Professor Hu Yang -Col Math Stat -Chongqing Univ -Huxi Campus

 



Visiting Professor of Notre Dame University,USA,2005

Professor Hu Yang

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Address: College of Mathematics and Statistics of Chongqing University -Huxi Campus  Zip: 401331

 

Research Interests:

Linear Models, Statistical Computing, Matrix and Numerical Algebra, Stochastic Actuarial Models, Statistical Diagnosis, Financial Statistics, Nonparametric Statistics

Education:

1979-1983 Bachelor of Science Degree, Sichuan University of China.
1986-1987 Master program for Statistics, Graduate School(Beijing), University of Science and Technology of China
1990-1992 Master of Science Degree, Yunnan University of China.
2001-2003 Doctor of Computer Degree, Chongqing University

Selected Articles:

Tian, ZX; Yang, H, Reweighted Angle Two-Dimensional Principal Component Analysis for Feature Extraction, Pattern Recognition, 2025, 168: 111817.
Zhang, JQ., Yang, H, Robust support vector machine based on the bounded asymmetric least squares loss function and its applications in noise corrupted data, Advanced Engineering Informatics, 2025, 65: 103371.
Ming, H; Yang, H, Distributed algorithm for?best subset regression, Expert Systems With Applications, 2025, 277: 127224.
Li, FH; Yang, H, A novel bounded loss framework for support vector machines, Neural Networks, 2024, 178: 106476.
Tian, ZX; Yang, H, Group sparse structural smoothing recovery: model, statistical properties and algorithm, Statistics and Computing., 2024, 34: 122.
Ming, H; Yang, H. A fast robust best subset regression, Knowledge-Based Systems, 2024, 284: 111309.
Zhang, JQ; Yang, H, Bounded quantile loss for robust support vector machines-based classification and regression, Expert Systems With Applications, 2024, 242: 122759.
Gao, RY; Qi, K; Yang, H, Fused robust geometric nonparallel hyperplane support vector machine for pattern classification, Expert Systems With Applications, 2024, 236: 121331.
Ming, H; Yang, H. L0 regularized logistic regression for large-scale data, Pattern Recognition, 2024, 146: 110024.
Xie, WL; Yang, H. Group Sparse Recovery via Group Square-Root Elastic Net and the Iterative Multivariate Thresholding-based Algorithm, AStA Advances in Statistical Analysis, 2023, 107(3): 469-507.
Tan, ZX; Yang, H, Total Variation Regularized Multi-Matrices Weighted Schatten p-norm Minimization for Image Denoising, Applied Mathematical Modeling, 2023, 124: 518-531.
Guo, CH; Lv, J; Yang, H; Tu, JW; Tian, CX, Semiparametric Model Averaging for Ultrahigh-Dimensional Conditional Quantile Prediction, Acta Mathematica Sinica, English Series, 2023, 39(6): 1171 C1202.
Ming, H; Chen, YJ; Yang, H, One-Step Sparse Estimates in the Reverse Penalty for High-Dimensional Correlated Data, Journal of Computational and Applied Mathematics, 2023, 427, 115119.
Qi, K, Yang, H, Capped asymmetric elastic net support vector machine for robust binary classification, International Journal of Intelligent Systems, 2023. 2201330.
Qi, K, Yang, H, A novel robust nonparallel support vector classifier based on one optimization problem, Neural Computing and Applications, (2023), 35:799:814.
Qi, K, Yang, H, a novel joint geometrical nonparallel hyperplane support vector machine, Expert Systems With Applications, 2023, 215:119413.
Xia, SW; Yang, YH; Yang, H, High-dimensional Sparse Portfolio Selection with Nonnegative Constraint, Applied Mathematics and Computation, 2023, 443:127766.
Yang, YH; Xia, SW; Yang, H, Multivariate Sparse Laplacian Shrinkage for Joint Estimation of Two Graphical Network Structures, Computational Statistics and Data Analysis, 2023, 178:107620.
Qi, K, Yang, H, Elastic Net Nonparallel Hyperplane Support Vector Machine and Its Geometrical Rationality, IEEE Transactions on Neural Networks and Learning Systems, 2022, 33(12):7199-7209.
Qi, K, Yang, H, Joint rescaled asymmetric least squared nonparallel support vector machine with a stochastic quasi-Newton based algorithm, Applied Intelligence, 2022, 52(12): 14387-14405.
Xia, SW; Yang, YH; Yang, H, Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems, TEST, 2022, 31:255-277.
Wu, XF; Liang, RM; Yang, H, Penalized and constrained LAD estimation in fixed and high dimension,Statistical Papers,2022, 63(1), 53-95.
