Education
B.Sc., Mathematics, Nanjing University, China, 2003.
M. Phil., Statistics and Actuarial Science, the University of Hong Kong, Hong Kong, 2005.
Ph.D., Statistics, Cornell University, 2011.
Selected Publications:
Yingxing Li and Li-xing Zhu. (2007). “Asymptotics for Sliced Average Variance Estimation”, Annals of Statistics, 35, 41—69.
Yingxing Li and David Ruppert. (2008). “On the Asymptotics of Penalized Splines”, Biometrika, 95, 415—436.
Luo Xiao, Yingxing Li and David Ruppert. (2013) Fast bivariate P-splines: the sandwich smoother Journal of the Royal Statistical Society, Series B, 75, 577—599.
Haiqiang Chen, Qian Han, Yingxing Li and Kai Wu. (2013) Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach. Journal of Futures Markets, 33, 1167-1190.
Haiqiang Chen, Ying Fang and Yingxing Li (2015) Estimation and Inference for Varying-coefficient models with Nonstationary Regressors using Penalized Splines, Econometric Theory, 31, 751-777.
Liyuan Cui, Yongmiao Hong and Yingxing Li (2021) Solving Euler Equations via Two-stage Nonparametric Penalized Splines, Journal of Econometrics, 222, 1024-1056.
Liyuan Cui, Yongmiao Hong, Yingxing Li, and Junhui Wang. A regularized High-dimensional Positive Definite Covariance Estimator with High Frequency Data. Accepted by Management Science
