### Recent research interests

**Measure of nonlinear dependence; Dimension reduction; ****Financial time series; ****Environment statistics**

### Selected publications

Zeng, X., Tong, H. and Xia, Y. (2018) **A Jacknife Approach to The Estimation of Mutual Information**, *Proceedings of the National Academy of Sciences of the United States of America (PNAS)* (to appear)

Kong, E., Xia, Y. and Zhong, W. (2018) **Composite Coefficient Of Determination and Its Application in Ultrahigh Dimensional Variable Screening**, *Journal of the American Statistical Association,* (to appear)

Zeng, X. and Xia, Y. (2018) **Asymptotic Distribution for Regression in A Symmetric Periodic Gaussian Kernel Hilbert Space**, *Statistica Sinica* (to appear)

Kong, E. and Xia, Y. (2018)** On the Efficiency of Online Approach to Nonparametric Smoothing of Big Data.** *Statistica Sinica* (to appear)

Kong, E. and Xia, Y. (2017) **Uniform Bahadur representation for nonparametric censored quantile regression: a redistribution-of-mass approach**, *Econometric Theory*, 33, 242-261

Jiang, H., Saart, P. W. and Xia, Y. (2016) **Asymmetric Conditional Correlations in Stock Returns**,* Annals of Applied Statistics*, 10, 989-1018.

Huang, L., Xia, Y. and Qin, X. (2016) **Estimation of Semi-Varying Coefficient Time Series Models With ARMA Errors**, *Annals of Statistics*, 44, 1618-1660.

Zhang, W., Li, D. and Xia, Y (2015) **Estimation in generalised varying-coefficient models with unspecified link functions**, *Journal of Econometrics*, 187, 238-255

Wang, T. and Xia, Y. (2015) **Whittle Likelihood Estimation of Nonlinear Autoregressive Models with Moving Average Residuals**, *Journal of the American Statistical Association*, 110 , 1083-1099

Kong. E and Xia, Y. (2014) **An Adaptive Composite Quantile Approach to Dimension Reduction**,* Annals of Statistics*, 42, 1657-1688

Jing Y., Lei, H. and Xia, Y. (2014) **Most informative component analysis**, *Statistica Sinica*, 24, 1195-1214

Wang, T. and Xia, Y. (2014) **A Piecewise Single-Index Model for Dimension Reduction**, *Technometrics*, 56, 312-324.

Hall, P., Xia, Y. and Xue, J.H. (2013) **Simple tiered classifiers**.* Biometrika*, 100, 431-445

Kong, E., Linton, O. and Xia, Y. (2013) **Global Bahadur Representation for Nonparametric Censored Regression Quantiles and Its Applications**. *Econometric Theory,* 29, 941-968.

Jiang, Q., Wang, H., Xia, Y. and Jiang, G. (2013) **On A Principal Varying Coefficient Model**, *Journal of the American Statistical Association*, 108, 228-236

Kong, E. and Xia Y. (2012) **A Single-Index Quantile Regression Model and Its Estimation**, *Econometric Theory*, 28, 730-768

Zhang, W. and Xia, Y. (2012) **Twicing local linear kernel regression smoothers**, *Journal of Nonparametric Statistics*, 24, 399-417

Tao, H. and Xia, Y. (2011) **Adaptive Semi-varying Coefficient Model Selection**, *Statistica Sinica*, 22,575-599.

Xia, Y. and Tong, H. (2011) **Feature Matching in Time Series Modeling (with discussion), Rejoinder**, *Statistical Science* 26, 21-62.

Xia, Y., Xu, J. and Zhang, D. (2010) **Dimension Reduction and Semi-parametric Estimation of Survival Models**. *Journal of the American Statistical Association*. 105, 278-290

Kong. E, Tong, H. and Xia Y. (2010) **Statistical modelling of nonlinear long-term cumulative effects**. *Statistica Sinica*, 20, 1097-1123

Kong, E., Linton, O. and Xia, Y. (2010) **Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model**.* Econometric Theory*, 26, 1529-1564

Wang, H. and Xia, Y. (2009) **Shrinkage estimation of the varying coefficient model**. *Journal of the American Statistical Association*. 104, 747-757.

Xia, Y. (2009) **Model check for multiple regressions via dimension reduction.** *Biometrika* 96, 133-148.