Chen, Qi-an, Hu, Qingyu, Yang, H, Qi, Kai, A kind of new time-weighted nonnegative lasso index-tracking model and its application, The North American Journal of Economics and Finance, 2022, 59:101603.
Ming, H; Liu, HL; Yang, H, Least product relative error estimation for identification in multiplicative additive models, Journal of Computational and Applied Mathematics, 2022, 404:113886.
Qi, K; Tu, JW; Yang, H, Joint sparse principal component regression with robust property, Expert Systems With Applications, 2022, 187:115845.
Tu, JW ;Yang, H; Guo, CH; Lv, J, Model averaging marginal regression for high dimensional conditional quantile prediction,Statistical Papers, 2021, 62(6), 2661-2689.
Qi, K; Yang, H, Nonnegative Sparse Group Lasso With an Application in Financial Index Tracking, Ӧ ø ͳ , 2021, 37(3):221-240.
Wang, SX ;Yang, H, Conditioning theory of the equality constrained quadratic programming and its applications, Linear & Multilinear Algebra, 2021, 69(6):1161-1183.
Li, N ;Yang, H,Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models,Statistical Papers,2021,62(2):661-680.
Yang, YH ;Yang, H, Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models, Communications in Statistics-Theory and Methods, 2021, 50(1):73-94.
Yang, YH; Yang, H, Adaptive and Reversed Penalty for Analysis of High-Dimensional Correlated Data, Applied mathematical modeling, 2021, 92: 63-77
Yang, H, Li, N, Yang, J. A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates,Statistical Papers,(2020)61:1911-1937.
Xie, WL; Yang, H. The Structured Smooth Adjustment for Square-root Regularization: Theory, algorithm and applications. Knowledge-Based Systems, 2020, 207: 106278.
Qi, K; Yang, H, Hu, QY, Yang, DJ. A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature. Knowledge-Based Systems, 2019, 185: 104933.
Yang J; Lu F, Yang, H. Rank-based shrinkage estimation for identification in semiparametric additive models. Statistical Papers, 2019, 60(4): 1255-1281.
Yang J; Lu F, Yang, H. Local Walsh-average-based estimation and variable selection for single-index models. Sci China Math, 2019, 62: 1977-1996,.
Li, YL ;Yang, H, Performance of the restricted almost unbiased type principal components estimators in linear regression model, Statistical Papers,60(2019)1:19-34.
Wang, SX;Yang, H ;Yao, Chaoli,On the penalized maximum likelihood estimation of high-dimensional approximate factor model, Computational Statistics, 34(2019)2:819-846.
Xie, WL ;Yang, H, Nonnegative hierarchical lasso with a mixed (1,1/2)-penalty and a fast solver, Statistics and Its Interface, 12(2019)4:599-615.
Yang, J ;Lu, F;Tian, GL; Lu, XW;Yang, H, Robust variable selection of varying coefficient partially nonlinear model based on quantile regression, Statistics and Its Interface, 12(2019)3:397-413.
Lv, J; Guo, CH; Yang, H; Li, TT, Inference of effective rank of longitudinal data based on modified Cholesky decomposition ACTA MATHEMATICA SINICA, Chinese Series 2018 Vol. 61 (4): 549-568.
Wang, SX; Li, HY; Yang, H, On the condition number theory of the equality constrained indefinite least squares problem, Electronic Journal of Linear Algebra, Volume:34, Pages: 619-638, 2018.
Yang, J; Lu, F; Yang, H, Statistical inference on asymptotic properties of two estimators for the partially linear single-index models Statistics, Volume: 52 Issue: 6, 1193-1211, 2018.
Wang, SX; Li, HY; Yang, H, A note on the condition number of the scaled total least squares problem, Calcolo, Volume: 55 Issue: 4, 2018.
Yang, YH; Yang, H, Model Selection Consistency of Lasso for Empirical Data, Chinese Annals of Mathematics Series B Volume: 39 Issue: 4 Pages: 607-620, 2018.
Yang, J; Lu, F; Yang, H, Quantile regression for robust inference on varying coefficient partially nonlinear models, Journal of the Korean Statistical Society Volume: 47 Issue: 2 Pages: 172-184, 2018.
Guo, CH; Yang, H; Lv, J, Two step estimations for a single-index varying-coefficient model with longitudinal data, Statistical Papers, Volume: 59 Issue: 3 Pages: 957-983, 2018.
Yang, H; Li, N, WLAD-LASSO method for robust estimation and variable selection in partially linear models, Communications in Statistics-Theory and Methods, Volume: 47 Issue: 20 Pages: 4958-4976, 2018.
