Lixing Zhu
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L., 2016.
"A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises,"
Econometric Institute Research Papers
EI2016-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing, 2017. "A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 346-358.
- Xu Guo & Michael McAleer & Wing-Keung Wong & Lixing Zhu, 2016. "A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises," Tinbergen Institute Discussion Papers 16-003/III, Tinbergen Institute.
Cited by:
- Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2020. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management," JRFM, MDPI, vol. 13(10), pages 1-28, September.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018.
"Management Information, Decision Sciences, and Financial Economics : a connection,"
Econometric Institute Research Papers
2018-004/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Management Information, Decision Sciences, and Financial Economics: A Connection," Tinbergen Institute Discussion Papers 18-004/III, Tinbergen Institute.
- Lin, Edward M.H. & Sun, Edward W. & Yu, Min-Teh, 2020. "Behavioral data-driven analysis with Bayesian method for risk management of financial services," International Journal of Production Economics, Elsevier, vol. 228(C).
- Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018.
"Time Diversification: Perspectives From The Economic Index Of Riskiness,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-15, September.
- Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018. "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper 89167, University Library of Munich, Germany, revised 02 Oct 2018.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018.
"Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections,"
Econometric Institute Research Papers
EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McALeer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Tinbergen Institute Discussion Papers 18-011/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, vol. 11(1), pages 1-29, March.
- Chia-Lin Chang & Wing-Keung Wong & Michael McAleer, 2018. "Big data, computational science, economics, finance, marketing, management, and psychology: connections," Documentos de Trabajo del ICAE 2018-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Imlak Shaikh, 2019. "Behaviors of Stocks and Fear Index from Terrorist Attacks: Empirical Evidence from SENSEX and NVIX," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 18(2), pages 195-219, September.
- Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018.
"Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests,"
Working Papers
201846, University of Pretoria, Department of Economics.
- Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, vol. 11(2), pages 1-15, January.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
- Praveen Kumar Tripathi & Manika Agarwal, 2024. "A Bayes Analysis of Random Walk Model Under Different Error Assumptions," Annals of Data Science, Springer, vol. 11(5), pages 1635-1652, October.
- Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
- Tareq Almazyad & Norhayati Zakuan & Laith Alrubaiee & Shamaila Butt & Azmirul Ashaari & Raghed IBRAHIM ESMAEEL, 2024. "Bibliometric Insights into Crisis Management: A Review of Key Literature," Advances in Decision Sciences, Asia University, Taiwan, vol. 28(2), pages 1-34, June.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections,"
Tinbergen Institute Discussion Papers
18-024/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Documentos de Trabajo del ICAE 2018-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Econometric Institute Research Papers 18-024/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
- Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
- Li, Si & He, Fangyi & Shi, Fangquan, 2023. "Cognitive biases, downside risk shocks, and stock expected returns," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
- Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"A Note on Almost Stochastic Dominance,"
MPRA Paper
44365, University Library of Munich, Germany.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A note on almost stochastic dominance," Economics Letters, Elsevier, vol. 121(2), pages 252-256.
Cited by:
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Make Almost Stochastic Dominance really Almost," MPRA Paper 49745, University Library of Munich, Germany.
- Jow-Ran Chang & Wei-Han Liu & Mao-Wei Hung, 2019. "Revisiting generalized almost stochastic dominance," Annals of Operations Research, Springer, vol. 281(1), pages 175-192, October.
- Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013.
"Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures,"
Econometric Institute Research Papers
EI 2013-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hooi Hooi Lean & Michael McAleer, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Tinbergen Institute Discussion Papers 13-132/III, Tinbergen Institute.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics 13/30, University of Canterbury, Department of Economics and Finance.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Documentos de Trabajo del ICAE 2013-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
- Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
- Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong, 2008. "Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches," JRFM, MDPI, vol. 1(1), pages 1-40, December.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010.
"Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance,"
Working Papers in Economics
10/22, University of Canterbury, Department of Economics and Finance.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CIRJE F-Series CIRJE-F-744, CIRJE, Faculty of Economics, University of Tokyo.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2011. "Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance," KIER Working Papers 755, Kyoto University, Institute of Economic Research.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CARF F-Series CARF-F-220, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2010. "Investor preferences for oil spot and futures based on mean-variance and stochastic dominance," Econometric Institute Research Papers EI 2010-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Christodoulakis, George & Mohamed, Abdulkadir & Topaloglou, Nikolas, 2018. "Optimal privatization portfolios in the presence of arbitrary risk aversion," European Journal of Operational Research, Elsevier, vol. 265(3), pages 1172-1191.
- Buhong Zheng, 2018. "Almost Lorenz dominance," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 51(1), pages 51-63, June.
- Liqun Liu & Jack Meyer, 2021. "Stochastic superiority," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 225-246, June.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018.
"Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections,"
Econometric Institute Research Papers
EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McALeer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Tinbergen Institute Discussion Papers 18-011/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, vol. 11(1), pages 1-29, March.
- Chia-Lin Chang & Wing-Keung Wong & Michael McAleer, 2018. "Big data, computational science, economics, finance, marketing, management, and psychology: connections," Documentos de Trabajo del ICAE 2018-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
- Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2015.
"Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 889-900, May.
- Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012. "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers 820, Kyoto University, Institute of Economic Research.
- Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012. "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," Documentos de Trabajo del ICAE 2012-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013.
"Moment Conditions for Almost Stochastic Dominance,"
MPRA Paper
51725, University Library of Munich, Germany.
- Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014. "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, vol. 124(2), pages 163-167.
- Junová, Jana & Kopa, Miloš, 2025. "Measures of stochastic non-dominance in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 321(1), pages 269-283.
- Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
- Wong, Wing-Keung & Li, Chi-Kwong, 1999. "A note on convex stochastic dominance," Economics Letters, Elsevier, vol. 62(3), pages 293-300, March.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2016.
"Management Science, Economics and Finance: A Connection,"
Econometric Institute Research Papers
EI2016-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2016. "Management Science, Economics and Finance: A Connection," Tinbergen Institute Discussion Papers 16-040/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2016. "Management science, economics and finance: A connection," Documentos de Trabajo del ICAE 2016-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections,"
Tinbergen Institute Discussion Papers
18-024/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Documentos de Trabajo del ICAE 2018-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Econometric Institute Research Papers 18-024/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013.
"Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors,"
MPRA Paper
51744, University Library of Munich, Germany.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2014. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 53347, University Library of Munich, Germany.
- Denuit, Michel & Huang, Rachel & Tzeng, Larry, 2013.
"Almost Expectation and Excess Dependence Notions,"
LIDAM Discussion Papers ISBA
2013005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Huang, Rachel & Tzeng, Larry, 2015. "Almost expectation and excess dependence notions," LIDAM Reprints ISBA 2015027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Michel Denuit & Rachel Huang & Larry Tzeng, 2015. "Almost expectation and excess dependence notions," Theory and Decision, Springer, vol. 79(3), pages 375-401, November.
- Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022. "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 276-295.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, vol. 19(C), pages 15-21.
- Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
- Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.
- Wong, Wing-Keung, 2007.
"Stochastic dominance and mean-variance measures of profit and loss for business planning and investment,"
European Journal of Operational Research, Elsevier, vol. 182(2), pages 829-843, October.
- Wing-Keung Wong, 2007. "Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment," Finance Working Papers 21922, East Asian Bureau of Economic Research.
- Wei-Han Liu & Jow-Ran Chang & Guo-Jun Yang, 2024. "An improved criterion for almost marginal conditional stochastic dominance," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 1251-1290, April.
- Wing-Keung Wong & Raymond H. Chan, 2005.
"Prospect and Markowitz Stochastic Dominance,"
Monash Economics Working Papers
08/05, Monash University, Department of Economics.
- W. Wong & R. Chan, 2008. "Prospect and Markowitz stochastic dominance," Annals of Finance, Springer, vol. 4(1), pages 105-129, January.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"Two-moment decision model for location-scale family with background asset,"
MPRA Paper
43864, University Library of Munich, Germany.
Cited by:
- Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017.
"Input Demand Under Joint Energy and Output Prices Uncertainties,"
Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-12, August.
- Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper 52368, University Library of Munich, Germany.
- Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017.
"Input Demand Under Joint Energy and Output Prices Uncertainties,"
Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-12, August.
- Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013.
"Moment Conditions for Almost Stochastic Dominance,"
MPRA Paper
51725, University Library of Munich, Germany.
- Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014. "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, vol. 124(2), pages 163-167.
Cited by:
- Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen, 2015.
"Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange,"
Economic Modelling, Elsevier, vol. 50(C), pages 200-211.
- Thi-Hong-Van Hoang & Wing-Keung Wong & Zhenzhen Zhu, 2015. "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Post-Print hal-02010732, HAL.
- Zhuo Qiao & Wing-Keung Wong, 2015. "Which is a better investment choice in the Hong Kong residential property market: a big or small property?," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1670-1685, April.
- Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016.
"Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market,"
MPRA Paper
74347, University Library of Munich, Germany.
- Chun-Kei Tsang & Wing-Keung Wong & Ira Horowitz, 2016. "Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(4), pages 735-754, October.
- Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong," MPRA Paper 69175, University Library of Munich, Germany.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018.
"Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections,"
Econometric Institute Research Papers
EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McALeer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Tinbergen Institute Discussion Papers 18-011/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, vol. 11(1), pages 1-29, March.
- Chia-Lin Chang & Wing-Keung Wong & Michael McAleer, 2018. "Big data, computational science, economics, finance, marketing, management, and psychology: connections," Documentos de Trabajo del ICAE 2018-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016.
"Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets,"
Economic Inquiry, Western Economic Association International, vol. 54(2), pages 907-924, April.
- Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 74344, University Library of Munich, Germany.
- Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 82888, University Library of Munich, Germany.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
- Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016.
"Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis,"
Post-Print
hal-02964594, HAL.
- El khamlichi, Abdelbari & HOANG, Thi Hong Van & Wong, Wing-Keung, 2017. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," MPRA Paper 76282, University Library of Munich, Germany.
- Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02965765, HAL.
- Bruni, Renato & Cesarone, Francesco & Scozzari, Andrea & Tardella, Fabio, 2017. "On exact and approximate stochastic dominance strategies for portfolio selection," European Journal of Operational Research, Elsevier, vol. 259(1), pages 322-329.
- Kim-Hung Pho & Tuan-Kiet Tran & Thi Diem-Chinh Ho & Wing-Keung Wong, 2019. "Optimal Solution Techniques in Decision Sciences A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 114-161, March.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2016.
"Management Science, Economics and Finance: A Connection,"
Econometric Institute Research Papers
EI2016-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2016. "Management Science, Economics and Finance: A Connection," Tinbergen Institute Discussion Papers 16-040/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2016. "Management science, economics and finance: A connection," Documentos de Trabajo del ICAE 2016-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections,"
Tinbergen Institute Discussion Papers
18-024/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Documentos de Trabajo del ICAE 2018-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Econometric Institute Research Papers 18-024/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why Are Warrant Markets Sustained in Taiwan but Not in China?," Sustainability, MDPI, vol. 10(10), pages 1-17, October.
- Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018.
"Is wine a good choice for investment?,"
Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 171-183.
- Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
- Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013.
"Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors,"
MPRA Paper
51744, University Library of Munich, Germany.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2014. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 53347, University Library of Munich, Germany.
- Wang, Hongxia & Zhou, Lin & Dai, Peng-Fei & Xiong, Xiong, 2022. "Moment conditions for fractional degree stochastic dominance," Finance Research Letters, Elsevier, vol. 49(C).
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, vol. 19(C), pages 15-21.
- Chan, Raymond H. & Chow, Sheung-Chi & Guo, Xu & Wong, Wing-Keung, 2022. "Central moments, stochastic dominance, moment rule, and diversification with an application," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
- Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
- Kim-Hung Pho & Thi Diem-Chinh Ho & Tuan-Kiet Tran & Wing-Keung Wong, 2019. "Moment Generating Function, Expectation And Variance Of Ubiquitous Distributions With Applications In Decision Sciences: A Review," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 65-150, June.
- Francesco Cesarone & Justo Puerto, 2024. "New approximate stochastic dominance approaches for Enhanced Indexation models," Papers 2401.12669, arXiv.org.
- Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"Input Demand under Joint Energy and Output Prices Uncertainties,"
MPRA Paper
52368, University Library of Munich, Germany.
- Moawia Alghalith & Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2017. "Input Demand Under Joint Energy and Output Prices Uncertainties," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-12, August.
Cited by:
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018.
"Management Information, Decision Sciences, and Financial Economics : a connection,"
Econometric Institute Research Papers
2018-004/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Management Information, Decision Sciences, and Financial Economics: A Connection," Tinbergen Institute Discussion Papers 18-004/III, Tinbergen Institute.
- Richard Lu & Chen-Chen Yang & Wing-Keung Wong, 2018.
"Time Diversification: Perspectives From The Economic Index Of Riskiness,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-15, September.
- Lu, Richard & Yang, Chen-Chen & Wong, Wing-Keung, 2018. "Time Diversification: Perspectives from the Economic Index of Riskiness," MPRA Paper 89167, University Library of Munich, Germany, revised 02 Oct 2018.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018.
"Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections,"
Econometric Institute Research Papers
EI2018-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Michael McALeer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," Tinbergen Institute Discussion Papers 18-011/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections," JRFM, MDPI, vol. 11(1), pages 1-29, March.
- Chia-Lin Chang & Wing-Keung Wong & Michael McAleer, 2018. "Big data, computational science, economics, finance, marketing, management, and psychology: connections," Documentos de Trabajo del ICAE 2018-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Xu Guo & Raymond H. Chan & Wing-Keung Wong & Lixing Zhu, 2019. "Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk," Risk Management, Palgrave Macmillan, vol. 21(2), pages 73-98, June.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 36-94, December.
- Alghalith, Moawia & Niu, Cuizhen & Wong, Wing-Keung, 2017. "The impacts of joint energy and output prices uncertainties in a mean-variance framework," MPRA Paper 79739, University Library of Munich, Germany.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018.
"Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections,"
Tinbergen Institute Discussion Papers
18-024/III, Tinbergen Institute.
- Chia-Lin Chang & Michael McAleer & Wing-Keung Wong, 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Documentos de Trabajo del ICAE 2018-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2018. "Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections," Econometric Institute Research Papers 18-024/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Subhadip Mukherjee & Soumyatanu Mukherjee & Mamata Parhi & Kun Duan & Ahmed Usman, 2024. "A risk–return trade‐off or co‐movement? Are food processing firms risk‐averse?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2176-2192, April.
- Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
- Nguyen Huu Hau & Tran Trung Tinh & Hoa Anh Tuong & Wing-Keung Wong, 2020. "Review of Matrix Theory with Applications in Education and Decision Sciences," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(1), pages 28-69, March.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"Almost Stochastic Dominance and Moments,"
MPRA Paper
49205, University Library of Munich, Germany.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Almost Stochastic Dominance and Moments," MPRA Paper 49274, University Library of Munich, Germany.
Cited by:
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Make Almost Stochastic Dominance really Almost," MPRA Paper 49745, University Library of Munich, Germany.
- Fan, Yan & Härdle, Wolfgang Karl & Wang, Weining & Zhu, Lixing, 2013.
"Composite quantile regression for the single-index model,"
SFB 649 Discussion Papers
2013-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Yazhao Lv & Riquan Zhang & Weihua Zhao & Jicai Liu, 2015. "Quantile regression and variable selection of partial linear single-index model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 375-409, April.
- Kangning Wang & Lu Lin, 2017. "Robust and efficient direction identification for groupwise additive multiple-index models and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 22-45, March.
- Jing Sun, 2016. "Composite quantile regression for single-index models with asymmetric errors," Computational Statistics, Springer, vol. 31(1), pages 329-351, March.
- Poeschel, Friedrich, 2012.
"Assortative matching through signals,"
IAB-Discussion Paper
201215, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Poeschel, Friedrich, 2012. "Assortative matching through signals," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62061, Verein für Socialpolitik / German Economic Association.
- Friedrich Poeschel, 2013. "Assortative matching through signals," 2013 Papers ppo178, Job Market Papers.
- Poeschel, Friedrich, 2013. "Assortative matching through signals," SFB 649 Discussion Papers 2013-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017. "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers 2017-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.
- Fan, Yan & Härdle, Wolfgang Karl & Wang, Weining & Zhu, Lixing, 2013.
"Composite quantile regression for the single-index model,"
SFB 649 Discussion Papers
2013-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Yazhao Lv & Riquan Zhang & Weihua Zhao & Jicai Liu, 2015. "Quantile regression and variable selection of partial linear single-index model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 375-409, April.
- Kangning Wang & Lu Lin, 2017. "Robust and efficient direction identification for groupwise additive multiple-index models and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 22-45, March.
- Jing Sun, 2016. "Composite quantile regression for single-index models with asymmetric errors," Computational Statistics, Springer, vol. 31(1), pages 329-351, March.
- Poeschel, Friedrich, 2012.
"Assortative matching through signals,"
IAB-Discussion Paper
201215, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Poeschel, Friedrich, 2012. "Assortative matching through signals," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62061, Verein für Socialpolitik / German Economic Association.
- Friedrich Poeschel, 2013. "Assortative matching through signals," 2013 Papers ppo178, Job Market Papers.
- Poeschel, Friedrich, 2013. "Assortative matching through signals," SFB 649 Discussion Papers 2013-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017. "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers 2017-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"An analysis of portfolio selection with multiplicative background risk,"
MPRA Paper
51331, University Library of Munich, Germany.
Cited by:
- Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper 51827, University Library of Munich, Germany.
- Lin, Lu & Li, Feng & Zhu, Lixing & Härdle, Wolfgang Karl, 2010.
"Mean volatility regressions,"
SFB 649 Discussion Papers
2011-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011.
"Rollover risk, network structure and systemic financial crises,"
SFB 649 Discussion Papers
2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
- Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mechtenberg, Lydia & Münster, Johannes, 2011.
