Working Papers

Working Papers #

  • Yi He and Bo Zhang, ``Detecting Spurious Factor Models’’.

    Presented at The 13th International Conference on Extreme Value Analysis, and seminars at University of Amsterdam, Chinese University of Hong Kong, University of Groningen, Singapore Management University, and Nanyang Technological University.

Available at FigShare Available at SSRN

[A new version is coming soon]

  • Yi He and John H.J. Einmahl, ``Extreme Value Inference to General Heterogeneous Data’’.

    Presented at Fens, Forests, Formulas workshop in Statistics and Probability (by Yi), 16th CMStatistics 2023 Conference at Berlin (by John), One World Extreme Seminar (by John).

Professor Laurens de Haan: Weer een stap voorwaarts in de ontwikkeling van EVT (English: Another step forward in the development of EVT.)

Available at SSRN
  • Xuan Leng, Yi He, Yanxi Hou, Liang Peng, ``Asymptotics of CoVaR Inference In Two-Quantile-Regression’’.
Available at SSRN

  • Yi He and Juan-Juan Cai, ``Transformed Linear Regression Using Deep Monotonic Neural Networks’’.

    To be presented at International Symposium on Nonparametric Statistics 2024

  • Yi He, Jia Li and Yuhong Zhu, ``Uniform Fixed-k Inference for Explosive Drift’’.

  • Yi He and Tiandong Wang, ``Detecting Communities in Latent Networks’’

  • Yi He and Jiti Gao, ``Testing Against High-Dimensional Alternatives with Heteroskedasticity’’.

  • Yi He, Liang Peng, Dabao Zhang and Zifeng Zhao, ``A Modified Kaplan-Meier Estimator and Its Application’’.

  • John H.J. Einmahl, and Yi He, ``Ultimate Athlete Records Are More Accurate Than You Think’’.

  • Hao Li, Tiandong Wang and Yi He, ``$P$-hacking and Network Centrality’’.

  • Yi He, Lina Zhang, and Xueyan Zhao, ``Improving Testing Power for Instrumental Variables Regression: A Semi-supervised Learning Approach’’

  • Yi He and Lingwei Kong, ``Taming the Factor Zoo Using Stability Selection’’.