Liu, HL; Yang, H Estimation and variable selection in single-index composite quantile regression Communications in Statistics-Simulation and Computation Volume: 46 Issue: 9 Pages: 7022-7039 2017.
Lv, J; Guo, CH; Yang, H; et al., A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data, Computational Statistics & Data Analysis, Volume: 112 Pages: 129-144, 2017.
Yang, J; Yang, H, Quantile regression and variable selection for single-index varying-coefficient models,Communications in Statistics-Simulation and Computation, Volume: 46 Issue: 6, 4637-4653, 2017.
Yang, J; Lu, F; Yang, H, Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models, Statistics, Volume: 51 Issue: 6, 1179-1199, 2017.
Guo, CH; Yang, H; Lv, J, Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression, Statistical Papers, Volume: 58 Issue: 4, 1009-1033, 2017.
Lv, J; Yang, H; Guo, CH Variable selection in partially linear additive models for modal regression, Communications in Statistics-Simulation and Computation, Volume: 46 Issue: 7, 5646-5665, 2017.
Liu, CL; Zhang, ZM; Yang, H, A note on a discrete time MAP risk model, Journal of Computational and Applied Mathematics, Vol: 309, 111-121, 2017.
Liu, HL; Yang, H, Penalized composite quantile estimation for censored regression model with a diverging number of parameters, Communications in Statistics-Theory and Methods, Vol: 46 Issue: 13, 6558-6578, 2017.
Liu, HL; Yang, H; Xia, XC, Robust estimation and variable selection in censored partially linear additive models, Journal of the Korean Statistical Society Vol: 46 Issue: 1, 88-103, 2017.
Yang, J; Yang, H, Robust modal estimation and variable selection for single-index varying-coefficient models, Communications in Statistics-Simulation and Computation Vol: 46 Issue: 4, 2976-2997, 2017.
Guo, CH; Yang, H; Lv, J, Robust variable selection for generalized linear models with a diverging number of parameters, Communications in Statistics-Theory and Methods, Vol: 46 Issue: 6, 2967-2981, 2017.
Zhang, ZM; Yang, H; Yang, H, On the absolute ruin in a MAP risk model with debit interest, Advances in Applied Probability, Series, Vol: 43 Issue: 1, 77-96, 2016.
Li, WX; Li, TT; Yang, H,Restricted estimation and testing of hypothesis in linear measurement errors models, Communications in Statistics-Theory and Methods,Vol:45 Issue:18,5318-5330, 2016.
Li, YL; Yang, H, More on the two-parameter estimation in the restricted regression Communications in Statistics-Theory and Methods,Vol:45 Issue:24,7184-7196, 2016.
Guo, CH; Yang, H; Lv, J; Wu, JB, Joint estimation for single index mean-covariance models with longitudinal data, Journal of the Korean Statistical Society, Vol:45 Issue:4,526-543,2016.
Xia, XC; Yang, H; Li, JL, Feature screening for generalized varying coefficient models with application to dichotomous responses, Computational Statistics & Data Analysis, Vol: 102, 85-97, 2016.
Zhang, ZM; Yang, H; Yang, H, On a nonparametric estimator for the finite time survival probability with zero initial surplus, Acta Mathematicae Applicatae Sinica-English Series, Vol: 32 Issue: 3, 739-754, 2016.
Lv, J; Yang, H; Guo, CH, Robust estimation for varying index coefficient models, Computational Statistics, Vol: 31 Issue: 3, 1131-1167, 2016.
Yang, H; Lv, J; Guo, CH, Robust variable selection and parametric component identification in varying coefficient models, Communications in Statistics-Theory and Methods, Vol: 45 Issue: 18, 5533-5549, 2016.
Lv, J; Yang, H; Guo, CH, Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data, Computational Statistics, Vol: 31 Issue: 3 , 1203-1234, 2016.
Yang, J; Yang, H, Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method, Journal of Computational and Applied Mathematics, Vol: 302, 24-37. 2016.
Lv, J; Yang, H; Guo, CH, Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (vol 31, pg 1203, 2016), Computational Statistics, Vol: 31 Issue: 3, 1235, 2016.
Guo, CH; Yang, H; Lv, J, Generalized varying index coefficient models, Journal of Computational and Applied Mathematics Vol:300, 1-17, 2016.
Yang, H; Lv, J; Guo, CH, Penalized LAD Regression for Single-index Models Communications in Statistics-Simulation and Computation, Vol:45 Issue:7,2392-2408,2016.
Yang, J; Yang, H, A robust penalized estimation for identification in semiparametric additive models, Statistics and Probability Letters, Vol: 110, 268-277, 2016.
Yang, H; Yang, L, Assessing local influence for elliptical linear models under equality constraints, Communications in Statistics-Theory and Methods, Vol: 45 Issue: 15, 4517-4527, 2016.