"A strategic mediator who is biased into the same direction as the expert can improve information transmission,"
SFB 649 Discussion Papers
2011-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mechtenberg, Lydia & Münster, Johannes, 2010. "A strategic mediator who is biased into the same direction as the expert can improve information transmission," Discussion Papers, Research Unit: Market Behavior SP II 2010-19, WZB Berlin Social Science Center.
- Mechtenberg, Lydia & Münster, Johannes, 2012. "A strategic mediator who is biased in the same direction as the expert can improve information transmission," Economics Letters, Elsevier, vol. 117(2), pages 490-492.
- Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012.
"Econometric analysis of volatile art markets,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
- Bocart, Fabian & Hafner, Christian, 2012. "Econometric analysis of volatile art markets," LIDAM Reprints ISBA 2012020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- BOCART, F. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers ISBA 2011029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers CORE 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014.
"Semiparametric Estimation with Generated Covariates,"
SFB 649 Discussion Papers
2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011.
"Financial network systemic risk contributions,"
SFB 649 Discussion Papers
2011-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013. "Financial network systemic risk contributions," CFS Working Paper Series 2013/20, Center for Financial Studies (CFS).
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2012-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kappus, Johanna & Reiß, Markus, 2010.
"Estimation of the characteristics of a Lévy process observed at arbitrary frequency,"
SFB 649 Discussion Papers
2010-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kappus, Johanna & Reiß, Markus, 2011. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers 2011-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bertrand, Aurelie & Hafner, Christian, 2011.
"On heterogeneous latent class models with applications to the analysis of rating scores,"
LIDAM Discussion Papers ISBA
2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Aurélie Bertrand & Christian Hafner, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
- Bertrand, Aurelie & Hafner, Christian, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Reprints ISBA 2014027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bertrand, Aurélie & Hafner, Christian M., 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers 2011-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013.
"Multivariate volatility modeling of electricity futures,"
LIDAM Reprints CORE
2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
- Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Santiago Moreno-Bromberg & Luca Taschini, 2011.
"Pollution permits, Strategic Trading and Dynamic Technology Adoption,"
Papers
1103.2914, arXiv.org.
- Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution Permits, Strategic Trading and Dynamic Technology Adoption," CESifo Working Paper Series 3399, CESifo.
- Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, strategic trading and dynamic technology adoption," GRI Working Papers 45, Grantham Research Institute on Climate Change and the Environment.
- Moreno-Bromberg, Santiago & Taschini, Luca, 2011. "Pollution permits, strategic trading and dynamic technology adoption," LSE Research Online Documents on Economics 37581, London School of Economics and Political Science, LSE Library.
- Moreno-Bromberg, Santiago & Taschini, Luca, 2011. "Pollution permits, strategic trading and dynamic technology adoption," SFB 649 Discussion Papers 2011-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hofmann, Dirk & Qari, Salmai, 2011. "The law of attraction bilateral search and horizontal heterogeneity," SFB 649 Discussion Papers 2011-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Mario Gilli, 2011.
"Bargaining and Collusion in a Regulatory Model,"
Working Papers
207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
- Fiocco, Raffaele & Gilli, Mario, 2011. "Bargaining and collusion in a regulatory model," SFB 649 Discussion Papers 2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011.
"Rollover risk, network structure and systemic financial crises,"
SFB 649 Discussion Papers
2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009.
"Generalized single-index models: The EFM approach,"
SFB 649 Discussion Papers
2009-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Gerhard Tutz & Sebastian Petry, 2016. "Generalized additive models with unknown link function including variable selection," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2866-2885, November.
- Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009.
"Generalized single-index models: The EFM approach,"
SFB 649 Discussion Papers
2009-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Gerhard Tutz & Sebastian Petry, 2016. "Generalized additive models with unknown link function including variable selection," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2866-2885, November.
Articles
- Zhou, Jingke & Zhu, Lixing, 2016.
"Principal minimax support vector machine for sufficient dimension reduction with contaminated data,"
Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 33-48.
Cited by:
- Hayley Randall & Andreas Artemiou & Xingye Qiao, 2021. "Sufficient dimension reduction based on distance‐weighted discrimination," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1186-1211, December.
- Zhang, Fode & Ng, Hon Keung Tony & Shi, Yimin, 2020. "Mis-specification analysis of Wiener degradation models by using f-divergence with outliers," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
- Iaci, Ross & Yin, Xiangrong & Zhu, Lixing, 2016.
"The Dual Central Subspaces in dimension reduction,"
Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 178-189.
Cited by:
- Alothman, Ahmad & Dong, Yuexiao & Artemiou, Andreas, 2018. "On dual model-free variable selection with two groups of variables," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 366-377.
- Lin, Lu & Zhu, Lixing & Gai, Yujie, 2016.
"Inference for biased models: A quasi-instrumental variable approach,"
Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 22-36.
Cited by:
- Lu, Jun & Zhu, Xuehu & Lin, Lu & Zhu, Lixing, 2019. "Estimation for biased partial linear single index models," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 1-13.
- Zhu, Xuehu & Wang, Tao & Zhao, Junlong & Zhu, Lixing, 2017. "Inference for biased transformation models," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 105-120.
- Xuehu Zhu & Xu Guo & Lu Lin & Lixing Zhu, 2016.
"Testing for positive expectation dependence,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 135-153, February.
Cited by:
- Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 100-105.
- Guo, Xu & Li, Jingyuan, 2016. "Confidence band for expectation dependence with applications," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 141-149.
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"Nonparametric check for partial linear errors-in-covariables models with validation data,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 793-815, August.
Cited by:
- Zhihua Sun & Dongshan Luo & Xiaohua Zhou & Qingzhao Zhang, 2021. "Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable," Statistical Papers, Springer, vol. 62(4), pages 1723-1751, August.
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"Specification testing for errors-in-variables models,"
LSE Research Online Documents on Economics
102690, London School of Economics and Political Science, LSE Library.
- Otsu, Taisuke & Taylor, Luke, 2021. "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, vol. 37(4), pages 747-768, August.
- Taisuke Otsu & Luke Taylor, 2016. "Specification testing for errors-in-variables models," STICERD - Econometrics Paper Series /2015/586, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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"Inference for mixed models of ANOVA type with high-dimensional data,"
Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 382-401.
Cited by:
- Simona Buscemi & Antonella Plaia, 2020. "Model selection in linear mixed-effect models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(4), pages 529-575, December.
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"Robust estimating equation-based sufficient dimension reduction,"
Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 99-118.
Cited by:
- Zhou, Jingke & Zhu, Lixing, 2016. "Principal minimax support vector machine for sufficient dimension reduction with contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 33-48.
- Zhu, Xuehu & Guo, Xu & Lin, Lu & Zhu, Lixing, 2015.
"Heteroscedasticity checks for single index models,"
Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 41-55.
Cited by:
- Zhu, Xuehu & Chen, Fei & Guo, Xu & Zhu, Lixing, 2016. "Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 263-283.
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"Model checking for parametric regressions with response missing at random,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 229-259, April.
Cited by:
- Cui, Li-E & Zhao, Puying & Tang, Niansheng, 2022. "Generalized empirical likelihood for nonsmooth estimating equations with missing data," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
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- Sun, Zhihua & Chen, Feifei & Zhou, Xiaohua & Zhang, Qingzhao, 2017. "Improved model checking methods for parametric models with responses missing at random," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 147-161.
- Long Feng & Changliang Zou & Zhaojun Wang & Lixing Zhu, 2015.
"Robust comparison of regression curves,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 185-204, March.
Cited by:
- Jun Zhang & Zhenghui Feng & Xiaoguang Wang, 2018. "A constructive hypothesis test for the single-index models with two groups," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1077-1114, October.
- Kathrin Möllenhoff & Frank Bretz & Holger Dette, 2020. "Equivalence of regression curves sharing common parameters," Biometrics, The International Biometric Society, vol. 76(2), pages 518-529, June.
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- Cuizhen Niu & Lixing Zhu, 2018. "A robust adaptive-to-model enhancement test for parametric single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1013-1045, October.
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"Short-term natural gas demand prediction based on support vector regression with false neighbours filtered,"
Energy, Elsevier, vol. 80(C), pages 428-436.
Cited by:
- Yukseltan, Ergun & Yucekaya, Ahmet & Bilge, Ayse Humeyra & Agca Aktunc, Esra, 2021. "Forecasting models for daily natural gas consumption considering periodic variations and demand segregation," Socio-Economic Planning Sciences, Elsevier, vol. 74(C).
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- Shen, Meng & Lu, Yujie & Wei, Kua Harn & Cui, Qingbin, 2020. "Prediction of household electricity consumption and effectiveness of concerted intervention strategies based on occupant behaviour and personality traits," Renewable and Sustainable Energy Reviews, Elsevier, vol. 127(C).
- Konstantinos Papageorgiou & Elpiniki I. Papageorgiou & Katarzyna Poczeta & Dionysis Bochtis & George Stamoulis, 2020. "Forecasting of Day-Ahead Natural Gas Consumption Demand in Greece Using Adaptive Neuro-Fuzzy Inference System," Energies, MDPI, vol. 13(9), pages 1-32, May.
- Jean Gaston Tamba & Salom Ndjakomo Essiane & Emmanuel Flavian Sapnken & Francis Djanna Koffi & Jean Luc Nsouand l & Bozidar Soldo & Donatien Njomo, 2018. "Forecasting Natural Gas: A Literature Survey," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 216-249.
