Welcome

My CV

Research

Yan Yu is an Associate Professor of Quantitative Analysis and Operations Management. She received her Ph.D. in Statistics at Cornell University. She held a B.S. from the University of Science and Technology of China. Her research interests are nonparametric estimation, statistical finance, and data mining.

Selected Research Papers:

1. “Fitting Trees to Functional Data: With an Application to Time-of-day Patterns,”
   Yan Yu and Diane Lambert,
   Journal of Computational and Graphical Statistics, Vol. 8, pp. 749-762, 1999.
2. “Penalized Spline Estimation for Partially Linear Single-Index Models”,
   Yan Yu and David Ruppert,
   Journal of American Statistical Association, December 2002, 97, 1042-1054.
3. “Root-n Consistency of Penalized Spline Estimator for Partially Linear Single-Index Models under General Euclidean Space”,
   Yan Yu and David Ruppert, Statistica Sinica, April 2004, 14.
4. “Estimating the interest rate term structure of corporate debt with a semiparametric penalized spline model”,
   Robert Jarrow, David Ruppert, and Yan Yu,
   Journal of American Statistical Association, March 2004, 99, 57-66.
5. “Estimating the Term Structure of Treasury and Corporate Debt with Bayesian Penalized Splines,”
   Li, Min and Yan Yu (2005), Journal of Data Science, 3, 223 - 240.
6. “A Bayesian Regression Spline Approach to Estimation of the Term Structure of Interest Rates,”
   Li, Min and Yan Yu, 2005, Accepted, Journal of Academy of Business and Economics.
7. “A Robust Approach to the Interest Rate Term Structure Estimation,”
   Li, Min and Yan Yu, 2005, Accepted, Journal of Data Science.
8. “Application of Multidimensional Selective Item Response Regression Model for Studying Multiple Gene Methylation in SV40 Oncogenic Pathways,”
   Lin HQ, Feng ZD, Yan Yu, Zheng YY, Shivapurkar N, Gazdar AF, March 2008, 11, 201-211,
   Journal of American Statistical Association.
9. “ Semiparametric Estimation for a Class of Time Inhomogeneous Diffusions,”
   Yan Yu, Keming Yu, H. Wang, M. Li, Accepted,
   Statistica Sinica.
10. “Penalized Spline Estimation for Generalized Partially Linear Single Index Models,”
    Yu, Y., under review.
11. “Functional Coefficient Regression Models for Nonlinear Time Series with Dependent Data,”
    Cao, Y., Lin, H., Wu, Z. and Y. Yu , under review.
12. “Single-Index Varying Coefficient Models with Dependent Data,”
    Wu, Z. and Y. Yu, under review.
13. “Bayesian Adaptive Penalized Splines,”
    Li, M. and Y. Yu, under review.