Yang, H; Lv, J; Guo, CH, Robust estimation and variable selection for varying-coefficient single-index models based on modal regression, Communications in Statistics-Theory and Methods, Vol: 45 Issue: 14, 4048-4067, 2016.
Xia, XC; Yang, H, Variable selection for partially time-varying coefficient error-in-variables models, Statistics, Vol: 50 Issue: 2, 278-297, 2016.
Yang, H; Wang, SX, A flexible condition number for weighted linear least squares problem and its statistical estimation, Journal of Computational and Applied Mathematics, Vol: 292, 320-328, 2016.
Yang, H; Huang, JW, Further research on the principal component two-parameter estimator in linear model, Communications in Statistics-Theory and Methods Vol: 45 Issue: 3, 566-576, 2016.
Li, TT; Yang, H, Inverse probability weighted estimators for single-index models with missing covariates, Communications in Statistics-Theory and Methods Vol: 45 Issue: 5, 1199-1214, 2016.
Wu, JB; Yang, H; More on the unbiased ridge regression estimation, Statistical Papers Vol:57 Issue:1, 31-42, 2016.
Yang, H; Guo, CH; Lv, J; Penalized inverse probability weighted estimators for weighted rank regression with missing covariates, Communications in Statistics-Theory and Methods,Vol:45 Issue:5, 1388-1402, 2016.
Yang, H; Liu, HL, Penalized weighted composite quantile estimators with missing Covariates, Statistical Papers,Vol:57 Issue:1, 69-88, 2016.
Liu, CL; Yang, H; Positive-rule stein-type almost unbiased ridge estimator in linear regression model, Communications in Statistics-Theory and Methods, Vol: 45 Issue: 8 2228-2255, 2016.
Xia, XC; Liu, Z; Yang, H, Regularized estimation for the least absolute relative error models with a diverging number of covariates, Computational Statistics & Data Analysis Vol: 96, 104-119, 2016..
Yang, H; Guo, CH; Lv, J, Variable selection for generalized varying coefficient models with longitudinal data, Statistical Papers Vol: 57 Issue: 1, 115-132, 2016.
Wang, SX; Yang, H, Li, HY, Condition numbers for the nonlinear matrix equation and their statistical estimation Linear Algebra and Its Applications 482(2015)221-240.
Yang, H, Xia, XC, Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response, Commu. Stat. -Ther.Meth., A44(2015)21:4521-4539.
Yang, H, Lv, J; Guo, CH, Robust variable selection in modal varying-coefficient models with longitudinal Journal of Statistical Computation and Simulation,85(2015)15:3064-3079.
Zhang, PP, Yang, H, Improvenents in the upper bounds for the spread of a Marix Mathematical Inequalities & Applications, 18(2015)1:337-345.
Hao, YY; Yang, H, A ruin model with compound poisson income and dependence between claim sizes and claim intervals, Acta Mathematicae Applicatae Sinica, English Series, 31(2015)2:445-452.
Yang, H,Guo, CH,Lv, J, SCAD penalized rank regression with a diverging number of parameters, Journal of Multivariate Analysis, 133(2015):321-333.
Yang, H,Lv, J,Guo, CH, Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity, Journal of the Korean Statistical Society , 44(2015)1:77-94.
Lv, J, Yang, H,Guo, CH, An efficient and robust variable selection method for longitudinal generalized linear models,Compu. Stat. Data Anal., 82(2015):74-88.
Lv, J, Yang, H,Guo, CH, Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function, J Compu.Appli. Math., 280(2015):125-140.
Huang, JW, Yang, H, On a principal component two-parameter estimator in linear model with autocorrelated errors, Statistical Papers, 56(2015)1:217-230.
Li, HY, Yang, H, Hua Shao, Perturbation analysis for the symplectic QR factorization,Linear & Multilinear Algebra, 63(2015)1:78-96.
Wu, JB, Yang, H, On the Principal Component Liu-type Estimator in Linear Regression,Commu. Stat. -Simu. Compu., B44(2014)8:428-440.
Guo, CH, Yang, H, Lv, J, Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis,Appli. Math. Compu., 245(2014): 343-356.
Yang, H, Guo, CH, Lv, J, A robust and efficient estimation method for single-index varying-coefficient models,Statistics & Probability Letters, 94(2014):119-127.
Abdul Shakoor,Yang, H, Ilyas Ali, Some representations for the Drazin inverse of a modified matrix , CALCOLO, 51(2014)3:505-514.
Yang, H, Ye, HL; Xue, K, A Further Study of Predictions in Linear Mixed Models, Commu. Stat. -Ther. Meth., A43(2014)20:4241-4252.