Xia, Y. (2008) **A multiple-index model and dimension reduction**. *Journal of the American Statistical Association*, 2008, 103, 1631-1640

Bharti, N., Xia, Y., Bjornstad, O. N. Grenfell, B. T. (2008) **Measles on the edge: coastal heterogeneities and infection dynamics**.* PLoS ONE* 3, e1941.

Wang, H. and Xia, Y. (2008) **Sliced regression for dimension reduction**. *Journal of the American Statistical Association*, 103, 811-821

Xia, Y. (2008) **A semiparametric approach to canonical analysis**. *Journal of the Royal Statistical Society Series B*, 70, 519-543.

Xia, Y. (2007) **A constructive approach to the estimation of dimension reduction directions**. *Annals of Statistics* 35, 2654-2690

Kong, E. and Xia, Y. (2006) **Variable selection for the single-index model.** *Biometrika,* 94, 217-229.

Xia, Y. and Hardle, W. (2006) **Semi-parametric estimation of partially linear single-index models.** *Journal of Multivariate Analysis*, 97, 1162-1184

Xia, Y. and Tong, H. (2006) **Cumulative effects of air pollution on public health**. *Statistics in Medicine*, 25, 3548-3559

Xia, Y., Li, W. K. and Tong, H. (2006) **Threshold variable selection using nonparametric methods.** *Statistica Sinica* 17, 365-387.

Xia, Y. (2006) **Asymptotic distributions for two estimators of the single-index model.** *Econometric Theory*, 22, 1112-1137

Xia, Y., Gog, J. and Grenfell, B. T. (2005)** Semiparametric estimation of the duration of immunity from infectious disease time-series: influenza as a case study.** *Journal of the Royal Statistical Society Series C *54 659-672.

Xia, Y., Li, W. K., Tong, H. and Zhang, D. (2004) **A goodness-of-fit test for single-index models (with discussion).*** Statistica Sinica*, 14, 1-39

Xia, Y., Bjornstad, O. N. and Grenfell, B. T. (2004) **Measles metapopulation dynamics: a gravity model for epidemiological coupling and dynamics.** *The American Naturalist* 164, 267-281 (featured by* Nature News* and *Medical News Today*)

Xia, Y. and Zhang, W. and Tong, H. (2004) E**fficient estimation for semivarying-coefficient models.** *Biometrika,* 91, 661-681.

Glass, K., Xia, Y. and Grenfell, B. T. (2003) **Interpreting time-series analyses for continuous-time biological models– measles as a case study. ***Journal of Theoretical Biology,* 223, 19-25.

Xia, Y. and Li, W. K. (2002)** Asymptotic behavior of bandwidth selected by cross-validation method under dependence**.* Journal Multivariate Analysis* 83, 265-287.

Xia, Y., Tong, H. and Li, W. K. (2002) **Single-index volatility models and estimatio**n. *Statistica Sinica,* 12, 785-799.

Xia, Y., Tong, H., Li, W. K. and Zhu, L. (2002)** An adaptive estimation of dimension reduction space** (with discussion). *Journal of the Royal Statistical Society Series B*, 64, 363-410

Xia, Y., Tong, H., Li, W. K. and Zhu L. (2000) **On the estimation of an instantaneous transformation for time series. ***Journal of the Royal Statistical Society Series B,* 62, 383-397.

Xia, Y. and An, H. Z. (1999) **Projection pursuit autoregression in time series.*** Journal of Time Series Analysis,* 20, 693-714.

Xia, Y., Tong, H. and Li, W. K. (1999) **On extended partially linear single-index models.** *Biometrika,* 86, 831-842.

Xia, Y. and Li, W. K. (1999)** On the estimation and testing of functional-Coefficient linear models. ***Statistica Sinica,* 9, 735-758.

Xia, Y. and Li, W. K. (1999) **On single-index coefficient regression models.** *Journal of the American Statistical Association,* 94, 1275-1285.

Xia, Y. (1998) **Bias-corrected confidence bands in nonparametric regression.** *Journal of the Royal Statistical Society Series B,* 60, 797-811.

### Editorial service

Associate Editor of **Annals of Statistics**

Associate Editor of ** Computational Statistics and Data Analysis**

### Computer codes

** R package: MAVE**

** Matlab codes: **hMAVE | PLSIM** | **SCA** | **sifc** | **DCVsim |** **SCV | MiM** | **pSIM | credom I