Yan Yu is an Associate Professor of Quantitative Analysis and Operations Management. She received her Ph.D. in Statistics at Cornell University. She held an M.S. in applied mathematics at Texas A&M University and a B.S. in the University of Science and Technology of China. Her research interests are nonparametric estimation, statistical finance, and decision trees. Dr. Yu has taken internships and consulted for Bell Labs, Lucent Technologies; Credit Suisse First Boston; and Environmental Statistics, NIH. Her work with Diane Lambert on “Fitting Trees to Functional Data: With an Application to Time-of-day Patterns” has won the best student paper award in Statistical Computing Section, the American Statistical Association, 1998. Her recent publications appear in the Journal of American Statistical Association, Journal of Computational and Graphical Statistics, Statistica Sinica etc.

Personal webpage http://statqa.cba.uc.edu/ yuy/index.htm

• “Single-Index Varying Coefficient Models with Dependent Data,” Wu, Z. and Y. Yu
• "Penalized Spline Estimation for Generalized Partially Linear Single-Index Modesl", Yan Yu

• "Semiparametric Estimation for a Class of Time-Inhomogeneous Diffusions", Accepted, Statistica Sinica,Yan Yu, K. Yu, H. Wang, M. Li.
• “Application of Multidimensional Selective Item Response Regression Model", JASA, 2007, Accepted, H. Lin, Feng ZD, Yan Yu etc.
• "Estimating the interest rate term structure of corporate debt with a semiparametric penalized spline model", (with Robert Jarrow and David Ruppert), JASA, 2004, 99, 57-66.
• “Penalized Spline Estimation for Partially Linear Single-Index Models”,Yan Yu and David Ruppert, JASA, 2002,1042-1054
• "Root-n Consistency of Penalized Spline Estimator for Partially Linear Single-Index Models under General Euclidean Space", Yan Yu and David Ruppert, Statistica Sinica, April 2004, 14.
• “Estimating the Term Structure of Treasury and Corporate Debt with Bayesian Penalized Splines,” (with Min Li), 2005, Journal of Data Science, 3, 223 - 240.
• “A Bayesian Regression Spline Approach to Estimation of the Term Structure of Interest Rates,” (with Min Li), 2005, Accepted, Journal of Academy of Business and Economics.
• “A Robust Approach to the Interest Rate Term Structure Estimation,” (with Min Li), 2005, Accepted, Journal of Data Science.
• “Fitting Trees to Functional Data: With an Application to Time-of-day Pattens”,Yan Yu and Diance Lambert, JCGS, 1999, 749-762

• American Statistical Association
• Institute of Mathematical Statistics

• 1998 Best Student Paper Award, American Statistical Association

• Ph.D. Cornell University
• M.S. Texas A&M University
• B.S. UNiversity of Science and Technology of China

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