2 citations · 3 across the 24 of their papers we have counts for
4 papers · 1 filter
Age-specific demographic modeling and forecasting: Rolling window, expanding window, or both?
Sizhe Chen, Han Lin Shang
Rolling and expanding windows are widely used in age-specific demographic modeling and forecasting. Building on these approaches, we propose a simple combination method that assign…
Conformal prediction for functional time series: Application to age-specific mortality rates
Han Lin Shang
In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspeci…
Robust spatial scalar-on-function regression: A Fisher-consistent redescending M-estimation approach
Muge Mutis, Ufuk Beyaztas, Han Lin Shang
We develop a Fisher-consistent redescending robust estimator for the spatial scalar-on-function regression model, where a scalar response depends on both a functional predictor and…
Attribution of Spurious Factors from High-Dimensional Functional Time Series
Adam Nie, Yanrong Yang, Han Lin Shang +1
This article explores a general factor structure for high-dimensional nonstationary functional time series, encompassing a wide range of factor models studied in the existing liter…