Chang, XF, Yang, H, Preliminary test estimators induced by three large sample tests for stochastic constraints in regression model with multivariate student-t error. Commu. Stat. -Ther. Meth., A43(2014)17:3629-3640.
Yang, L; Yang, H, Local influence analysis for the ridge regression under stochastic linear restrictions, Commu. Stat. -Ther. Meth., A43(2014)17:3580-3595.
Yang, H, Yang, J, A robust and efficient estimation and variable selection method for partially linear singe-index modesl, J.Multi. Anal., 129(2014)8:227-242.
Yang, H, Yang, J, The adaptive L1-penalized LAD regression for partially linear single-index models, J.Stat Plan & Infer, 151(2014)8:73-89.
Yang, H, Zhang, PP, A note on multiplicative perturbation bounds for the Moore-Penrose inverse, Linear and Multilinear Algebra, 62(2014)6:831-838.
Ilyas Ali, Yang, H, Abdul Shakoor, Refinements of the heron and heinz means inequalities for matrices, J. Math. Ineq., 8(2014)1:107-112.
Yang, H, Xia, XC, Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses Journal of the Korean Statistical Society, 43(2014)1:79-90.
Zhang, ZM, Yang, HL; Yang, H, On a nonparametric estimator for ruin probability in the classical risk model. Scandinavian Actuarial Journal, (2014)4:309-338.
Li, YL, Yang, H, Two Classes of Almost Unbiased Type Principal Component Estimators in Linear Regression Model, Journal of Applied Mathematics, Vol. 2014, Article ID 639070, 6 pages.
Huang, JW, Yang, H, A two-parameter estimator in the negative binomial regression model, Journal of Statistical Computation and Simulation, 84(2014)1:124-134.
Wu, JB, Yang, H, On the stochastic restricted almost unbiased estimators in linear regression model, Commu. Stat. -Simu. Compu., B43(2014)2:428-440.
Abdul Shakoor, Yang, H, Ilyas Ali, The Drazin Inverses of the Sum of two Matrices and Block Matrix, J. Appl. Math. & Informatics, 31(2013)3-4:343-352.
Wu, JB,Yang, H, Two stochastic restricted principal components regression estimator in linear regression , Commu. Stat. -Ther. Meth., A42(2013)20:3793-3804.
Yang, H, Xue, K, Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims, Acta Mathematica Scientia, B33(2013)4:998-1006
Wu, JB, Yang, H, Efficiency of an almost unbiased two-parameter estimator in linear regression model, Statistics, 47(2013)3:535-545.
Zhang, ZM, Yang, HL; Yang, H, On a Sparre Andersen risk model perturbed by a spectrally negative L vy process. Scandinavian Actuarial Journal, (2013)3:213-239.
Liu Chaolin, Yang, H, Wu, JB, On the Weighted Mixed Almost Unbiased Ridge Estimators in Stochastic Restricted Linear Regression, J Appli Math, 2013, Article Number: 902715.
Xu, JW, Yang, H, Performances of the positive-rule Stein-type ridge estimator in a linear regression model with spherically symmetric error distributions, Commu. Stat. -Ther. Meth., A42(2013) 3:543-560.
Li, HY, Yang, H, Shao, H, New Perturbation bounds for nonnegative and positive polar factors, Math Ineq Appli, 61(2013)2:349-362.
Li, HY, Yang, H, Shao, H, Two-sided generalized hyperbolic QR factorization and its perturbation analysis, Linear Alg Appli, , 438 (2013)3:1267-1292.
Zhang, PP, Yang, H, Li, HY, New perturbation bounds for the subunitary polar factors, Linear and Multi Alg, 61(2013)4:517-526.
Wenxue Li, Yang, H, Weighted stochastic restricted estimation in linear measurement error models.Commu. Stat. -Simu. Compu., B42(2013)4:932-968.
Yang, H, Wu, JB, A Stochastic Restricted k-d Class Estimator,Statistics, 46(2012)6:759-766.
Zhang, ZM, Hailiang Yang, Yang, H, On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation. Meth.Compu.Appli.Prob.,14(2012)4:973-995.
Li, HY, Yang, H, Shao, H, Perturbation analysis for the hyperbolic QR factorization,Compu Math Appli, 63(2012)12:1607-1620.
Chang, XF, Yang, H, Combining Two-parameter and principal component regression estimators. Stat Pap, 53(2012)3:549-562.
Wang, LT, Yang, H, Matrix Euclidean norm Wielandt inequalities and their applications to statistics. Stat Pap,53(2012)3:521-530.
Chang, XF, Yang, H, Performance of the preliminary test two-parameter estimators based on the conflicting test-statistics in a regression model with student-t error, Statistics, 46(2012)3:291-303.