- Marta P. Fernandes & Joaquim L. Viegas & Susana M. Vieira & João M. C. Sousa, 2017. "Segmentation of Residential Gas Consumers Using Clustering Analysis," Energies, MDPI, vol. 10(12), pages 1-26, December.
- Sen, Doruk & Günay, M. Erdem & Tunç, K.M. Murat, 2019. "Forecasting annual natural gas consumption using socio-economic indicators for making future policies," Energy, Elsevier, vol. 173(C), pages 1106-1118.
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- Noorollahi, Younes & Golshanfard, Aminabbas & Ansaripour, Shiva & Khaledi, Arian & Shadi, Mehdi, 2021. "Solar energy for sustainable heating and cooling energy system planning in arid climates," Energy, Elsevier, vol. 218(C).
- Ravnik, J. & Hriberšek, M., 2019. "A method for natural gas forecasting and preliminary allocation based on unique standard natural gas consumption profiles," Energy, Elsevier, vol. 180(C), pages 149-162.
- Wen, Kai & Jiao, Jianfeng & Zhao, Kang & Yin, Xiong & Liu, Yuan & Gong, Jing & Li, Cuicui & Hong, Bingyuan, 2023. "Rapid transient operation control method of natural gas pipeline networks based on user demand prediction," Energy, Elsevier, vol. 264(C).
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- Emmanuel Flavian Sapnken & Jean Gaston Tamba & Salome Njakomo Essiane & Francis Djanna Koffi & Donatien Njomo, 2018. "Modeling and Forecasting Gasoline Consumption in Cameroon using Linear Regression Models," International Journal of Energy Economics and Policy, Econjournals, vol. 8(2), pages 111-120.
- Huanying Liu & Yulin Liu & Changhao Wang & Yanling Song & Wei Jiang & Cuicui Li & Shouxin Zhang & Bingyuan Hong, 2023. "Natural Gas Demand Forecasting Model Based on LASSO and Polynomial Models and Its Application: A Case Study of China," Energies, MDPI, vol. 16(11), pages 1-15, May.
- Laib, Oussama & Khadir, Mohamed Tarek & Mihaylova, Lyudmila, 2019. "Toward efficient energy systems based on natural gas consumption prediction with LSTM Recurrent Neural Networks," Energy, Elsevier, vol. 177(C), pages 530-542.
- Chansu Lim, 2019. "Estimating Residential and Industrial City Gas Demand Function in the Republic of Korea—A Kalman Filter Application," Sustainability, MDPI, vol. 11(5), pages 1-12, March.
- Wei, Nan & Li, Changjun & Peng, Xiaolong & Li, Yang & Zeng, Fanhua, 2019. "Daily natural gas consumption forecasting via the application of a novel hybrid model," Applied Energy, Elsevier, vol. 250(C), pages 358-368.
- Du, Jian & Zheng, Jianqin & Liang, Yongtu & Lu, Xinyi & Klemeš, Jiří Jaromír & Varbanov, Petar Sabev & Shahzad, Khurram & Rashid, Muhammad Imtiaz & Ali, Arshid Mahmood & Liao, Qi & Wang, Bohong, 2022. "A hybrid deep learning framework for predicting daily natural gas consumption," Energy, Elsevier, vol. 257(C).
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- Gao, Feng & Chi, Hong & Shao, Xueyan, 2021. "Forecasting residential electricity consumption using a hybrid machine learning model with online search data," Applied Energy, Elsevier, vol. 300(C).
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- Askari, S. & Montazerin, N. & Fazel Zarandi, M.H., 2016. "Gas networks simulation from disaggregation of low frequency nodal gas consumption," Energy, Elsevier, vol. 112(C), pages 1286-1298.
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- Paul Anton Verwiebe & Stephan Seim & Simon Burges & Lennart Schulz & Joachim Müller-Kirchenbauer, 2021. "Modeling Energy Demand—A Systematic Literature Review," Energies, MDPI, vol. 14(23), pages 1-58, November.
- Ergun Yukseltan & Ahmet Yucekaya & Ayse Humeyra Bilge & Esra Agca Aktunc, 2020. "Forecasting Models for Daily Natural Gas Consumption Considering Periodic Variations and Demand Segregation," Papers 2003.13385, arXiv.org.
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- Li, Fengyun & Zheng, Haofeng & Li, Xingmei & Yang, Fei, 2021. "Day-ahead city natural gas load forecasting based on decomposition-fusion technique and diversified ensemble learning model," Applied Energy, Elsevier, vol. 303(C).
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- Peirong Xu & Ji Zhu & Lixing Zhu & Yi Li, 2015.
"Covariance-enhanced discriminant analysis,"
Biometrika, Biometrika Trust, vol. 102(1), pages 33-45.
Cited by:
- Sheng, Ying & Wang, Qihua, 2019. "Simultaneous variable selection and class fusion with penalized distance criterion based classifiers," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 138-152.
- Aaron J Molstad & Adam J Rothman, 2018. "Shrinking characteristics of precision matrix estimators," Biometrika, Biometrika Trust, vol. 105(3), pages 563-574.
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- Briggs, Kristie, 2015. "Co-owner relationships conducive to high quality joint patents," Research Policy, Elsevier, vol. 44(8), pages 1566-1573.
- Pan, Yuqing & Mai, Qing, 2020. "Efficient computation for differential network analysis with applications to quadratic discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
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"Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system,"
Annals of Operations Research, Springer, vol. 228(1), pages 135-149, May.
Cited by:
- Song, Shuang & Govindan, Kannan & Xu, Lei & Du, Peng & Qiao, Xiaojiao, 2017. "Capacity and production planning with carbon emission constraints," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 97(C), pages 132-150.
- Sina Abbasi & Babek Erdebilli, 2023. "Green Closed-Loop Supply Chain Networks’ Response to Various Carbon Policies during COVID-19," Sustainability, MDPI, vol. 15(4), pages 1-30, February.
- Chen, Yuyu & Li, Bangyi & Zhang, Guoqing & Bai, Qingguo, 2020. "Quantity and collection decisions of the remanufacturing enterprise under both the take-back and carbon emission capacity regulations," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 141(C).
- Chunhai Yu & Yingxiang Zhang & Ling Liu & Thomas W. Archibald, 2024. "Low-carbon supply chain strategy and contract coordination considering manufacturers′ fairness concerns," Operational Research, Springer, vol. 24(4), pages 1-51, December.
- Zhitao Xu & Adel Elomri & Shaligram Pokharel & Fatih Mutlu, 2019. "The Design of Green Supply Chains under Carbon Policies: A Literature Review of Quantitative Models," Sustainability, MDPI, vol. 11(11), pages 1-20, May.
- Linda Zhang & Gang D.U. & Jun W.U. & Yujie M.A., 2020. "Joint production planning, pricing and retailer selection with emission control based on Stackelberg game and nested genetic algorithm," Post-Print hal-03276837, HAL.
- Chun-Hung Chiu & Gang Hao & Xin Dai & Hang Xie, 2020. "Inventory sharing of professional optics product supply chain with equal power agents," Annals of Operations Research, Springer, vol. 291(1), pages 169-194, August.
- Liang Shen & Xiaodi Wang & Qinqin Liu & Yuyan Wang & Lingxue Lv & Rongyun Tang, 2021. "Carbon Trading Mechanism, Low-Carbon E-Commerce Supply Chain and Sustainable Development," Mathematics, MDPI, vol. 9(15), pages 1-26, July.
- Juanjuan Qin & Liguo Ren & Liangjie Xia, 2017. "Carbon Emission Reduction and Pricing Strategies of Supply Chain under Various Demand Forecasting Scenarios," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(01), pages 1-27, February.
- Tong Shu & Qian Liu & Shou Chen & Shouyang Wang & Kin Keung Lai, 2018. "Pricing Decisions of CSR Closed-Loop Supply Chains with Carbon Emission Constraints," Sustainability, MDPI, vol. 10(12), pages 1-25, November.
- Wang, Xi & Cai, Hua & Florig, H. Keith, 2016. "Energy-saving implications from supply chain improvement: An exploratory study on China's consumer goods retail system," Energy Policy, Elsevier, vol. 95(C), pages 411-420.
- Yi Zheng & Huchang Liao & Xue Yang, 2016. "Stochastic Pricing and Order Model with Transportation Mode Selection for Low-Carbon Retailers," Sustainability, MDPI, vol. 8(1), pages 1-19, January.
- Bai, Qingguo & Chen, Mingyuan & Xu, Lei, 2017. "Revenue and promotional cost-sharing contract versus two-part tariff contract in coordinating sustainable supply chain systems with deteriorating items," International Journal of Production Economics, Elsevier, vol. 187(C), pages 85-101.
- Smita Rani & Rashid Ali & Anchal Agarwal, 2019. "Fuzzy inventory model for deteriorating items in a green supply chain with carbon concerned demand," OPSEARCH, Springer;Operational Research Society of India, vol. 56(1), pages 91-122, March.
