Yu, K. (Accepted) 'Fitting truncated mode regression model by Simulated Annealing', inSimulated Annealing.

Hashem, H., Vinciotti, V., Alhamzawi, R. and Yu, K. (2016) 'Quantile regression with group lasso for classification'. Advances in Data Analysis and Classification, 10 (3). pp. 375 - 390. ISSN: 1862-5347 Open Access Link

Xu, Q., Zhou, Y., Jiang, C., Yu, K. and Niu, X. (2016) 'A large CVaR-based portfolio selection model with weight constraints'. Economic Modelling, 59. pp. 436 - 447. ISSN: 0264-9993 Open Access Link

Yu, K. (2016) 'Statistical methods for body mass index: a selective review'. Statistical Methods in Medical Research, 27 (3). pp. 198 - 811. ISSN: 1477-0334 Open Access Link

Dai, X., Karl Härdle, W. and Yu, K. (2016) 'Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study'. Journal of Applied Statistics, 43 (16). pp. 1 - 15. ISSN: 0266-4763 Open Access Link

Taylor, JW. and Yu, K. (2016) 'Using Autoregressive Logit Models to Forecast the Exceedance Probability for Financial Risk Management'. Journal of the Royal Statistical Society Series A, 179 (4). pp. 1069 - 1092. ISSN: 1467-985X Open Access Link

Alhamzawi, R. and Yu, K. (2015) 'Bayesian Tobit quantile regression using-prior distribution with ridge parameter'. Journal of Statistical Computation and Simulation, 85 (14). pp. 2903 - 2918. ISSN: 0094-9655 Open Access Link

Rajab, RS., Dražić, M., Mladenović, N., Mladenović, P. and Yu, K. (2015) 'Fitting censored quantile regression by variable neighborhood search'. Journal of Global Optimization, 63 (3). pp. 481 - 500. ISSN: 0925-5001 Open Access Link

Dang, W. and Yu, K. (2015) 'Density Regression Based on Proportional Hazards Family'. Entropy, 17 (6). pp. 3679 - 3691.Open Access Link

Yu, K., Wang, BX. and Coolen, F. (2015) 'Interval estimation for proportional reversed hazard family based on lower record values'. Statistics and Probability Letters, 98. pp. 115 - 122. ISSN: 0167-7152 Open Access Link

You, W-H., Zhu, H-M., Yu, K. and Peng, C. (2015) 'Democracy, Financial Openness, and Global Carbon Dioxide Emissions: Heterogeneity Across Existing Emission Levels'. World Development, 66. pp. 189 - 207. ISSN: 0305-750X Open Access Link

Zhu, H., Lv, Z., Yu, K. and Deng, C. (2015) 'Robust variable selection in partially varying coefficient single-index model'. Journal of the Korean Statistical Society, 44 (1). pp. 45 - 57. ISSN: 1226-3192 Open Access Link

Yu, K., Becker, F., Aristodemou, K. and Lord, J. (2014) 'Fast mode regression in big data analysis'.BigDataScience '14: International Conference on Big Data Science and Computing. ACM.

Lv, Z., Zhu, H. and Yu, K. (2014) 'Robust variable selection for nonlinear models with diverging number of parameters'. Statistics and Probability Letters, 91 (1). pp. 90 - 97. ISSN: 0167-7152 Open Access Link

Wang, BX., Yu, K. and Sheng, Z. (2014) 'New inference for constant-stress accelerated life tests with weibull distribution and progressively type-ii censoring'. IEEE Transactions on Reliability, 63 (3). pp. 807 - 815. ISSN: 0018-9529 Open Access Link

Alhamzawi, R. and Yu, K. (2014) 'Bayesian Lasso-mixed quantile regression'. Journal of Statistical Computation and Simulation, 84 (4). pp. 868 - 880. ISSN: 0094-9655 Open Access Link

Chen, YL., Tian, MZ., Yu, KM. and Pan, JX. (2014) 'Composite hierachical linear quantile regression'. Acta Mathematicae Applicatae Sinica, 30 (1). pp. 49 - 64. ISSN: 0168-9673

He, J., Sheng, Z., Wang, BX. and Yu, K. (2014) 'Point and exact interval estimation for the generalized Pareto distribution with small samples'. Statistics and its Interface, 7 (3). pp. 389 - 404. ISSN: 1938-7989

Zhu, H., Lv, Z., Yu, K. and Deng, C. (2014) 'Robust variable selection in partially varying coefficient single-index model'. Journal of the Korean Statistical Society, 44 (1). pp. 45 - 57. ISSN: 1226-3192

Benoit, DF., Alhamzawi, R. and Yu, K. (2013) 'Bayesian lasso binary quantile regression'. Computational Statistics, 28 (6). pp. 2861 - 2873. ISSN: 0943-4062

Jiang, J., Liu, X. and Yu, K. (2013) 'Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution'. Computational Statistics, 28 (4). pp. 1485 - 1500. ISSN: 0943-4062

Yu, K., Dang, W., Zhu, H. and Al Hamzawi, R. (2013) 'Comment on Article by Spokoiny, Wang and Härdle'. Journal of Statistical Planning and Inference, 143 (7). pp. 1140 - 1144. ISSN: 0378-3758 Open Access Link

Yu, K., Wang, BX. and Patilea, V. (2013) 'New estimating equation approaches with application in lifetime data analysis'. Annals of the Institute of Statistical Mathematics, 65 (3). pp. 589 - 615. ISSN: 0020-3157

Alhamzawi, R. and Yu, K. (2013) 'Conjugate priors and variable selection for Bayesian quantile regression'. Computational Statistics and Data Analysis, 64 (August 2013). pp. 209 - 219. ISSN: 0167-9473

Yu, K., Chen, CWS., Reed, C. and Dunson, DB. (2013) 'Bayesian variable selection in quantile regression'. Statistics and its Interface, 6 (2). pp. 261 - 274. ISSN: 1938-7989

Yu, K., Chen, C., Reed, C. and Dunson, D. (2013) 'Bayesian variable selection in quantile regression'. Statistics and Its Interface.

