Yanxi Hou

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Online prediction of extreme conditional quantiles via B-spline interpolation Statistics and Computing	2025-01-07	Paper
Statistical Inference for a Relative Risk Measure Journal of Business and Economic Statistics	2024-11-08	Paper
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes Journal of Business and Economic Statistics	2024-10-17	Paper
Recent advances on mechanisms of network generation: community, exchangeability, and scale-free properties Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2024-09-12	Paper
Panel quantile regression for extreme risk Journal of Econometrics	2024-03-21	Paper
Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement Journal of the American Statistical Association	2023-05-22	Paper
Three-step risk inference in insurance ratemaking Insurance Mathematics & Economics	2022-07-15	Paper
A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference Insurance Mathematics & Economics	2022-05-12	Paper
Inference for conditional value-at-risk of a predictive regression The Annals of Statistics	2021-02-26	Paper
Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas Science China. Mathematics	2020-04-01	Paper
Nonparametric inference for distortion risk measures on tail regions Insurance Mathematics & Economics	2019-11-28	Paper
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure Scandinavian Actuarial Journal	2018-12-14	Paper
Tail dependence measure for examining financial extreme co-movements Journal of Econometrics	2016-09-06	Paper
Interval estimation for a measure of tail dependence Insurance Mathematics & Economics	2015-09-14	Paper

Research outcomes over time

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