- Wen-Hsien Tsai, 2018. "Carbon Taxes and Carbon Right Costs Analysis for the Tire Industry," Energies, MDPI, vol. 11(8), pages 1-22, August.
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- Shaofu Du & Yujiao Zhu & Yangguang Zhu & Wenzhi Tang, 2020. "Allocation policy considering firm’s time-varying emission reduction in a cap-and-trade system," Annals of Operations Research, Springer, vol. 290(1), pages 543-565, July.
- K. T. Shibin & Rameshwar Dubey & Angappa Gunasekaran & Benjamin Hazen & David Roubaud & Shivam Gupta & Cyril Foropon, 2020. "Examining sustainable supply chain management of SMEs using resource based view and institutional theory," Annals of Operations Research, Springer, vol. 290(1), pages 301-326, July.
- Yang, Huixiao & Luo, Jianwen & Wang, Haijun, 2017. "The role of revenue sharing and first-mover advantage in emission abatement with carbon tax and consumer environmental awareness," International Journal of Production Economics, Elsevier, vol. 193(C), pages 691-702.
- Xu, Song & Govindan, Kannan & Wang, Wanru & Yang, Wenting, 2024. "Supply chain management under cap-and-trade regulation: A literature review and research opportunities," International Journal of Production Economics, Elsevier, vol. 271(C).
- Wen Tong & Jianbang Du & Fu Zhao & Dong Mu & John W. Sutherland, 2019. "Optimal Joint Production and Emissions Reduction Strategies Considering Consumers’ Environmental Preferences: A Manufacturer’s Perspective," Sustainability, MDPI, vol. 11(2), pages 1-15, January.
- Bibhas C. Giri & Ishani Ray, 2022. "Optimal sustainability investment and pricing decisions in a two-echelon supply chain with emissions-sensitive demand under cap-and-trade policy," OPSEARCH, Springer;Operational Research Society of India, vol. 59(3), pages 786-808, September.
- Chen, Xu & Wang, Xiaojun & Chan, Hing Kai, 2017. "Manufacturer and retailer coordination for environmental and economic competitiveness: A power perspective," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 97(C), pages 268-281.
- Zhang, Suyong & Wang, Chuanxu & Yu, Chao, 2019. "The evolutionary game analysis and simulation with system dynamics of manufacturer's emissions abatement behavior under cap-and-trade regulation," Applied Mathematics and Computation, Elsevier, vol. 355(C), pages 343-355.
- Yonghong Cheng & Zhongkai Xiong & Qinglin Luo, 2018. "Joint Pricing and Product Carbon Footprint Decisions and Coordination of Supply Chain with Cap-and-Trade Regulation," Sustainability, MDPI, vol. 10(2), pages 1-24, February.
- SungYong Choi & KyungBae Park & Sang-Oh Shim, 2019. "The Optimal Emission Decisions of Sustainable Production with Innovative Baseline Credit Regulations," Sustainability, MDPI, vol. 11(6), pages 1-16, March.
- Peng Wu & Yixi Yin & Shiying Li & Yulong Huang, 2018. "Low-Carbon Supply Chain Management Considering Free Emission Allowance and Abatement Cost Sharing," Sustainability, MDPI, vol. 10(7), pages 1-18, June.
- Chenhao Fang & Tieju Ma, 2021. "Technology adoption with carbon emission trading mechanism: modeling with heterogeneous agents and uncertain carbon price," Annals of Operations Research, Springer, vol. 300(2), pages 577-600, May.
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- Jinpyo Lee & Mi Lim Lee & Minjae Park, 2018. "A Newsboy Model with Quick Response under Sustainable Carbon Cap-N-Trade," Sustainability, MDPI, vol. 10(5), pages 1-17, May.
- Zhang, Hongyu & Zhang, Da & Zhang, Xiliang, 2023. "The role of output-based emission trading system in the decarbonization of China's power sector," Renewable and Sustainable Energy Reviews, Elsevier, vol. 173(C).
- Hao Zou & Jin Qin & Bo Dai, 2021. "Optimal Pricing Decisions for a Low-Carbon Supply Chain Considering Fairness Concern under Carbon Quota Policy," IJERPH, MDPI, vol. 18(2), pages 1-21, January.
- Sungyong Choi, 2018. "A Loss-Averse Newsvendor with Cap-and-Trade Carbon Emissions Regulation," Sustainability, MDPI, vol. 10(7), pages 1-12, June.
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- Weihao Wang & Deqing Ma & Jinsong Hu, 2022. "Dynamic Carbon Reduction and Marketing Strategies with Consumers’ Environmental Awareness under Cap-and-Trade Regulation," Sustainability, MDPI, vol. 14(16), pages 1-31, August.
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- Xiaogang Ma & Chunyu Bao & Jizi Li & Wandong Lou, 2022. "The impact of dual fairness concerns on bargaining game and its dynamic system stability," Annals of Operations Research, Springer, vol. 318(1), pages 357-382, November.
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"Moment conditions for Almost Stochastic Dominance,"
Economics Letters, Elsevier, vol. 124(2), pages 163-167.
See citations under working paper version above.
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- T. Wang & X. Guo & L. Zhu & P. Xu, 2014.
"Transformed sufficient dimension reduction,"
Biometrika, Biometrika Trust, vol. 101(4), pages 815-829.
Cited by:
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"Multi-index regression models with missing covariates at random,"
Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 345-363.
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"Testing equality of shape parameters in several inverse Gaussian populations,"
Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(6), pages 795-809, August.
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"Ultrahigh dimensional time course feature selection,"
Biometrics, The International Biometric Society, vol. 70(2), pages 356-365, June.
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"Transformation-based estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 186-205.
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"Dimension reduction with missing response at random,"
Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 228-242.
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"Component Selection in the Additive Regression Model,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 491-510, September.
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"Sparse sufficient dimension reduction using optimal scoring,"
Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 223-232.
Cited by:
- Zhou, Jingke & Zhu, Lixing, 2016. "Principal minimax support vector machine for sufficient dimension reduction with contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 33-48.
- Wangli Xu & Lixing Zhu, 2013.
"Testing the adequacy of varying coefficient models with missing responses at random,"
Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 53-69, January.
Cited by:
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- Zhou Yu & Liping Zhu & Heng Peng & Lixing Zhu, 2013.
"Dimension reduction and predictor selection in semiparametric models,"
Biometrika, Biometrika Trust, vol. 100(3), pages 641-654.
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- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"A note on almost stochastic dominance,"
Economics Letters, Elsevier, vol. 121(2), pages 252-256.
See citations under working paper version above.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A Note on Almost Stochastic Dominance," MPRA Paper 44365, University Library of Munich, Germany.
- Li, Gaorong & Lian, Heng & Feng, Sanying & Zhu, Lixing, 2013.
"Automatic variable selection for longitudinal generalized linear models,"
Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 174-186.
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- Tian, Ruiqin & Xue, Liugen & Xu, Dengke, 2016. "Automatic variable selection for varying coefficient models with longitudinal data," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 84-90.
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"A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Student's Skills,"
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- Knaus, Michael C., 2018. "A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Student's Skills," IZA Discussion Papers 11547, Institute of Labor Economics (IZA).
- Kangning Wang & Wen Shan, 2021. "Copula and composite quantile regression-based estimating equations for longitudinal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 441-455, June.
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- Lin, Lu & Sun, Jing & Zhu, Lixing, 2013.
"Nonparametric feature screening,"
Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 162-174.
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- Yi Chu & Lu Lin, 2020. "Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood," Statistical Papers, Springer, vol. 61(4), pages 1589-1606, August.
- Qinqin Hu & Lu Lin, 2017. "Conditional sure independence screening by conditional marginal empirical likelihood," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 63-96, February.
- Zhenghui Feng & Lu Lin & Ruoqing Zhu & Lixing Zhu, 2020. "Nonparametric variable selection and its application to additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 827-854, June.
- Feng, Zheng-Hui & Lin, Lu & Zhu, Ruo-Qing & Zhu, Li-Xing, 2018. "Nonparametric Variable Selection and Its Application to Additive Models," IRTG 1792 Discussion Papers 2018-002, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Shuaishuai Chen & Jun Lu, 2023. "Quantile-Composited Feature Screening for Ultrahigh-Dimensional Data," Mathematics, MDPI, vol. 11(10), pages 1-21, May.
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- Jun Lu & Lu Lin, 2020. "Model-free conditional screening via conditional distance correlation," Statistical Papers, Springer, vol. 61(1), pages 225-244, February.
- Zhou Yu & Yuexiao Dong & Li-Xing Zhu, 2016. "Trace Pursuit: A General Framework for Model-Free Variable Selection," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 813-821, April.
- Lu, Jun & Lin, Lu & Wang, WenWu, 2021. "Partition-based feature screening for categorical data via RKHS embeddings," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
- Peirong Xu & Lixing Zhu & Yi Li, 2014. "Ultrahigh dimensional time course feature selection," Biometrics, The International Biometric Society, vol. 70(2), pages 356-365, June.
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"On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 237-246, March.
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"On model-free conditional coordinate tests for regressions,"
Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 61-72.
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"Estimation of and testing for random effects in dynamic panel data models,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 477-497, September.
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"An alternating determination–optimization approach for an additive multi-index model,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1981-1993.
