| 2025 |
Le-Yu Chen;Yu-Min Yen*, 2025.01, 'Estimation of the Local Conditional Tail Average Treatment Effect, ' Journal of Business & Economic Statistics, Vol.43, No.1, pp.241-255.(SSCI)(*为通讯作者), vol. 120126, Jan. 2025 |
| 2022 |
周雨田*;颜佐榕;颜佑铭, 2022.03, '使用实际波动率及FZ损失函数来预测预期损失及风险值, ' 台湾经济预测与政策, Vol.52, No.2, pp.89-140.(TSSCI)(*为通讯作者), vol. 434958, Mar. 2022 |
| 2021 |
Oliver Linton*;Yoon-Jae Whang;Yu-Min Yen, 2021.08, 'The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses, ' Econometric Reviews, Vol.40, No.8, pp.709-727.(SSCI)(*为通讯作者), vol. 429248, Aug. 2021 |
| 2021 |
Yu-Min Yen*;Tso-Jung Yen, 2021.07, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' International Journal of Forecasting, Vol.37, No.2, pp.733 - 758.(SSCI)(*为通讯作者), vol. 428196, Jul. 2021 |
| 2021 |
Tso-Jung Yen*;Yu-Min Yen, 2021.01, 'An attention algorithm for solving large scale structured L0-norm penalty estimation problems, ' Japanese Journal of Statistics and Data Science, Vol.4, pp.345-371.(*为通讯作者), vol. 438133, Jan. 2021 |
| 2020 |
Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2020.04, 'Macroeconomic Forecasting Using Approximate Factor Models with Outliers, ' International Journal of Forecasting, Vol.36, No.2, pp.267-291.(SSCI)(*为通讯作者), vol. 422379, Apr. 2020 |
| 2019 |
Yu-Min Yen*, 2019.07, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market, ' International Review of Economics and Finance, Vol.62, pp.240-266.(SSCI)(*为通讯作者), vol. 422156, Jul. 2019 |
| 2017 |
Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2017.09, 'Risk Evaluations with Robust Approximate Factor Models, ' Journal of Banking and Finance, Vol.82, pp.244-264.(SSCI)(*为通讯作者), vol. 410365, Sep. 2017 |
| 2017 |
Tso-Jung Yen*;Zong-Rong Lee;Yi-Hau Chen;Yu-Min Yen;Jing-Shiang Hwang, 2017.02, 'Estimating Links of a Network from Time to Event Data, ' Annals of Applied Statistics, Vol.11, No.3, pp.1429-1451.(SCI)(*为通讯作者), vol. 413455, Feb. 2017 |
| 2016 |
Oliver Linton;Yoon-Jae Whang;Yu-Min Yen*, 2016.09, 'A Nonparametric Test of a Strong Leverage Hypothesis, ' Journal of Econometrics, Vol.194, No.1, pp.153-186.(SSCI)(*为通讯作者), vol. 409611, Sep. 2016 |
| 2016 |
Yu-MinYen*, 2016.05, 'Sparse Weighted-Norm Minimum Variance Portfolios, ' Review of Finance, Vol.20, No.3, pp.1259-1287.(SSCI)(*为通讯作者), vol. 407794, May. 2016 |
| 2016 |
Tso-Jung Yen*;Yu-Min Yen, 2016.04, 'Structured Variable Selection via Prior-Induced Hierarchical Penalty Functions, ' Computational Statistics and Data Analysis, Vol.96, pp.87-103.(SCI)(*为通讯作者), vol. 408547, Apr. 2016 |
| 2014 |
Yu-Min Yen*;Tso-Jung Yen, 2014.08, 'Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms, ' Computational Statistics and Data Analysis, Vol.76, pp.737-759.(SCI)(*为通讯作者), vol. 405708, Aug. 2014 |
| 2013 |
Yu-Min Yen*, 2013.04, 'Testing Jumps via False Discovery Rate Control, ' PloS One, Vol.8, pp.e58365.(SCI)(*为通讯作者), vol. 405709, Apr. 2013 |
| 2010 |
Tso-Jung Yen;Yu-Min Yen*, 2010.09, 'Discussion on "Stability Selection" by Meinshausen and Buhlmann, ' Journal of the Royal Statistical Society: Series B, Vol.72, pp.413-417.(SCI)(*为通讯作者), vol. 405710, Sep. 2010 |
