For best experience please turn on javascript and use a modern browser!
NL

dr. Y. (Yi) He

Faculty of Economics and Business
Section Quantitative Economics

Visiting address
  • Roetersstraat 11
Postal address
  • Postbus 15867
    1001 NJ Amsterdam
Contact details
Social media
  • Publications

    2019

    • He, Y., Hou, Y., Peng, L., & Shen, H. (Accepted/In press). Inference for Conditional Value-at-Risk of a Predictive Regression. The Annals of Statistics.
    • He, Y., Hou, Y., Peng, L., & Sheng, J. (2019). Statistical Inference for a Relative Risk Measure. Journal of Business and Economic Statistics, 37(2), 301-311. https://doi.org/10.1080/07350015.2017.1321549

    2017

    • He, Y., & Einmahl, J. H. J. (2017). Estimation of extreme depth-based quantile regions. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 79(2), 449-461. https://doi.org/10.1111/rssb.12163

    Talk / presentation

    • He, Y. (speaker) (14-12-2019). Most powerful quadratic test against high dimensional free alternatives, 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, United Kingdom.
    • He, Y. (speaker) (25-11-2019). Rethinking Extreme Value Statistics, Extreme TiDE Seminar, Delft, Netherlands.
    • He, Y. (speaker) (1-7-2019). Statistical Inference for a Relative Risk Measure, 11th international conference on Extreme Value Analysis, Zagreb, Croatia.
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Ancillary activities
    • Monash University
      Adjunct Research Fellow