Cited by:
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- Feng, Zhenghui & Wang, Tao & Zhu, Lixing, 2014. "Transformation-based estimation," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 186-205.
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"Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters,"
Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 85-111.
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- Wang, Kangning & Li, Shaomin & Sun, Xiaofei & Lin, Lu, 2019. "Modal regression statistical inference for longitudinal data semivarying coefficient models: Generalized estimating equations, empirical likelihood and variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 257-276.
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- Zhang, Jun & Feng, Zhenghui & Zhou, Bu, 2014. "A revisit to correlation analysis for distortion measurement error data," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 116-129.
- Yang, Yiping & Li, Gaorong & Peng, Heng, 2014. "Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 1-18.
- Zhenghui Feng & Jun Zhang & Qian Chen, 2020. "Statistical inference for linear regression models with additive distortion measurement errors," Statistical Papers, Springer, vol. 61(6), pages 2483-2509, December.
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"Estimation for a marginal generalized single-index longitudinal model,"
Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 285-299.
Cited by:
- Jun Zhang & Zhenghui Feng & Xiaoguang Wang, 2018. "A constructive hypothesis test for the single-index models with two groups," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1077-1114, October.
- Jing Lv & Chaohui Guo, 2017. "Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data," Computational Statistics, Springer, vol. 32(3), pages 947-975, September.
- Kangning Wang & Lu Lin, 2017. "Robust and efficient direction identification for groupwise additive multiple-index models and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 22-45, March.
- Shakhawat Hossain & Le An Lac, 2021. "Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 811-835, December.
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- Peirong Xu & Jun Zhang & Xingfang Huang & Tao Wang, 2016. "Efficient estimation for marginal generalized partially linear single-index models with longitudinal data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(3), pages 413-431, September.
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"Consistent tuning parameter selection in high dimensional sparse linear regression,"
Journal of Multivariate Analysis, Elsevier, vol. 102(7), pages 1141-1151, August.
Cited by:
- Zhongzhe Ouyang & Lu Wang & Alzheimer’s Disease Neuroimaging Initiative, 2024. "Imputation-Based Variable Selection Method for Block-Wise Missing Data When Integrating Multiple Longitudinal Studies," Mathematics, MDPI, vol. 12(7), pages 1-14, March.
- Yingying Fan & Cheng Yong Tang, 2013. "Tuning parameter selection in high dimensional penalized likelihood," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 531-552, June.
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- Yunxiao Chen & Xiaoou Li & Jingchen Liu & Zhiliang Ying, 2017. "Regularized Latent Class Analysis with Application in Cognitive Diagnosis," Psychometrika, Springer;The Psychometric Society, vol. 82(3), pages 660-692, September.
- David Degras, 2021. "Sparse group fused lasso for model segmentation: a hybrid approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(3), pages 625-671, September.
- Burman, Prabir & Paul, Debashis, 2017. "Smooth predictive model fitting in regression," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 165-179.
- Jack Jewson & Li Li & Laura Battaglia & Stephen Hansen & David Rossell & Piotr Zwiernik, 2022. "Graphical model inference with external network data," CeMMAP working papers 20/22, Institute for Fiscal Studies.
- Ardia, David & Bluteau, Keven & Boudt, Kris, 2019. "Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1370-1386.
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"Inference on the primary parameter of interest with the aid of dimension reduction estimation,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 59-80, January.
Cited by:
- Hilafu, Haileab & Wu, Wenbo, 2017. "Partial projective resampling method for dimension reduction: With applications to partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 1-14.
- Wang, Qihua & Su, Miaomiao & Wang, Ruoyu, 2021. "A beyond multiple robust approach for missing response problem," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Jinhong You & Xian Zhou & Lixing Zhu & Bin Zhou, 2011.
"Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors,"
Statistical Papers, Springer, vol. 52(2), pages 263-286, May.
Cited by:
- Sukhbir Singh & Kanchan Jain & Suresh Sharma, 2014. "Replicated measurement error model under exact linear restrictions," Statistical Papers, Springer, vol. 55(2), pages 253-274, May.
- Wu, Jianhong & Zhu, Lixing, 2011.
"Testing for serial correlation and random effects in a two-way error component regression model,"
Economic Modelling, Elsevier, vol. 28(6), pages 2377-2386.
Cited by:
- Wu, Jianhong, 2016. "Robust random effects tests for two-way error component models with panel data," Economic Modelling, Elsevier, vol. 59(C), pages 1-8.
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- Zhu, Lixing & Lin, Lu & Cui, Xia & Li, Gaorong, 2010.
"Bias-corrected empirical likelihood in a multi-link semiparametric model,"
Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 850-868, April.
Cited by:
- Zhang, Jun & Gai, Yujie & Wu, Ping, 2013. "Estimation in linear regression models with measurement errors subject to single-indexed distortion," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 103-120.
- Weihua Zhao & Jianbo Li & Heng Lian, 2018. "Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 553-582, June.
- Li, Gaorong & Feng, Sanying & Peng, Heng, 2011. "A profile-type smoothed score function for a varying coefficient partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 372-385, February.
- Tang, Xingyu & Li, Jianbo & Lian, Heng, 2013. "Empirical likelihood for partially linear proportional hazards models with growing dimensions," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 22-32.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Likelihood inference on semiparametric models with generated regressors," LSE Research Online Documents on Economics 102696, London School of Economics and Political Science, LSE Library.
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- Jun Zhang & Zhenghui Feng & Peirong Xu, 2015. "Estimating the conditional single-index error distribution with a partial linear mean regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 61-83, March.
- Zhang, Jun & Feng, Zhenghui & Zhou, Bu, 2014. "A revisit to correlation analysis for distortion measurement error data," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 116-129.
- Chang, Ziqing & Xue, Liugen & Zhu, Lixing, 2010.
"On an asymptotically more efficient estimation of the single-index model,"
Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1898-1901, September.
Cited by:
- Zhensheng Huang & Xing Sun & Riquan Zhang, 2022. "Estimation for partially varying-coefficient single-index models with distorted measurement errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(2), pages 175-201, February.
- Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2016.
"An Extended Single-index Model with Missing Response at Random,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1140-1152, December.
- Wang, Qihua & Zhang, Tao & Härdle, Wolfgang Karl, 2014. "An extended single index model with missing response at random," SFB 649 Discussion Papers 2014-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ke Wang & Dehui Wang, 2024. "Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors," Statistical Papers, Springer, vol. 65(7), pages 4201-4241, September.
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- Lai, Peng & Wang, Qihua & Lian, Heng, 2012. "Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 422-432.
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- Guo, Xu & Xu, Wangli & Zhu, Lixing, 2014. "Multi-index regression models with missing covariates at random," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 345-363.
- Yiping Yang & Tiejun Tong & Gaorong Li, 2019. "SIMEX estimation for single-index model with covariate measurement error," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(1), pages 137-161, March.
- Zaixing Li & Lixing Zhu, 2010.
"On Variance Components in Semiparametric Mixed Models for Longitudinal Data,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 442-457, September.
Cited by:
- Zaixing Li & Fei Chen & Lixing Zhu, 2014. "Variance Components Testing in ANOVA-Type Mixed Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 482-496, June.
- M. Taavoni & M. Arashi, 2021. "Kernel estimation in semiparametric mixed effect longitudinal modeling," Statistical Papers, Springer, vol. 62(3), pages 1095-1116, June.
- Chen, Fei & Li, Zaixing & Shi, Lei & Zhu, Lixing, 2015. "Inference for mixed models of ANOVA type with high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 382-401.
- Corinne Emmenegger & Peter Bühlmann, 2023. "Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(4), pages 1553-1567, December.
- Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 569-581.
- Li, Zaixing, 2015. "A residual-based test for variance components in linear mixed models," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 73-78.
- Jianhong Wu & Lixing Zhu, 2012. "Estimation of and testing for random effects in dynamic panel data models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 477-497, September.
- Zaixing Li, 2017. "Inference of nonlinear mixed models for clustered data under moment conditions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 759-781, December.
- Zaixing Li, 2013. "Two kinds of variance/covariance estimates in linear mixed models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(3), pages 303-324, April.
- Cibele Russo & Reiko Aoki & Gilberto Paula, 2012. "Assessment of variance components in nonlinear mixed-effects elliptical models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 519-545, September.
- Li, Gaorong & Zhu, Lixing & Xue, Liugen & Feng, Sanying, 2010.
"Empirical likelihood inference in partially linear single-index models for longitudinal data,"
Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 718-732, March.
Cited by:
- Zhang, Jun & Gai, Yujie & Wu, Ping, 2013. "Estimation in linear regression models with measurement errors subject to single-indexed distortion," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 103-120.
- Jun Zhang & Zhenghui Feng & Xiaoguang Wang, 2018. "A constructive hypothesis test for the single-index models with two groups," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1077-1114, October.
- Lian, Heng & Liang, Hua, 2016. "Separation of linear and index covariates in partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 56-70.
- Feng, Sanying & Kong, Kaidi & Kong, Yinfei & Li, Gaorong & Wang, Zhaoliang, 2022. "Statistical inference of heterogeneous treatment effect based on single-index model," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
- Holland, Ashley D., 2017. "Penalized spline estimation in the partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 211-235.
