Information about:
Hansheng Wang

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Homepage: http://hansheng.gsm.pku.edu.cn
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Affiliation

• Guanghua School of Management
  Peking University

  Location: Beijing, China
  Homepage: http://www.gsm.pku.edu.cn/
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  Handle: RePEc:edi:gspkucn (registered authors at this institution)

• Department of Business Statistics and Econometrics
  Guanghua School of Management
  Peking University

  Location: Beijing, China
  Homepage: http://www.gsm.pku.edu.cn/store/list/departments2.asp?columnId=254
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  Phone:
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  Handle: RePEc:edi:dbpkucn (registered authors at this institution)

Articles

1. Wang, Hansheng & Xia, Yingcun, 2009. "Shrinkage Estimation of the Varying Coefficient Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 747-757. [Downloadable!] (restricted)

2. Hansheng Wang & Bo Li & Chenlei Leng, 2009. "Shrinkage tuning parameter selection with a diverging number of parameters," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 671-683. [Downloadable!] (restricted)

3. Da Huang & Hansheng Wang & Qiwei Yao, 2008. "Estimating GARCH models: when to use what?," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 27-38, 03. [Downloadable!] (restricted)

4. Wang, Hansheng & Leng, Chenlei, 2008. "A note on adaptive group lasso," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5277-5286, August. [Downloadable!] (restricted)

5. Wang, Hansheng & Xia, Yingcun, 2008. "Sliced Regression for Dimension Reduction," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 811-821, June. [Downloadable!] (restricted)

6. Ronghua Luo & Hansheng Wang, 2008. "A composite logistic regression approach for ordinal panel data regression," International Journal of Data Analysis Techniques and Strategies, Inderscience Enterprises Ltd, vol. 1(1), pages 29-43, January. [Downloadable!] (restricted)

7. Jiang, Guohua & Wang, Hansheng, 2008. "Should earnings thresholds be used as delisting criteria in stock market?," Journal of Accounting and Public Policy, Elsevier, vol. 27(5), pages 409-419. [Downloadable!] (restricted)

8. Wang, Hansheng & Leng, Chenlei, 2007. "Unified LASSO Estimation by Least Squares Approximation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1039-1048, September. [Downloadable!] (restricted)

9. Wang, Hansheng & Li, Guodong & Jiang, Guohua, 2007. "Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 347-355, July. [Downloadable!] (restricted)

10. Hansheng Wang & Guodong Li & Chih-Ling Tsai, 2007. "Regression coefficient and autoregressive order shrinkage and selection via the lasso," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 69(1), pages 63-78. [Downloadable!] (restricted)

11. Hansheng Wang & Runze Li & Chih-Ling Tsai, 2007. "Tuning parameter selectors for the smoothly clipped absolute deviation method," Biometrika, Oxford University Press for Biometrika Trust, vol. 94(3), pages 553-568. [Downloadable!] (restricted)

12. Wang, Hansheng, 2007. "A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2803-2812, March. [Downloadable!] (restricted)

13. Shao J. & Wang H., 2002. "Sample Correlation Coefficients Based on Survey Data Under Regression Imputation," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 544-552, June. [Downloadable!] (restricted)

This page was last updated on 2009-11-6.