Projects per year
Personal profile
Biography
Yi He is Lecturer in Econometrics, in the Department of Econometrics and Business Statistics.
Welcome to visit my personal website: yihe.pro
Research area keywords
- extreme events
- tail risk
- financial econometrics
- semiparametric statistics
- empirical likelihood
- random matrix theory
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Finished
-
Optimal forecasts in large dimensional business and economic models
Monash University – Internal School Contribution
1/01/18 → 31/12/18
Project: Research
Research output
- 4 Article
-
Most powerful test against a sequence of high dimensional local alternatives
He, Y., Jaidee, S. & Gao, J., 2022, (Accepted/In press) In: Journal of Econometrics. 27 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Inference for conditional value-at-risk of a predictive regression
He, Y., Hou, Y., Peng, L. & Shen, H., Dec 2020, In: Annals of Statistics. 48, 6, p. 3442-3464 23 p.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus) -
Statistical inference for a relative risk measure
He, Y., Hou, Y., Peng, L. & Sheng, J., 2019, In: Journal of Business & Economic Statistics. 31, 2, p. 301-311 11 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus) -
Estimation of extreme depth-based quantile regions
He, Y. & Einmahl, J., Mar 2017, In: Journal of the Royal Statistical Society Series B-Statistical Methodology. 79, 2, p. 449-461 13 p.Research output: Contribution to journal › Article › Research › peer-review
7 Citations (Scopus)