Li, WXYang, H, Wu, JB, Some comments on: Ozkale, M.R, Kaciranlar, K.(2008): Comparisons of the r-k class estimator to the ordinary least squares estimator under the Pitman's closeness criterion.Stat Pap, 53(2012)2:497-503.
Li, YL, Yang, H, A New Liu-type Estimator in Linear Regression Model , Stat Pap, 53(2012)2:427-437.
Li, HY, Yang, H, Shao, H, Perturbation analysis for block downdating of the generalized Cholesky factorization, Appli Math Comput, 218(2012)18:9451-9461
Liu, XF, Yang, H, Further results on the group inverses and Drazin inverses of anti-triangular block matrices, Appli Math Comput, 218(2012)17: 8978-8986.
Zhang, PP, Yang, H, Li, HY, Relative and Absolute Perturbation Bounds for Weighted Polar Decomposition, J Appli. Math., vol. 2012, Article ID 219025, 15 pages.
Xu, JW, Yang, H, On the Stein-type Liu estimator and positive-rule Stein-type Liu estimator in multiple linear regression models, Commu. Stat. -Ther. Meth., A41(2012)5:791-808.
Xu, JW, Yang, H, On the preliminary test backfitting and Speckman estimators in partially linear models and numerical comparisons, Commu. Stat. -Simu. Compu., B41(2012) 3:327-341.
Li, TT; Yang, H; Wang, JL; Xue, LG; Zhu, LX, Correction on estimation for a partial-linear single-index model, The Annals of Statistics., 39(2011)6:3441-3443.
Yang, H, Wu, JB, Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions, Commu. Stat. -Ther. Meth.,A40(2011)24:4364-4371.
Yang, H, Wu, JB, Some Matrix Norm Kantorovich Inequalities and their Applications, Commu. Stat. -Ther. Meth.,A40(2011)22:4078-4085.
Xu, JW, Yang, H, More on the bias and variance comparisons of the restricted almost unbiased estimators, Commu. Stat. -Ther. Meth.,A40(2011)22:4053-4064.
Liu, XF, Yang, H, A note on the reverse order laws for {1,2,3}- and {1,2,4}-inverses of multiple matrix products, Electron. J. Linear Algebra, 22 (2011), 620 C629.
Liu, XF, Yang, H, Some results on the partial orderings of block matrices, J Ineq Appli, Vol. 2011, Art.54, 1-7.
Yang, H, Liu, XF, Mixed-type reverse-order laws of (AB)(1,2,3) and (AB)(1,2,4), Appli Math Compu, 217(2011)24: 10361-10367
Hao, YYYang, H, On a compound Poisson risk model with delayed claims and random incomes, Appli Math Compu, 217(2011)24:10195-10204.
Xu, JW, Yang, H, On the restricted r-k class estimator and restricted r-d class estimator in linear regression, J Stat Compu Simu, 81(2011)6: 679-691.
Li, YL, Yang, H, On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors, Commu Stat -Ther Meth,A40(2011)15:2695-2708.
Li, YL, Yang, H, Two Kinds of Restricted Modified Estimators in Linear Regression Model, J Appli Stat, 38(2011)7:1447-1454.
Liu, XF, Yang, H, An expression of the general common least-squares solution to a pair of matrix equations with applications, Compu Math Appli, 61(2011)10:3071-3078.
Yang, H, Juan Cui, A stochastic restricted two-parameter estimator in linear regression model,Commu Stat -Ther Meth,A40(2011)13:2318-2325.
Li, YL, Yang, H, Xu, JW, More on the Preliminary Test Estimator on Almost Unbiased Liu Regression, Commu Stat -Ther Meth,A40(2011)13:2292-2304.
Yang, H, Xingcui Wu, Semiparametric EGARCH Model with the Case Study of China Stock Market, Econ Mod, 28(2011)3: 761-766.
Yang, H, Xu, JW, Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error, Metrika,73(2011)3:275-292.
Li, YL, Yang, H, A New Ridge-type Estimator in Stochastic Restricted Linear Regression, Statistics, 45(2011)2:123-130.
Xu, JW, Yang, H, On the restricted almost unbiased estimators in linear regression, J Appli Stat, 38(2011)3:605-617.
Zhang, ZM, Yang, H, The compound Poisson risk model with dependence under a multi-layer dividend strategy. Appl Math J Chi Univ, 26(2011)1: 1-13.
Yang, H, Liu, XF,The Drazin inverse of the sum of two matrices and its applications. J Compu Appli Math,235(2011)5:1412-1417.
Zhang, ZM, Yang, H, Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. J Compu Appli Math, 235(2011)5:1189-1204.
