Chen, C. and Yu, K. (2009) 'Automatic Bayesian quantile regression curve fitting'. Statistics and Computing, 19 (3). pp. 271 - 281. ISSN: 1573-1375

Hallin, M., Lu, Z. and Yu, K. (2009) 'Local linear spatial quantile regression'. Bernoulli, 15 (3). pp. 659 - 686. ISSN: 1350-7265 Open Access Link

Yu, K. and Ally, A. (2009) 'Improving prediction intervals: some elementary methods'. The American Statistician, 63 (1). pp. 17 - 19. ISSN: 0003-1305

Yu, Y., Yu, K., Wang, Q. and Li, M. (2009) 'Semiparametric estimation for a class of time-inhomogenous diffusion processes'. Statistica Sinica, 19 (2). pp. 843 - 867. ISSN: 1017-0405 Open Access Link

Wang, BX. and Yu, K. (2009) 'Optimum plan for step-stress model with progressive type-II censoring'. TEST, 18 (1). pp. 115 - 135. ISSN: 1133-0686

Marston, L., Peacock, JL., Yu, K., Brocklehurst, P., Calvert, SA., Greenough, A. and Marlow, N. et al. (2009) 'Comparing methods of analysing datasets with small clusters: case studies using four paediatric datasets.'. Paediatric and Perinatal Epidemiology, 23 (4). pp. 380 - 392. ISSN: 1365-3016

Hewson, P. and Yu, K. (2008) 'Quantile regression for binary performance indicators'. Applied Stochastic Models in Business and Industry, 24 (5 SPEC. ISS.). pp. 401 - 418. ISSN: 1524-1904

Yang, S., Su, C. and Yu, K. (2008) 'A general method to the strong law of large numbers and its applications'. Statistics and Probability Letters, 78 (6). pp. 794 - 803. ISSN: 0167-7152

Wu, WB., Yu, K. and Mitra, G. (2008) 'Kernel conditional quantile estimation for stationary processes with application to conditional value-at-risk'. Journal of Financial Econometrics, 6 (2). pp. 253 - 270. ISSN: 1479-8409

Yu, K. (2008) 'Contribution to the discussion of the paper 'Sure independence screeing for ultra-high dimensional feature space' of J Fan and J Lv'. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70 (5). pp. 849 - 911. ISSN: 1467-9868

Jones, MC. and Yu, K. (2007) 'Improved double kernel local linear quantile regression'. Statistical Modelling, 7 (4). pp. 377 - 389. ISSN: 1471-082X

Yu, K. and Stander, J. (2007) 'Bayesian analysis of a Tobit quantile regression model'. Journal of Econometrics, 137 (1). pp. 260 - 276. ISSN: 0304-4076 Open Access Link

Gannoun, A., Saracco, J. and Yu, K. (2007) 'Comparison of kernel estimators of conditional distribution function and quantile regression under censoring'.International Centre for Mathematical Sciences Workshop on Quantile Regression, LMS and Robust Methods in the 21st Century. Edinburgh, SCOTLAND. SAGE Publications. pp. 329 - 344. ISSN: 1471-082X

Yu, K., Yang, S. and Gannoun, A. (2007) 'Contribution to the discussion of the paper 'Maximum likelihood estimation in semiparametric regression models with censored data' by D Zeng and DY Lin'. Journal of the Royal Statistical Society B, 69 (4). pp. 557 - 558. ISSN: 1369-7412

Feng, Y., Beran, J. and Yu, K. (2007) 'Modelling financial time series with SEMIFAR-GARCH models'. IMA Journal of Management Mathematics, 18 (4). pp. 395 - 412. ISSN: 1471-678X

Yu, K., Mateu, J. and Porcu, E. (2007) 'A kernel-based method for nonparametric estimation of variograms'. Statistica Neerlandica, 61 (2). pp. 173 - 191. ISSN: 1467-9574

Wang, Q. and Yu, K. (2007) 'Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data'. Journal of Multivariate Analysis, 98 (3). pp. 455 - 480. ISSN: 0047-259X

Zhang, J. and Yu, K. (2006) 'The null distribution of the likelihood-ratio test for one or two outliers in a normal sample'. TEST, 15 (1). pp. 141 - 150. ISSN: 1133-0686

