84 citations · 173 across the 9 of their papers we have counts for
10 papers
Tree-based Regression for Interval-valued Data
Chih-Ching Yeh, Yan Sun, Adele Cutler
Regression methods for interval-valued data have been increasingly studied in recent years. As most of the existing works focus on linear models, it is important to note that many…
An interval-valued GARCH model for range-measured return processes
Yan Sun, Guanghua Lian, Zudi Lu +2
Range-measured return contains more information than the traditional scalar-valued return. In this paper, we propose to model the [low, high] price range as a random interval and s…
A Linear Model for Interval-valued Data
Yan Sun, Dan Ralescu
Interval-valued linear regression has been investigated for some time. One of the critical issues is optimizing the balance between model flexibility and interpretability. This pap…
Conditional Heteroskedasticity of Return Range Processes
Yan Sun, Jennifer Loveland, Isaac Blackhurst
Price range contains important information about the asset volatility, and has long been considered an important indicator for it. In this paper, we propose to jointly model the [l…
A semiparametric spatial dynamic model
Yan Sun, Hongjia Yan, Wenyang Zhang +1
Stimulated by the Boston house price data, in this paper, we propose a semiparametric spatial dynamic model, which extends the ordinary spatial autoregressive models to accommodate…
On Linear Regression for Interval-valued Data in
Yan Sun, Chunyang Li
It has been some time since interval-valued linear regression was investigated. In this paper, we focus on linear regression for interval-valued data within the framework of random…