Chun Yip Yau

850 total citations
49 papers, 528 citations indexed

About

Chun Yip Yau is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Chun Yip Yau has authored 49 papers receiving a total of 528 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Statistics and Probability, 20 papers in Finance and 10 papers in Economics and Econometrics. Recurrent topics in Chun Yip Yau's work include Statistical Methods and Inference (29 papers), Financial Risk and Volatility Modeling (20 papers) and Advanced Statistical Methods and Models (9 papers). Chun Yip Yau is often cited by papers focused on Statistical Methods and Inference (29 papers), Financial Risk and Volatility Modeling (20 papers) and Advanced Statistical Methods and Models (9 papers). Chun Yip Yau collaborates with scholars based in Hong Kong, United States and China. Chun Yip Yau's co-authors include Ngai Hang Chan, Rongmao Zhang, Naa Oyo A. Kwate, Zifeng Zhao, Richard A. Davis, Richard A. Davis, Kun Chen, Ting Fung, Terry Cheuk‐Fung Yip and Ji Meng Loh and has published in prestigious journals such as Journal of the American Statistical Association, Biometrika and Journal of Econometrics.

In The Last Decade

Chun Yip Yau

46 papers receiving 499 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Chun Yip Yau Hong Kong	11	200	136	120	88	65	49	528
Patrice Bertail France	14	281 1.4×	108 0.8×	158 1.3×	218 2.5×	119 1.8×	47	798
Josep Fortiana Spain	10	258 1.3×	118 0.9×	29 0.2×	42 0.5×	90 1.4×	26	508
Márton Ispány Hungary	12	167 0.8×	140 1.0×	37 0.3×	9 0.1×	62 1.0×	31	388
Maozai Tian China	13	364 1.8×	41 0.3×	85 0.7×	11 0.1×	126 1.9×	106	573
Rosângela H. Loschi Brazil	14	235 1.2×	52 0.4×	68 0.6×	22 0.3×	129 2.0×	57	560
Myron Katzoff United States	7	67 0.3×	51 0.4×	73 0.6×	14 0.2×	8 0.1×	17	323
Andreas Berg New Zealand	6	56 0.3×	134 1.0×	107 0.9×	46 0.5×	25 0.4×	6	375
Mojtaba Ganjali Iran	14	537 2.7×	28 0.2×	69 0.6×	45 0.5×	157 2.4×	121	898
Roch Roy Canada	16	217 1.1×	328 2.4×	280 2.3×	24 0.3×	54 0.8×	45	761

Countries citing papers authored by Chun Yip Yau

Since Specialization

Citations

This map shows the geographic impact of Chun Yip Yau's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Chun Yip Yau with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Chun Yip Yau more than expected).

Fields of papers citing papers by Chun Yip Yau

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Chun Yip Yau. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Chun Yip Yau. The network helps show where Chun Yip Yau may publish in the future.

Co-authorship network of co-authors of Chun Yip Yau

This figure shows the co-authorship network connecting the top 25 collaborators of Chun Yip Yau. A scholar is included among the top collaborators of Chun Yip Yau based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Chun Yip Yau. Chun Yip Yau is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Yau, Chun Yip, et al.. (2024). Asymptotically constant risk estimator of the time-average variance constant. Biometrika. 111(3). 825–842. 1 indexed citations

Li, Yuanbo, et al.. (2023). Burn-in selection in simulating stationary time series. Computational Statistics & Data Analysis. 192. 107886–107886. 1 indexed citations

Yau, Chun Yip, et al.. (2022). Asymptotic spectral theory for spatial data. Stochastics. 95(3). 423–464.

Yau, Chun Yip, et al.. (2021). BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES. Econometric Theory. 38(4). 752–792. 2 indexed citations

Yau, Chun Yip, et al.. (2021). Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm. Japanese Journal of Statistics and Data Science. 5(1). 363–377. 6 indexed citations

Chan, Ngai Hang, et al.. (2019). Self-Normalized Sequential Change-point Detection. Statistica Sinica. 1 indexed citations

Li, Yuanbo, et al.. (2019). Generalized threshold latent variable model. Electronic Journal of Statistics. 13(1). 1 indexed citations

Chen, Kun, et al.. (2019). On higher-order moment and cumulant estimation. Journal of Statistical Computation and Simulation. 90(4). 747–771. 6 indexed citations

Chen, Kun, et al.. (2019). Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data. Insurance Mathematics and Economics. 86. 8–18. 16 indexed citations

10.

Yau, Chun Yip, et al.. (2017). High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth. Scandinavian Journal of Statistics. 44(4). 866–898. 7 indexed citations

11.

Yip, Terry Cheuk‐Fung, et al.. (2017). A hidden Markov model for earthquake prediction. Stochastic Environmental Research and Risk Assessment. 32(5). 1415–1434. 14 indexed citations

12.

Yau, Chun Yip, et al.. (2017). Test for the existence of finite moments via bootstrap. Journal of nonparametric statistics. 30(1). 28–48. 4 indexed citations

13.

Fung, Ting & Chun Yip Yau. (2016). A pairwise likelihood-based approach for changepoint detection in multivariate time series models. Biometrika. 103(2). 409–421. 12 indexed citations

14.

Yau, Chun Yip, et al.. (2016). Automatic Optimal Batch Size Selection for Recursive Estimators of Time-Average Covariance Matrix. Journal of the American Statistical Association. 112(519). 1076–1089. 7 indexed citations

15.

Wu, Chunli, Maggie Haitian Wang, Xing Lü, et al.. (2015). Concurrent epidemics of influenza A/H3N2 and A/H1N1pdm in Southern China: A serial cross-sectional study. Journal of Infection. 72(3). 369–376. 4 indexed citations

16.

Yau, Chun Yip, et al.. (2015). New recursive estimators of the time-average variance constant. Statistics and Computing. 26(3). 609–627. 5 indexed citations

17.

Chan, Ngai Hang, Zehang Li, & Chun Yip Yau. (2014). Forecasting Online Auctions via Self‐Exciting Point Processes. Journal of Forecasting. 33(7). 501–514. 6 indexed citations

18.

Yau, Chun Yip, et al.. (2014). Likelihood Inferences for High-Dimensional Factor Analysis of Time Series With Applications in Finance. Journal of Computational and Graphical Statistics. 24(3). 866–884. 6 indexed citations

19.

Yau, Chun Yip & Ji Meng Loh. (2012). A generalization of the neyman-scott process. Statistica Sinica. 22(4). 1717–1736. 7 indexed citations

20.

Kwate, Naa Oyo A., et al.. (2008). Inequality in obesigenic environments: Fast food density in New York City. Health & Place. 15(1). 364–373. 120 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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