Yu, K. and Wang, B. (2012) 'New estimating equation approaches with application in lifetime data analysis'. Annals of the Institute of Statistical Mathematics, 65 (3). pp. 1 - 27. ISSN: 0020-3157

Liu, X., Liu, H., Guo, W. and Yu, K. (2012) 'Codon substitution models based on residue similarity and their applications'. Gene, 509 (1). pp. 136 - 141. ISSN: 0378-1119

Li, SF., Zhu, HM. and Yu, K. (2012) 'Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks'. Energy Economics, 34 (6). pp. 1951 - 1958. ISSN: 0140-9883

Liu, X., Liu, H., Guo, W. and Yu, K. (2012) 'Codon substitution models based on residue similarity and their applications'. Gene, 509 (1). pp. 136 - 141. ISSN: 0378-1119

Yu, K., Wang, B. and Patilea, V. (2012) 'New estimating equation approaches for parameter estimation and exact confidence intervals: application to lifetime data analysis'. Journal of the American Statistical Association.

Al-Hamzawi, R. and Yu, K. (2012) 'Bayesian adaptive LASSO quantile regressi'. Statistical Modelling: an international journal, 12 (3). pp. 279 - 297. ISSN: 1471-082X

Xing, GD., Yang, SC., Liu, Y. and Yu, KM. (2012) 'Erratum to: A note on the Bahadur representation of sample quantiles for α-mixing random variables'. Monatshefte fur Mathematik. pp. 1. ISSN: 0026-9255

Xing, GD., Yang, SC., Liu, Y. and Yu, KM. (2012) 'A note on the Bahadur representation of sample quantiles for α-mixing random variables'. Monatshefte fur Mathematik, 165 (3-4). pp. 579 - 596. ISSN: 0026-9255

Yu, K., Alkenani, A. and Alhamzawi, R. (2012) 'Penalized flexible Bayesian quantile regression'. Applied Mathematics, 3 (12A). pp. 2155 - 2168. ISSN: 2152-7385 Open Access Link

Al-Kenani, A. and Yu, K. (2011) 'A comparative study for Robust canonical correlation methods'. Journal of Statistical Computation and Simulation, 83 (4). pp. 692 - 720. ISSN: 0094-9655

Al-Hamzawi, R., Yu, K. and Pan, J. (2011) 'Prior elicitation in Bayesian quantile regression for longitudinal data'. Journal of Biometrics and Biostatistics, 2 (03). ISSN: 2155-6180 Open Access Link

Zu, H., Li, S. and Yu, K. (2011) 'Crude oil shocks and stock markets: A panel threshold cointegration approach'. Energy Economics, 33 (5). pp. 987 - 994. ISSN: 0140-9883

Al-Hamzawi, R., Yu, K., Vinciotti, V. and Tucker, A. (2011) 'Prior elicitation for mixed quantile regression with allometric model'. Environmetrics, 22 (7). pp. 911 - 920. ISSN: 1180-4009

Wei, X., Yang, S., Yu, K., Yang, X. and Xing, G. (2010) 'Bahadur representation of linear kernel quantile estimator of VaR under α -mixing assumptions'. Journal of Statistical Planning and Inference, 140 (7). pp. 1620 - 1634. ISSN: 0378-3758

YU, K., Allay, A., Yang, S. and Hand, D. (2010) 'Kernel Quantile based Estimation of Expected Shortfall'. The Journal of Risk Finance, 12. pp. 15 - 32.Open Access Link

Yu, K., Allay, A., Yang, S. and Hand, DJ. (2010) 'Kernel quantile based estimation of expected shortfall'. The Journal of Risk, 12 (4). pp. 15 - 32. ISSN: 1465-1211

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. pp. 1621 - 1634.Open Access Link

Wang, BX., Yu, K. and Jones, MC. (2010) 'Inference under progressively type II right censored sampling for certain lifetime distributions'. Technometrics, 52 (4). pp. 453 - 460. ISSN: 0040-1706 Open Access Link

Wu, TZ., Yu, K. and Yu, Y. (2010) 'Single-index quantile regression'. Journal of Multivariate Analysis, 101 (7). pp. 1607 - 1621. ISSN: 0047-259X Open Access Link

Vinciotti, V. and Yu, K. (2009) 'M-quantile regression analysis of temporal gene expression data'. Statistical Applications in Genetics and Molecular Biology, 8 (1). pp. 1 - 20. ISSN: 1544-6115

Hand, DJ. and Yu, K. (2009) 'Justifying adverse actions with new scorecard technologies'. The Journal of Financial Transformation, 26. pp. 13 - 17.

Chen, C. and Yu, K. (2009) 'Automatic Bayesian quantile regression curve fitting'. Statistics and Computing, 19 (3). pp. 271 - 281. ISSN: 1573-1375

Hallin, M., Lu, Z. and Yu, K. (2009) 'Local linear spatial quantile regression'. Bernoulli, 15 (3). pp. 659 - 686. ISSN: 1350-7265 Open Access Link

Yu, K. and Ally, A. (2009) 'Improving prediction intervals: some elementary methods'. The American Statistician, 63 (1). pp. 17 - 19. ISSN: 0003-1305

Yu, Y., Yu, K., Wang, Q. and Li, M. (2009) 'Semiparametric estimation for a class of time-inhomogenous diffusion processes'. Statistica Sinica, 19 (2). pp. 843 - 867. ISSN: 1017-0405 Open Access Link