Jun Yan
Statistics and Probability · with Halekoh · 2004–2007
A researcher in the Science corpus: 5 papers; trusts 25 researchers and is trusted by 84 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 25 citations into it; #510 of 12,932 by trust here, #1,585 by citations
- Finance — 22 citations into it; #4,064 of 10,518 by trust here, #7,251 by citations
- Artificial Intelligence — 9 citations into it; #15,838 of 35,345 by trust here, #20,836 by citations
- Management Science and Operations Research — 7 citations into it
- Economics and Econometrics — 5 citations into it; #9,639 of 23,481 by trust here, #12,781 by citations
Whom Jun Yan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christian Genest
- Jean-David Fermanian
- Edward W. Frees
- Uwe Ligges
- Eric Bouyé
- Yacine Aït-Sahalia
- Ping Wang
- Garland B. Durham
- Anne-Catherine Favre
- Louis‐Paul Rivest
Who trusts Jun Yan overall
- Peter C. Austin
- Andrea Arcuri
- Sudheer Chava
- Yusuf Jafry
- M. Delignette-Muller
- Bin Zhang
- Ping Wang
- Goeran Kauermann
- Filippo Domma
- Celeste Kidd
Papers from Jun Yan's perspective
Ordered by how strongly the researchers Jun Yan trusts endorse each paper. Same corpus, a different order for every researcher.
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
- On the multivariate probability integral transformation
- On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
- Monte Carlo Statistical Methods
- Copulas for finance
- Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Longitudinal data analysis using generalized linear models
- Fonctions de repartition a n dimensions et leurs marges
Their papers
- Enjoy the Joy of Copulas: With a Package copula (2007) — 348 citations
- Survival Analysis: Techniques for Censored and Truncated Data (2004) — 2,632 citations
- The R Package geepack for Generalized Estimating Equations (2005) — 2,387 citations
- Multivariate Modeling with Copulas and Engineering Applications (2006) — 75 citations
- On Simulated Likelihood of Discretely Observed Diffusion Processes and Comparison to Closed-Form Approximation (2007) — 46 citations