Published or Accepted (* corresponding author)
(1)Hanzhong Liu and Yuehan Yang*, Regression-adjusted average treatment effect estimates instratified randomized experiments, Biometrika, 2020, In Press.
(2)Yuehan Yang* and Ji Zhu, A two-step method for estimating high-dimensional Gaussian graphical models. Science China Mathematics, 2018, In Press.
(3)Yuehan Yang* and Hu Yang. 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, 2019, Published Online.
(4)Yuehan Yang* and Lan Wu, A significance test for the elastic net and its asymptotic distribution with general predictors (in Chinese). Science China Mathematics, 2019, 49, 1119-1138.
(5)Yuehan Yang* and Hu Yang, Model selection consistency of lasso for empirical data. Chinese Annals of Mathematics Series B, 2018, 39(4):607-620.
(6)Yuehan Yang* and Lan Wu, Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. Journal of Statistical Planning and Inference, 2016, 174:52-67.
(7)Lan Wu, Yuehan Yang* and Hanzhong Liu, Nonnegative-lasso and application in index tracking. Computational Statistics and Data Analysis, 2014, 70:116-126.
(8)Lan Wu and Yuehan Yang*, Nonnegative Elastic Net and application in index tracking. Applied Mathematics and Computation, 2014,227:541-552.
Unpublished
(1)Hanzhong Liu and Yuehan Yang*, Penalized regression adjusted causal effect estimates in high dimensional randomized experiments. 2018, Under Review.
(2)Yuehan Yang, Ji Zhu and E. George*, MSP: A Multi-step Screening Procedurefor Sparse Recovery, 2019, Under Review.
(3)Yuehan Yang and Hu Yang*, Smooth adjustment for correlated effects, 2019, Under Review.
(4)Yuehan Yang, Siwei Xia and Hu Yang*, Sparse Laplacian shrinkage with the graphical lasso estimator for regression problems. 2019, Under Review.
(5)Siwei Xia, Yuehan Yang and Hu Yang*, Nonnegative SCAD for high-dimensional regression models and Application in sparse portfolio selection, 2019, Under Review.
(6)Yuehan Yang, Siwei Xia and Hu Yang*, Interaction Pursuit Biconvex Optimization, 2020, Under Review.
著作
（1）金融大数据统计方法与实证，2016，科学出版社
（2）金融大数据统计方法与实证配套课件及R程序，2018，科学出版社
