Selected Publications
Book
Chapters
1. Jiang, J. and K.A. Doksum (2003a). Empirical Plug-in
Curve and Surface Estimates, In ''Mathematical and
Statistical Methods in Reliability", Eds. B. H., Lindqvist and K. A.,
Doksum. Ser. Qual. Reliab.
2. Jiang, J. and K.A. Doksum (2003b).On Local Polynomial
Estimation of Hazard Functions and Their Derivatives under Random Censoring,
In ''Mathematical Statistics and Applications: Festschrift for Constance
van Eeden", Eds. M. Moore,
3. You, J. and Jiang, J. (2007). Inferences for Varying-Coefficient Partially Linear Models with Serially Correlated Errors, In “Advances in Statistical Modeling and Inference – Essays in Honor of Kjell A. Doksum”, Ed. Vijay Nair. Series in Biostatistics, 3, 175-195. World Scientific Publishing Co. Pte. Ltd., Singapore.
4. Fan, J. and Jiang, J. (2009). Non- and Semi- Parametric Modeling in Survival analysis, In “New developments in biostatistics and bioinformatics - Frontiers of Statistics”, Eds. Jianqing Fan, Xinhong Lin and Jun Liu. Vol. 1, 3-33. World Scientific & Higher Education Press, New Jersey.
Selected Papers
1) Jiang, J., Marron, J.S. and Jiang, X.(2009). Robust Centroid Quantile Based Classification for High Dimension Low Sample Size Data. Journal of Statistical Planning and Inference,139, 2571-2580. to appear.
2) Jiang, J. and Li, J. (2008).Two-stage local M-estimation of additive models. Science in China, Series A-Mathematics, 51(7), 1315-1338.
3) Cai, J., Fan, J., Jiang, J. and Zhou, H. (2008). Partially Linear Hazard Regression with Varying-coefficients for Multivariate Survival Data. J. Roy. Statist. Soc. B, 70, 141-158.
4) Fan, J. and Jiang, J. (2007). Nonparametric inference with generalized likelihood ratio tests (with discussion). TEST, 16, 409-478.
Rejoinder
5) Jiang, J, Zhou, H., Jiang, X. and Peng, J. (2007). Generalized likelihood ratio tests for the structures of semiparametric additive models. The Canadian Journal of Statistics, 35(3), 381-398.
6) Jiang, J. and Zhou, H. (2007). Additive Hazards Regression with Auxiliary Covariates. Biometrika, 94, 359-369.
7) Fan, J., Fan, Y. and Jiang, J. (2007). Dynamic Integration of Time- and State-domain Methods for Volatility Estimation. Jour. Amer. Statist. Assoc., 102, 618-631.
8) Cai, J., Fan, J., Jiang, J. and Zhou, H. (2007). Partially Linear Hazard Regression for Multivariate Survival Data. Jour. Amer. Statist. Assoc., 102, 538-551.
9) Jiang, J. and Li, J. (2007). Two-stage local M-estimation of additive models. Science in China, Ser. A., 37(12), 1474-1496.
10) Peng, J., Lee, C.I.C., Liu, L., and Jiang, J. (2006). Orthogonal multiple contrast test for testing monotone on the average. Statistics. & Probability Letter, 76, 161-168.
11) Liu, R. and Jiang, J.(2006). Nonparametric estimation method for value-at-risk models. Chinese J. Appl. Probab. Statist. 22(2), 208--213.
12) Hui, Y.V. and Jiang, J. (2005). Robust Modelling of DTARCH Models. The Econometrics Journal, 8, 143-158.
13) Fan, J. and Jiang, J. (2005). Nonparametric inference for additive models. Jour. Amer. Statist. Assoc., 100, 890-907.
14) Jiang, J. and Hui, Y.V. (2004). Spectral Density Estimation with Amplitude Modulation and Outlier Detection. Ann. I. Statist. Math., 56, 611 - 630.
15) Jiang, J. and Doksum, K.A. (2004). Local generalized empirical estimation of regression. Science in China, Ser. A, 47(1), 1-14.
16) Fan, J., Jiang, J., Zhang, C-M. and Zhou, Z. (2003). Time-dependent diffusion models for term structure dynamics. Statistica Sinica, 13, 965-992.
18) Jiang, J. and Mack, Y.P. (2001). Robust local polynomial regression for dependent data. Statistica Sinica, 11, 705-722.
19) Jiang, J. Zhao, Q. and Hui, Y.V. (2001). Robust modelling of ARCH models. Journal of Forecasting, 20, 111-133.
20) Fan, J. and Jiang, J. (2000). Variable bandwidth and one-step local M-estimator. Science in China, Ser. A, 43, 65-81.
21) Jiang, J., Hui, Y.V. and Zheng, Z. (1999). Robust Goodness-of-fit Tests for AR(p) Models Based on L1-norm Fitting. Science in China, Ser. A, 42(4), 337-346.