Yulia Gel's Publications| Statistics and Actuarial Science

Selected Publications

Chen B. and Gel Y. Robust Lagrange Multiplier Test for Detecting ARCH/GARCH Effect Using Permutation and Bootstrap. Submitted.

Luus, K.A., Kelly, R.E.J., Duguay, C.R., Lin, J.C. and Gel, Y. Pan-arctic linkages between AMSR-E snow water equivalent and AMSR-E growing season soil moisture, vegetation opacity and air temperature (2003--2008, north of 60^o N). Submitted.

Noguchi K., Konietschke F., Gel Y. and E. Brunner. nparLD: An R Software Package for the Nonparametric Analysis of Longitudinal Data in Factorial Experiments. Submitted.

Bickel P. and Gel, Y. (2011). Banded regularization of covariance matrices in application to parameter estimation and forecasting of time series. Journal of the Royal Statistical Society, Series B, 73(5), 711--728.

Chen B. and Gel Y. (2011). A sieve bootstrap two-sample t-test under serial correlation. Journal of the Biopharmaceutical Statistics, 21(6), 1100--1112.

Chen B. and Gel, Y. (2011). Regularized Autoregressive Multiple Frequency Estimation. Journal of the Iranian Statistical Society, 10(2), 141--166.

Noguchi K., Gel, Y. and C. R. Duguay (2011). Bootstrap-Based Tests for Trends in Hydrological Time Series, with Application to Ice Phenology Data. Journal of Hydrology, 410, 150--161.

Chen B., Gel, Y., Balakrishna, N. and B. Abraham (2011). Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes. Journal of Forecasting, 30(1), 51--71. Earlier version.

Chen B. and Gel, Y. (2010). Detecting Hidden Periodicities by Regularized Least Squares. Journal of Multivariate Analysis, 101(7), 1712--1727. Earlier version.

Noguchi K. and Gel, Y. (2010). Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives. Journal of Nonparametric Statistics, 22(7), 897--913. Earlier version.

Gel, Y (2010). Test of fit for a Laplace distribution against heavier tailed alternatives. Computational Statistics and Data Analysis, 54, 958--965. Earlier version.

Gastwirth, J.L., Gel, Y. and W. Miao (2009). The Impact of Levene's Test of Equality of Variances on Statistical Theory and Practice. Statistical Science, 24(3), 343--360.

Gel Y., W. Miao, J. L.~Gastwirth (2009). The effect of dependence between observations on the proper interpretation of statistical evidence. Law, Probability and Risk, 8(1), 25--38.

Hui, W., Gel, Y. and J. L.~Gastwirth (2008). Lawstat: an R package for law, public policy and biostatistics. Journal of Statistical Software, 28(3), 1--26.

Gel, Y. and J. L. Gastwirth (2008). The Robust Jarque-Bera Test of Normality. Economics Letters, 99(1), 30--32.

Gel, Y. (2007). Comparative Analysis of the Locally Observation Based (LOB) Method and the Non-Parametric Regression Based Method for Gridded Bias Correction in Mesoscale Weather Forecasting. Weather and Forecasting, 22(6), 1243--1256.

Gel, Y., W. Miao and J.L. Gastwirth (2007). Robust Directed Tests of Normality Against Heavy Tailed Alternatives. Computational Statistics and Data Analysis, 51, 2734--2746.

Gel, Y. and Ye.~Barabanov (2007). Strong Consistency of the Regularized Least-Squares Estimates of Infinite Autoregressive Models. Journal of Statistical Planning and Inference, 137, 1260--1277.

Miao, W., Y. Gel and J.L. Gastwirth (2006). A New Test of Symmetry about an Unknown Median. Random Walk, Sequential Analysis and Related Topics - A Festschrift in Honor of Yuan-Shih Chow. Eds. Agnes Hsiung, Cun-Hui Zhang, and Zhiliang Ying, World Scientific Publisher, Singapore, 199--214.

Gel, Y., W. Miao and J.L. Gastwirth (2005). The Importance of Checking the Assumptions Underlying Statistical Analysis: Graphical Methods for Assessing Normality. 46 Jurimetrics J., 3--26.

Barabanov, Ye., and Gel, Y. (2005). Strong consistency of the Least-Squares method with a polynomial regularizer for infinite AR models. Automation and Remote Control, 1(66), 92--108.

Gel, Y., Raftery, A., and Gneiting, T. (2004). Calibrated Probabilistic Mesoscale Weather Field Forecasting: The Geostatistical Output Perturbation (GOP) Method (with discussion). Journal of American Statistical Association, 99, 575--583. (Selected as the annual Journal of American Statistical Association Application and Case Studies Special Invited Paper; presented, with discussion, at the Joint Statistical Meeting, Toronto, 2004.)

Gel, Y., Raftery, A., Gneiting, T., and Berrocal, V.J. (2004). Rejoinder to the Calibrated Probabilistic Mesoscale Geostatistical Output Perturbation (GOP) Method. Journal of American Statistical Association, 99, 588--590.

Gel, Y. and Ye. Barabanov (2002). Convergence analysis of the least-squares estimates for infinite AR models. In E.F. Camacho, L. Basanez, J.A. de la Puente Eds, Proceedings of the 15th Triennial World Congress of the International Federation of Automatic Control: Adaption and Learning, July 2002, Barcelona, Spain, Elsevier, Vol. M, 211--216.

Gel, Y., and Fomin, V. (2001). Identification of an unstable ARMA equation. Mathematical Problems in Engineering: Theory, Methods and Applications, 7, 97--112.

Gel, Y., and Fomin, V. (1998). Identification of a linear model of a stationary process by its realization. Vestnik of St.-Petersburg University: Mathematics, 31(2), 21--28.

Gel, Y., and Fomin, V. (1998). The recovering of a regression model of a stationary time series. Vestnik of St.-Petersburg University, 31(4), 8--14.

Gel, Y., and Fomin, V. (1997). Identification of an ARMA equation of stochastic stationary time series using its realisation. Journal of the Russian Institute of Scientific and Technical Information, N2358-B98.

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