Dr Keming Yu

Contact

Mathematical Sciences John Crank 209 Brunel University Uxbridge UB8 3PH United Kingdom

Tel: +44 (0)1895 266128 Fax: +44 (0)1895 269732 Email: keming.yu@brunel.ac.uk Web: Personal Website

Research Interests

Regression analysis, nonparametric statistics, Bayesian inference, time series modelling, statistical finance and risk analysis, health statistics and survival analysis, quantile and variance function estimation, statistical prediction. Consultancy interests from experience in consultant collaboration with financial institutions and engineering companies.

University Research Centre Membership

Research Group Membership

Publications

Journal Papers

(2012) Yu, K. and Wang, B., New estimating equation approaches with application in lifetime data analysis, Annals of the Institute of Statistical Mathematics

(2011) Zu, H., Li, S. and Yu, K., Crude oil shocks and stock markets: A panel threshold cointegration approach, Energy Economics 33 (5) : 987- 994

(2010) Wang, BX., Yu, K. and Jones, MC., Inference under progressively type II right censored sampling for certain lifetime distributions, Technometrics 52 (4) : 453- 460 Download publication

(2010) Wu, TZ., Yu, K. and Yu, Y., Single-index quantile regression, Journal of Multivariate Analysis 101 (7) : 1607- 1621

(2009) Chen, C. and Yu, K., Automatic Bayesian quantile regression curve fitting, Statistics and Computing 19 (3) : 271- 281

(2009) Hallin, M., Lu, Z. and Yu, K., Local linear spatial quantile regression, Bernoulli 15 (3) : 659- 686

(2007) Yu, K. and Stander, J., Bayesian analysis of a Tobit quantile regression model, Journal of Econometrics 137 (1) : 260- 276 Download publication

(2007) Yu, K., Yang, S. and Gannoun, A., Contribution to the discussion of the paper 'Maximum likelihood estimation in semiparametric regression models with censored data' by D Zeng and DY Lin, Journal of the Royal Statistical Society B 69 557- 558

(2004) Yu, K. and Jones, MC., Likelihood-based local linear estimation of the conditional variance function, Journal of the American Statistical Association 99 (465) : 139- 144

(Accepted) YU, K. and Jones, MC., Local linear quantile regression, Journal of the American Statistical Association 93 228- 238

(Accepted) Al-Hamzawi, R. and Yu, K., Conjugate priors and variable selection for Bayesian quantile regression, Computational Statistics and Data Analysis