- Li, Gaorong & Feng, Sanying & Peng, Heng, 2011. "A profile-type smoothed score function for a varying coefficient partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 372-385, February.
- Zhang, Junhua & Feng, Sanying & Li, Gaorong & Lian, Heng, 2011. "Empirical likelihood inference for partially linear panel data models with fixed effects," Economics Letters, Elsevier, vol. 113(2), pages 165-167.
- Li, Gao-Rong & Zhu, Li-Ping & Zhu, Li-Xing, 2010. "Adaptive confidence region for the direction in semiparametric regressions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1364-1377, July.
- Shakhawat Hossain & Le An Lac, 2021. "Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 811-835, December.
- Lai, Peng & Wang, Qihua & Lian, Heng, 2012. "Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 422-432.
- Li, Daoji & Pan, Jianxin, 2013. "Empirical likelihood for generalized linear models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 63-73.
- Tang, Xingyu & Li, Jianbo & Lian, Heng, 2013. "Empirical likelihood for partially linear proportional hazards models with growing dimensions," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 22-32.
- Lai, Peng & Li, Gaorong & Lian, Heng, 2013. "Quadratic inference functions for partially linear single-index models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 115-127.
- Yang, Suigen & Xue, Liugen & Li, Gaorong, 2014. "Simultaneous confidence band for single-index random effects models with longitudinal data," Statistics & Probability Letters, Elsevier, vol. 85(C), pages 6-14.
- Peirong Xu & Jun Zhang & Xingfang Huang & Tao Wang, 2016. "Efficient estimation for marginal generalized partially linear single-index models with longitudinal data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(3), pages 413-431, September.
- Changsheng Liu & Hanying Liang & Yongmei Li, 2025. "Bayesian quantile regression for partially linear single-index model with longitudinal data," Statistical Papers, Springer, vol. 66(1), pages 1-51, January.
- Li, Gaorong & Lin, Lu & Zhu, Lixing, 2012. "Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 85-111.
- Yang, Yiping & Li, Gaorong & Peng, Heng, 2014. "Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 1-18.
- Zhang, Yuexia & Qin, Guoyou & Zhu, Zhongyi & Xu, Wanghong, 2019. "A novel robust approach for analysis of longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 83-95.
- Qiang Chen & Lu Lin & Lixing Zhu, 2010.
"Bias-corrected smoothed score function for single-index models,"
Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 45-58, January.
Cited by:
- Li, Gaorong & Feng, Sanying & Peng, Heng, 2011. "A profile-type smoothed score function for a varying coefficient partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 372-385, February.
- Zhao, Weihua & Lian, Heng & Zhang, Riquan & Lai, Peng, 2016. "Estimation and variable selection for proportional response data with partially linear single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 40-56.
- Liping Zhu & Tao Wang & Lixing Zhu & Louis Ferré, 2010.
"Sufficient dimension reduction through discretization-expectation estimation,"
Biometrika, Biometrika Trust, vol. 97(2), pages 295-304.
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- Wang, Tao & Zhu, Lixing, 2013. "Sparse sufficient dimension reduction using optimal scoring," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 223-232.
- Zeng, Bilin & Yu, Zhou & Wen, Xuerong Meggie, 2015. "A note on cumulative mean estimation," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 322-327.
- Deng, Jianqiu & Yang, Xiaojie & Wang, Qihua, 2022. "Surrogate space based dimension reduction for nonignorable nonresponse," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Feng, Zhenghui & Wang, Tao & Zhu, Lixing, 2014. "Transformation-based estimation," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 186-205.
- Wang, Lei & Zhao, Puying & Shao, Jun, 2021. "Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
- Xinchao Luo & Lixing Zhu & Hongtu Zhu, 2016. "Single‐index varying coefficient model for functional responses," Biometrics, The International Biometric Society, vol. 72(4), pages 1275-1284, December.
- Hongxia Wang & Zihan Zhao & Hongxia Hao & Chao Huang, 2023. "Estimation and Inference for Spatio-Temporal Single-Index Models," Mathematics, MDPI, vol. 11(20), pages 1-32, October.
- Zhenghui Feng & Lu Lin & Ruoqing Zhu & Lixing Zhu, 2020. "Nonparametric variable selection and its application to additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 827-854, June.
- Feng, Zheng-Hui & Lin, Lu & Zhu, Ruo-Qing & Zhu, Li-Xing, 2018. "Nonparametric Variable Selection and Its Application to Additive Models," IRTG 1792 Discussion Papers 2018-002, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Yu, Zhou & Zhu, Lixing & Wen, Xuerong Meggie, 2012. "On model-free conditional coordinate tests for regressions," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 61-72.
- Siming Zheng & Alan T. K. Wan & Yong Zhou, 2024. "Semiparametric recovery of central dimension reduction space with nonignorable nonresponse," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 78(2), pages 374-396, May.
- Hung Hung & Su‐Yun Huang, 2019. "Sufficient dimension reduction via random‐partitions for the large‐p‐small‐n problem," Biometrics, The International Biometric Society, vol. 75(1), pages 245-255, March.
- Hilafu, Haileab & Wu, Wenbo, 2017. "Partial projective resampling method for dimension reduction: With applications to partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 1-14.
- Zhu, Xuehu & Chen, Fei & Guo, Xu & Zhu, Lixing, 2016. "Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 263-283.
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- Zhang, Jun & Zhu, Li-Ping & Zhu, Li-Xing, 2012. "On a dimension reduction regression with covariate adjustment," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 39-55, February.
- Guo, Xu & Wang, Tao & Xu, Wangli & Zhu, Lixing, 2014. "Dimension reduction with missing response at random," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 228-242.
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"Influence diagnostics and outlier tests for varying coefficient mixed models,"
Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2002-2017, October.
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"Comprehensive energy and economic analyses on a zero energy house versus a conventional house,"
Energy, Elsevier, vol. 34(9), pages 1043-1053.
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- Pacheco, Miguel & Lamberts, Roberto, 2013. "Assessment of technical and economical viability for large-scale conversion of single family residential buildings into zero energy buildings in Brazil: Climatic and cultural considerations," Energy Policy, Elsevier, vol. 63(C), pages 716-725.
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- Diallo, Arouna & Moussa, Richard K., 2020.
"The effects of solar home system on welfare in off-grid areas: Evidence from Côte d’Ivoire,"
Energy, Elsevier, vol. 194(C).
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Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 229-247, June.
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"An Adaptive Two‐stage Estimation Method for Additive Models,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 248-269, June.
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"On a Projective Resampling Method for Dimension Reduction With Multivariate Responses,"
Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1177-1186.
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"Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data,"
Biometrika, Biometrika Trust, vol. 94(4), pages 921-937.
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- Peixin Zhao & Xinrong Tang, 2016. "Imputation based statistical inference for partially linear quantile regression models with missing responses," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(8), pages 991-1009, November.
- Peixin Zhao & Liugen Xue, 2009. "Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(7), pages 907-923.
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- Qin, Guoyou & Bai, Yang & Zhu, Zhongyi, 2012. "Robust empirical likelihood inference for generalized partial linear models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 32-44.
- Tang, Xingyu & Li, Jianbo & Lian, Heng, 2013. "Empirical likelihood for partially linear proportional hazards models with growing dimensions," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 22-32.
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- Peixin Zhao & Xiaoshuang Zhou, 2018. "Robust empirical likelihood for partially linear models via weighted composite quantile regression," Computational Statistics, Springer, vol. 33(2), pages 659-674, June.
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- Qin, Guoyou & Bai, Yang & Zhu, Zhongyi, 2009. "Robust empirical likelihood inference for longitudinal data," Statistics & Probability Letters, Elsevier, vol. 79(20), pages 2101-2108, October.
- Yang, Hu & Li, Tingting, 2010. "Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data," Statistics & Probability Letters, Elsevier, vol. 80(2), pages 111-121, January.
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- Xue, Liugen & Xue, Dong, 2011. "Empirical likelihood for semiparametric regression model with missing response data," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 723-740, April.
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"Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data,"
Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 642-654, June.
Cited by:
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- Liugen Xue, 2010. "Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 644-663, December.
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"A simultaneous confidence corridor for varying coefficient regression with sparse functional data,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 806-843, December.
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- Huang, Zhensheng & Pang, Zhen, 2012. "Corrected empirical likelihood inference for right-censored partially linear single-index model," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 276-284.
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- Peixin Zhao & Xinrong Tang, 2016. "Imputation based statistical inference for partially linear quantile regression models with missing responses," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(8), pages 991-1009, November.
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- Peixin Zhao & Liugen Xue, 2009. "Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(7), pages 907-923.
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- Qiang Chen & Lu Lin & Lixing Zhu, 2010. "Bias-corrected smoothed score function for single-index models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 45-58, January.
- Xiuli Wang & Gaorong Li & Lu Lin, 2011. "Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(2), pages 171-185, March.
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- Li, Daoji & Pan, Jianxin, 2013. "Empirical likelihood for generalized linear models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 63-73.
- Tang, Xingyu & Li, Jianbo & Lian, Heng, 2013. "Empirical likelihood for partially linear proportional hazards models with growing dimensions," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 22-32.
