2 citations · 3 across the 24 of their papers we have counts for
6 papers · 1 filter
Change-point detection in functional time series: Applications to age-specific mortality and fertility
Han Lin Shang
We consider determining change points in a time series of age-specific mortality and fertility curves observed over time. We propose two detection methods for identifying these cha…
Enhancing Spatial Functional Linear Regression with Robust Dimension Reduction Methods
Ufuk Beyaztas, Abhijit Mandal, Han Lin Shang
This paper introduces a robust estimation strategy for the spatial functional linear regression model using dimension reduction methods, specifically functional principal component…
Uncertainty Learning for High-dimensional Mean-variance Portfolio
Ruike Wu, Yanrong Yang, Han Lin Shang +1
Robust estimation for modern portfolio selection on a large set of assets becomes more important due to large deviation of empirical inference on big data. We propose a distributio…
Dependence-based fuzzy clustering of functional time series
Angel Lopez-Oriona, Ying Sun, Han Lin Shang
Time series clustering is essential in scientific applications, yet methods for functional time series, collections of infinite-dimensional curves treated as random elements in a H…
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
Chenlei Leng, Degui Li, Hanlin Shang +1
We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation…
Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model
Sizhe Chen, Han Lin Shang, Yang Yang
The age pension aims to assist eligible elderly Australians meet specific age and residency criteria in maintaining basic living standards. In designing efficient pension systems,…