Yang, H, Yuan-yuan Hao, A ruin model with random income and dependence between claim sizes and claim intervals, Acta Math Appli Sinica, ES, 26(2010)4:625-632.
Yang, H, Wenxue Li, Xu, JW, Comparison of Two Estimators of Parameters under Pitman Nearness Criterion, Commu Stat -Ther Meth,A39(2010)17:3081-3094.
Li, YL, Yang, H, Two Kinds of Restricted Estimators in Singular Linear Regression, Commu Stat -Ther Meth, A39(2010)14:2594-2603
Yang, H, Li, HY, Hua Shao, Multiplicative Perturbation Bounds for Weighted Unitary Polar Factor, Math Ineq Appli, 13(2010)3:537-554.
Li, YL, Yang, H, A new stochastic mixed ridge estimator in linear regression model, Stat Papers, 51(2010)2:315-323.
Yang, H, Zhang, ZM,When does surplus reach a given target before ruin in the Markov-modulated dicusion model J Korean Stat Soc, 39(2010)2:207-219.
Yang, H, Zhang, ZM, On a discrete risk model with two-sided jumps. J. Compu Appli Math, 234(2010)3:835-844.
Liu, DQ, Yang, H, Further results on the reverse order law for {1,3}-inverse and {1,4}-inverse of a matrix product, J Ineq Appli, Vol.2010, Art. 312767, 13pp.
Yang, H, Li, HY, Hua Shao, Lavoie inequalities for weighted generalized inverses of matrices, Linear Multi Algebra, 58(2010)3:285-295
Zhang, ZM, Yang, H, On a risk model with stochastic premiums income and dependence between income and loss. J Compu Appli Math, 234(2010)1:44-57
Zhang, ZM, Yang, H, A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps, Stat Prob Letters, 80(2010)7-8:597-607
Yang, H, Chang, XF, A new two-parameter estimator in linear regression, Commu Stat -Ther Meth, A39(2010)6:923-934
Liu, DQ, Yang, H, The reverse order law for {1,3,4}-inverse of the product of two matrices, Appli Math Compu, 215(2010)12:4293-4303
Zhang, ZM, Yang, H, Shuanming Li, The perturbed compound Poisson risk model with two-sided jumps,J Compu Appli Math, 233(2010)8:1773-1784
Yang, H, Tingting Li, Emprical likelihood for semiparametric varying coefficient partially linear models with longitudinal data, Stat Prob Letters, 80(2010)2:111-121
Li, HY, Yang, H, Shao, H, A note on the perturbation analysis for the generalized Cholesky factorization, Appl Math Compu, 215(2010)11: 4022-4027
Li, HY, Yang, H, Relative Perturbation Bounds of Weighted Polar Decomposition, Compu Math with Appli., 59(2010)2:853-860
Yang, H, Zhang, ZM, On a perturbed Sparre Andersen risk model with multi-layer dividend strategy, J Compu Appli Math, 232(2009)2, 612-624
Wang, LT, Yang, H, Several Matrix Euclidean Norm Inequalities Involving Kantorovich Inequality, J Ineq Appli, Vol. 2009, Art. 291984, 9pp.
Li, HY, Yang, H, Hua Shao, Multiplicative Perturbation Bounds for Generalized Nonnegative and Positive Polar Factors, Acta Math Appli Sinica,32(2009)5:912-922.
