2216 Snedecor , 515-294-6885
Survey Statistics, Bayesian Statistics, Statistical Inference of Stochastic
Processes, Econometrics, Mathematical Finance
PhD, Cornell University, 2005
- S. Chen, L. Peng and C. Yu (2013), 'Empirical Likelihood Estimation and Test Based on Conditional Characteristic Function', Bernoulli, Vol. 19 (1), Pages 228-251.
- H. Li, T. Li and C. Yu (2013), 'No-Arbitrage Taylor Rules with Switching Regimes', Management Science, Accepted
- J. Kim and C. Yu (2011), 'A Semi-parametric Estimation of Mean Functionals with Non-ignorable Missing Data', Journal of American Statistical Association, Vol. 106, Pages 157-165.
- C. Yu, H. Li, and M. Wells (2009), 'Estimation of Levy Jump Models Under the Risk Neutral and Physical Measure Using Stock and Option Prices', Mathematical Finance, Vol. 3, Pages 383-422.
- N.H. Chan, S. Chen, L. Peng and C. Yu (2009), 'Empirical Likelihood Methods Based on Characteristic Functions with Applications to Levy Processes', Journal of American Statistical Association, Vol. 104, Pages 1621-1630.
- "A Measurement Study in a Longitudinal Survey with Errors-in-Variables", TIES Third North American Regional Meeting, La Crosse, Wisconsin,
- "A Semi-Parametric Estimation of Mean Functionals with Non-ignorable Missing Data", The 8th ICSA International Conference: Frontiers of Interdisciplinary and Methodological Statistical Research., Guangzhou, China,
- "A semi-parametric estimation of mean functionals with non-ignorable missing data", Joint Statistical Meeting, Vancouver, Canada,
- "Protocol Calibration in the National Resources Inventory", JSM 2008, Denver, CO,
- "Empirical Likelihood Estimation and Test Based on Conditional Characteristic Function", ICSA Applied Statistics Symposium, Piscataway, NJ,