Mamon, R. and Yu, K. (2006) 'Contribution to the discussion of the paper 'Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion) by A Beskos, O Papaspiliopoulos, GO Roberts and P Fearnhead'. Journal of the Royal Statistical Society, Series B (Statistical Methodology), 68 (3). pp. 372 - 373. ISSN: 1369-7412

Yu, K. and Zhang, J. (2005) 'Parameters estimate for asymmetric laplace distribution function'. Communications in Statistics: Theory and Methods, 34 (9/10). pp. 1867 - 1879. ISSN: 0361-0926

Yu, K., Van Kerm, P. and Zhang, J. (2005) 'Bayesian quantile regression: an application to the wage distribution in 1990s Britain'. Sankhya, the Indian Journal of Statistics, 67 (2). pp. 359 - 377. ISSN: 0972-7671

Yu, K. and Jones, MC. (2004) 'Likelihood-based local linear estimation of the conditional variance function'. Journal of the American Statistical Association, 99 (465). pp. 139 - 144. ISSN: 0162-1459

Zhang, J. and Yu, K. (2004) 'The null distribution of the likelihood-ratio test for two upper outliers in a gamma sample'. Journal of Statistical Computation and Simulation, 74 (6). pp. 461 - 467. ISSN: 0094-9655

Yu, K. and Lu, Z. (2004) 'Local linear additive quantile regression'. Scandinavian Journal of Statistics, 31 (3). pp. 333 - 346. ISSN: 0303-6898

Yu, K., Lu, Z. and Stander, J. (2003) 'Quantile regression: applications and current research areas'. The Statistician, 52 (3). pp. 331 - 350. ISSN: 0039-0526

Gannoun, A., Saracco, J. and Yu, K. (2003) 'Nonparametric prediction by conditional median and quantiles'. Journal of Statistical Planning and Inference, 117 (2). pp. 207 - 223. ISSN: 0378-3758

Yu, K. (2002) 'Quantile regression using RJMCMC algorithm'. Computational Statistics and Data Analysis, 40 (2). pp. 303 - 315. ISSN: 0167-9473

Yu, K. and Moyeed, RA. (2001) 'Bayesian quantile regression'. Statistics and Probability Letters, 54 (4). pp. 437 - 447. ISSN: 0167-7152

Yu, K., Yang, S. and Gannoun, A. (2001) 'Contribution to the discussion of the paper 'A penalized likelihood approach to image warping' by CA Glasbey and KV Mardia'. Journal of the Royal Statistical Society B, 63 (3). pp. 465 - 492. ISSN: 1467-9868

Hand, DJ. and Yu, K. (2001) 'Idiot's bayes - not so stupid after all?'. International Statistical Review, 69 (3). pp. 385 - 398. ISSN: 1751-5823

Yu, K. (2001) 'Contribution to the discussion of the paper “A penalized likelihood approach to image warping'. J. R. Statist. Soc. B, 63.

Yu, K. (1999) 'Smoothing Regression Quantile by Combining k-NN Estimation with Local Linear Kernel Fitting'. Statistica Sinica, 9 (3). pp. 759 - 774. ISSN: 1017-0405

Yu, K. (1998) 'Local linear quantile regression'. Journal of the American Statistical Association, 93 (441). pp. 228 - 238. ISSN: 0162-1459

Yu, K. and Jones, MC. (1997) 'A comparison of local constant and local linear regression quantile estimators'. Computational Statistics and Data Analysis, 25 (2). pp. 159 - 166. ISSN: 0167-9473

Yu, K. (1996) 'Contribution to the discussion of the paper Statistics and the theory of measurement?'. J. R. Statist. Soc. A, 159. pp. 445 - 446.

Yu, K. (1995) 'Bayesian analysis of a multiple recapture model'. Communications in Statistics: Theory and Methods, 24 (9). pp. 2229 - 2235. ISSN: 0361-0926

Yu, K. (1994) 'Contribution the discussion of Royston and Altman's paper "Regression using fractional polynomials'. Applied Statistics, 43 (3). pp. 460 - 461.

Peracchi, F. (1987) 'Econometric reviews'. Econometric Reviews, 6 (1). pp. 41 - 54. ISSN: 0747-4938