Yang, H, Li, YL, Janwen Xu, Mean Squared Error Matrix Comparisions of Some Restricted Almost Unbiased Estimators, Commu Stat -Ther Meth,A38(2009)14:2321-2332
Li, HY, Yang, H, A Note on an Unusual Type of Generalized Polar Decomposition, Linear Alg Appli, 431(2009): 518-526
Yang, H, Wang, LT, An Alternative form of the Watson Efficiency, J.Stat Plan Infer, 139(2009)8:2767-2774
Yang, H, Xu, JW, An Alternative Stochastic Restricted Liu Estimator in Linear Regression, Stat Papers, 50(2009)3:639-647
Yang, H, Wang, LT, Lijuan Song, Quasi minimax estimation in the general linear regression model, J Stat Plan Infer, 139(2009)7:2117-2125
Yang, H, Chang, XF, Liu, DQ, Improvement of the Liu estimator in weighted mixed regression, Commu Stat -Ther Meth,A38(2009)2:285-292
Yang, H, Liu, DQ, The representation of generalized inverse AT,S(2,3) and its applications,J Compu Appli Math,224(2009)1:204-209
Yang, H, Zhang, ZM, The perturbed compound Poisson risk model with multi-layer dividend strategy, Stat Prob Letters 79(2009)1:70-78
Yang, H, Zhang, ZM, Chunmei Lan, Ruin problems in a discrete Markov risk model, Stat Prob Letters, 79(2009)1:21-28
Yang, H, Li, HY, Perturbation bounds for polar factors under weighted unitary invariant norm, Numer Linear Alg Appli, 15(2008)8:685-700
Yang, H, Li, HY, Weighted Polar Decomposition and WGL partial Ordering of Rectangular Complex Matrices, SIAM J Matrix Anal Appli, 30(2008)2:898-924
Yang, H, Zhang, ZM, Chunmei Lan, On the time value of absolute ruin for a multi-layer compound Poisson model under interest force, Stat Prob Letters,78(2008)13:1835-1845
Yang, H, Xu, JW, Tuning parameter selection and various good fitting characteristics for the Liu-Type estimator in linear regression Commu Stat -Ther Meth,A37(2008)20:3204-3215
Yang, H, Zhang, ZM, Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy Insurance: Math Econ, 2008 42(3): 984-991
Yang, H; Li, HY, Weighted UDV*-decomposition and weighted spectral decomposition for rectangular matrices and their applications Appli Math Compu, 198(2008)1:150-162
Yang, H, Liu, DQ; Xu, JW, Matrix Left Symmetry Factor and its Applications in Generalized Inverses AT,S(2,4) Appli Math Compu, 197(2008)2: 836-843
Yang, H; Zhang, CM, The Research on two kinds of Restricted Biased Estimators based on Mean Squared Error Matrix Commu Stat -Ther Meth, A37(2008)1:70-80.
Zhang, CM; Yang, H, The conditional ridge-type estimation in singular linear model with linear equality restrictions Statistics 41(2007)6:485-494
Zhong, Z; Yang, H, Ridge Estimation to the Restricted Linear Model Commu Stat -Ther Meth, A36(2007)11:2099-2115
Xu, JW; Yang, H, Estimation in Singular Linear Models with Stochastic Linear Restrictions Commu Stat -Ther Meth,A36(2007)10:1945-1951
Ma TF, Yang, H, The Farither study and Pitman superiority of Bayes estimate, Acta Math Appli Sinica,29(2006)3:428-435.
Yang, H; Xu, JW, Classification Algorithms Based on Fisher Discriminant and Perceptron Neural Network, Lecture Notes in Compu Sci, 3497(2005):20-25
Yang, H, Yang, T, Outlier Mining Based on Principal Components Estimation, Acta Math Appli Sinica,ES,21(2005)2:303-310.
Yang, H, Zhu, LX, Adaptive Unifies Biased Estimators of Parameters in Linear Model,Acta Math Appli Sinica ES,20(2004)3: 425-432
Yang, H, Fengmei Tao, On Generalized Potthoff-Roy Estimator, J Biomathematics, 16(2001)3, 266-274
Yang, H, Efficiency Matrix and the Partial Ordering of Estimates, Commu Stat -Ther Meth, A25(1996), 457-468
Yang, H, On Stability of Biased Estimates and the Regularization Method, J.Stat Plan Infer,52(1996), 67-75.
Yang, H, Matrix Norm Versions of the Kantorovich Inequality and its Applications, Appli Math -JCU, 10B(1995),133-140
Wang, SG; Yang, H, Linear estimators under Pitman nearness criterion, Sci Bulletin, 40(1995)23:1944-1948
Yang, H, Universal Positive Definiteness and the Partial Ordering of Generalized Inverses of a Matrix, J Sys Sci Math Scis, 13(1993)3:270-275
Yang, H, A Kind of General Influence Measure on the Linear Weighted Regression, Appli Math Mech. 13(1992)9: 877-881
Yang, H, Two New Classes of the Generalized Kantorovich Inequalities and their Applications, Sci Bulletin., 36(1991) 22: 1849-1851
Yang, H, The Inefficiency of the Least Squares Estimator and its Bound, Appli Math Mech, 11(1990)11: 1087-1093
Yang, H, A Brief Proof on the Generalized Variance Bound of the Relative Efficiency in Statistics, Commun Stat -Ther Meth, A19(1990), 12: 4587-4590
Wang, SG; Yang, H, Kantorovich-type Inequalities and the Measures of Inefficiency of the GLSE, Acta Math Appli Sinica, ES, 5(1989) 4:372-381
Yang, H, A Single-parametric Principal Components Regression Estimator, Appli Math -JCU, 4(1989)1:74-80
Yang, H, Extensions of the Kantorovich Inequality and the Error Ratio Efficiency of the Mean Square, Appli Math, 1(1988)4:85-90

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Prof/Dr/Dean Yanghu,  College of Mathematics and Statistics, Chongqing University,  Chongqing, 401331,  P.R.China