20172019
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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 level. Dive into details by clicking on the dots.

Projects 2018 2018

Research Output 2017 2019

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 journalArticleResearchpeer-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 journalArticleResearchpeer-review