Postgraduate students; Time series analysis with R.
Past
MPhil/PhD students:
1.
Aseemali Fazal,
2006. Project Title: Dynamic Asset Pricing Using Statistics Forecasting
Methods.
2.
Yang Liu, 2007. Project Title: Modelling Credit Risk
Securities.
3.
Tracy Wu, 2008. Project Title: SingleIndex Quantile
Regression.
4.
Xiaochen Sun, 2009. Project Title: Copula Methods for risk
management in finance.
5.
Craig Reed, 2010. Project Title: New Gibbs sampling and
variable selection for
quantile
regression with application.
6.
Abdallah Ally,
2011. Project Title: Quantilebased methods for
prediction and risk analysis.
7.
Antonios Koutsourelis, 10/200812/2011. Project Title:
``Bayesian inference extreme quantile
regression and
hidden Markov models with application in risk
analysis.’’
8.
Balash Vladimir,
10/201005/2012. Project Title: `Stochastic Volatility Model with an
Exogenous
Control Process of News Flow.''
9. Zhuo Sheng, 10/20082013. Project Title: ``Extreme quantiles
based volatility measurement in highfrequency
data’’.
10.
Raheem Jabbar
Thaher, 20092013. Project
Title: ``Prior selection in
Bayesian quantile
inference''' , a winer of ViceChancellor's Prize for Doctoral Research
2012/13.
11.
Ali AlKenani, 10/20092013, Project Title: ``Dimension
reduction in quantile regression’’.
12.
Katerina Aristodemou, 2014,
Project Title:
``New Regression Methods for Measures of Central Tendency’’.
Current
PhD students:
1. Hadeel Klakattawi , 09/2013, Project Title: Parametric Density Regression For Lifetime Data .
2. Salam Adel , 10/2014, Project Title: Bayesian regression models based lifetime inference.
3. Francisco
Anes Arteche, 03/2014 Project Title: Modelling and prediction of remaining life of pipeline.
4. Xi Liu,
5. Linda Huang,
Recent
Research Visitors (2005 onward)
Mr Xun Xiao,
City University, Hong Kong, AprilJune, 2015.
Dr Ilaria
Amerise, from Economics,
Statistics and Finance, University of Calabria (01—03/2015)
Prof.
Yan
Chen, from Beijing University of Post and Telecommunications,
09/2008—08/2009.
Prof.
Zhijie Xiao, from Boston
College, USA,
3/3/2008—10/3/2008.
Prof.
Xiangyu Yang, from Hunan
University,
China, funded by Chinese Government, 03/20073/2008.
Prof.
Huiming Zhu, from Hunan
University,
China, funded by Chinese Government, 10/200710/2008.
Prof.
Shanchao Yang, from Gangxi Normal University, China,
funded by Chinese
Government, 03/200603/2007.
Ms
Xiu Kan from Shanghai Donghua University,
Project Title: ``Multivariate quantile
regression.''
Prof Xinsheng Liu from Nanjing University of Aeronautics and Astronautics. 10/201109/2012
Prof BingXing Wang from Zhijiang, Hanzhou, China, 20132014.
A
Collection of Bayesian Quantile Regression related PhD projects
and publications by reseachers in the world (more than a dozen of PhD
projects and a hundred of articles)
PhD
dissertations include
1. (2010) On Bayesian Regression Regularization Methods by Qing Li,
Department of Mathematics, Washington University in St. Louis with Advisor : Nan Lin
2. (2010) Essays on
Bayesian Quantile Regression Using Laplacelike Distributions with
Applications in Economics by Dries F. Benoit , Faculty of Economics and
Business Administration, Ghent University with advisor Prof. dr. Dirk Van den
Poel
3. (2011) Bayesian
Spatial Quantile Regression by Kristian Lum in Department of Statistical
Science, Duke University with advisor Alan Gelfand.
4. (2011) Quantile
Regression: Bayesian and Likelihoodbased Approaches by Paul D. Baines in
Harvard University with advisor XiaoLi Meng.
5. (2008) Bayesian
Nonparametric Approach to Inference for Quantile regression by MA TADDY in Department
of Applied Math and Statistics, University of California with advisor Athanasios
Kottas.
6. (2005) Contributions
to Bayesian Statistical Analysis: Model Specification and Nonparametric
Inference by Milovan Krnjajic in Department of Applied Math and Statistics,
University of California with advisor Athanasios Kottas.
7. (2010) Spatially
Adaptive Priors for Regression and Spatial Modeling by Yu Yue in Department of
Statistics, University of Missouri with Advisor: Paul L. Speckman.
8. (2011) Expectile and
Quantile Regression Using the Idea of Bayesian Semiparametric Regression by
Arash Ardalan, University of Auckland
with advisors: Matt Wand (University of Technology, Sydney) and Thomas Yee
(University of Auckland)
9. (2011) Bayesian linear
QR by Feng, Yang in Department of
Statistics, University of Illinois with advisor Yuguo Chen
10. (2009) Semiparametric Bayesian regression
by Jungmo Yoon in Department of Economics, University of Illinois with
advisor Roger Koenker
11. (2011) Bayesian Empirical
Likelihood for Quantile Regression by Yunwen Yang in Department of Statistics,
University of Illinois with advisor Xuming He.
12. (2011) Gibbs
Sampling Methods for Bayesian Quantile Regression by Hideo Kozumi
in Graduate School of Business, Kobe University with advisor Genya
Kobayashia
More than 100 researchers
and practitioners across the world have published articles in the field/topics recent ten years.