- Huang, Zhensheng & Zhou, Zhangong & Jiang, Rong & Qian, Weimin & Zhang, Riquan, 2010. "Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 497-504, March.
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- Li, Gaorong & Zhu, Lixing & Xue, Liugen & Feng, Sanying, 2010. "Empirical likelihood inference in partially linear single-index models for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 718-732, March.
- Zhao, Yan-Yong & Lin, Jin-Guan & Xu, Pei-Rong & Ye, Xu-Guo, 2015. "Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 204-221.
- Zhao, Yan-Yong & Lin, Jin-Guan, 2019. "Estimation and test of jump discontinuities in varying coefficient models with empirical applications," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 145-163.
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- Wang, Kangning & Li, Shaomin & Sun, Xiaofei & Lin, Lu, 2019. "Modal regression statistical inference for longitudinal data semivarying coefficient models: Generalized estimating equations, empirical likelihood and variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 257-276.
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- Tang Qingguo & Cheng Longsheng, 2012. "Componentwise B-spline estimation for varying coefficient models with longitudinal data," Statistical Papers, Springer, vol. 53(3), pages 629-652, August.
- Bindele, Huybrechts F. & Abebe, Ash, 2015. "Semi-parametric rank regression with missing responses," Journal of Multivariate Analysis, Elsevier, vol. 142(C), pages 117-132.
- Yun Fang & Li-Xing Zhu, 2012. "Asymptotics of SIMEX-based variance estimation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 329-345, April.
- Liugen Xue, 2009. "Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 671-685, December.
- Xue, Liugen, 2009. "Empirical likelihood for linear models with missing responses," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1353-1366, August.
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- Peixin Zhao & Liugen Xue, 2011. "Variable selection for varying coefficient models with measurement errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(2), pages 231-245, September.
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- Yang, Hu & Li, Tingting, 2010. "Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data," Statistics & Probability Letters, Elsevier, vol. 80(2), pages 111-121, January.
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- Xue, Liugen & Xue, Dong, 2011. "Empirical likelihood for semiparametric regression model with missing response data," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 723-740, April.
- Peixin Zhao & Liugen Xue, 2012. "Variable selection in semiparametric regression analysis for longitudinal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 213-231, February.
- Zhao, Peixin & Xue, Liugen, 2010. "Variable selection for semiparametric varying coefficient partially linear errors-in-variables models," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1872-1883, September.
- Stute, Winfried & Xue, Liugen & Zhu, Lixing, 2007.
"Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data,"
Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 332-346, March.
Cited by:
- Wang, Qihua & Lai, Peng, 2011. "Empirical likelihood calibration estimation for the median treatment difference in observational studies," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1596-1609, April.
- Liugen Xue, 2010. "Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 644-663, December.
- Zheng, Ming & Yu, Wen, 2011. "An empirical likelihood approach to data analysis under two-stage sampling designs," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 947-956, August.
- Qiang Chen & Lu Lin & Lixing Zhu, 2010. "Bias-corrected smoothed score function for single-index models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 45-58, January.
- Wei Yu & Cuizhen Niu & Wangli Xu, 2014. "An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(5), pages 675-693, July.
- Xiuli Wang & Gaorong Li & Lu Lin, 2011. "Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(2), pages 171-185, March.
- Zhao, Yichuan & Chen, Feiming, 2008. "Empirical likelihood inference for censored median regression model via nonparametric kernel estimation," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 215-231, February.
- Biao Zhang, 2016. "Empirical Likelihood in Causal Inference," Econometric Reviews, Taylor & Francis Journals, vol. 35(2), pages 201-231, February.
- Liugen Xue, 2009. "Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 671-685, December.
- Xue, Liugen, 2009. "Empirical likelihood for linear models with missing responses," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1353-1366, August.
- Wangli Xu & Lixing Zhu, 2015. "Nonparametric check for partial linear errors-in-covariables models with validation data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 793-815, August.
- Xie Yanmei & Zhang Biao, 2017. "Empirical Likelihood in Nonignorable Covariate-Missing Data Problems," The International Journal of Biostatistics, De Gruyter, vol. 13(1), pages 1-20, May.
- Yang, Yiping & Li, Gaorong & Peng, Heng, 2014. "Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 1-18.
- Sima Sharghi & Kevin Stoll & Wei Ning, 2024. "Statistical inferences for missing response problems based on modified empirical likelihood," Statistical Papers, Springer, vol. 65(7), pages 4079-4120, September.
- Lixing Zhu & Liugen Xue, 2006.
"Empirical likelihood confidence regions in a partially linear single‐index model,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 549-570, June.
Cited by:
- Zhang, Jun & Gai, Yujie & Wu, Ping, 2013. "Estimation in linear regression models with measurement errors subject to single-indexed distortion," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 103-120.
- Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021. "Multiway empirical likelihood," Papers 2108.04852, arXiv.org, revised Aug 2024.
- Jianhong Shi & Qian Yang & Xiongya Li & Weixing Song, 2017. "Effects of measurement error on a class of single-index varying coefficient regression models," Computational Statistics, Springer, vol. 32(3), pages 977-1001, September.
- Wong, Heung & Zhang, Riquan & Leung, Bartholomew & Huang, Zhensheng, 2013. "Testing the significance of index parameters in varying-coefficient single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 297-308.
- Zhensheng Huang & Xing Sun & Riquan Zhang, 2022. "Estimation for partially varying-coefficient single-index models with distorted measurement errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(2), pages 175-201, February.
- Liugen Xue, 2010. "Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 644-663, December.
- Huang, Zhensheng & Pang, Zhen & Zhang, Riquan, 2013. "Adaptive profile-empirical-likelihood inferences for generalized single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 70-82.
- Huang, Zhensheng, 2012. "Efficient inferences on the varying-coefficient single-index model with empirical likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4413-4420.
- Lai, Peng & Zhang, Qingzhao & Lian, Heng & Wang, Qihua, 2016. "Efficient estimation for the heteroscedastic single-index varying coefficient models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 84-93.
- Lai, Peng & Wang, Qihua, 2014. "Semiparametric efficient estimation for partially linear single-index models with responses missing at random," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 33-50.
- Wanrong Liu & Xuewen Lu, 2011. "Empirical likelihood for density-weighted average derivatives," Statistical Papers, Springer, vol. 52(2), pages 391-412, May.
- Feng, Sanying & Kong, Kaidi & Kong, Yinfei & Li, Gaorong & Wang, Zhaoliang, 2022. "Statistical inference of heterogeneous treatment effect based on single-index model," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
- Xuemin Zi & Changliang Zou & Yukun Liu, 2012. "Two-sample empirical likelihood method for difference between coefficients in linear regression model," Statistical Papers, Springer, vol. 53(1), pages 83-93, February.
- Ke Wang & Dehui Wang, 2024. "Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors," Statistical Papers, Springer, vol. 65(7), pages 4201-4241, September.
- Yang, Hu & Guo, Chaohui & Lv, Jing, 2014. "A robust and efficient estimation method for single-index varying-coefficient models," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 119-127.
- Huang, Zhensheng & Pang, Zhen, 2012. "Corrected empirical likelihood inference for right-censored partially linear single-index model," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 276-284.
- Kangning Wang & Lu Lin, 2017. "Robust and efficient direction identification for groupwise additive multiple-index models and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 22-45, March.
- Strzalkowska-Kominiak, Ewa & Cao, Ricardo, 2013. "Maximum likelihood estimation for conditional distribution single-index models under censoring," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 74-98.
- Huang, Zhensheng & Pang, Zhen & Hu, Tao, 2013. "Testing structural change in partially linear single-index models with error-prone linear covariates," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 121-133.
- Li, Gaorong & Feng, Sanying & Peng, Heng, 2011. "A profile-type smoothed score function for a varying coefficient partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 372-385, February.
- Ruidong Han & Xinghui Wang & Shuhe Hu, 2018. "Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(3), pages 479-490, August.
- Zhang, Hong-Fan, 2021. "Iterative GMM for partially linear single-index models with partly endogenous regressors," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
- Zhensheng Huang, 2011. "Empirical likelihood for generalized partially linear varying-coefficient models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(6), pages 1265-1275, May.
- Zhang, Junhua & Feng, Sanying & Li, Gaorong & Lian, Heng, 2011. "Empirical likelihood inference for partially linear panel data models with fixed effects," Economics Letters, Elsevier, vol. 113(2), pages 165-167.
- Wu, Jingwei & Peng, Hanxiang & Tu, Wanzhu, 2019. "Large-sample estimation and inference in multivariate single-index models," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 382-396.
- Hongxia Wang & Zihan Zhao & Hongxia Hao & Chao Huang, 2023. "Estimation and Inference for Spatio-Temporal Single-Index Models," Mathematics, MDPI, vol. 11(20), pages 1-32, October.
- Li, Gao-Rong & Zhu, Li-Ping & Zhu, Li-Xing, 2010. "Adaptive confidence region for the direction in semiparametric regressions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1364-1377, July.
- Xu, Peirong & Zhu, Lixing, 2012. "Estimation for a marginal generalized single-index longitudinal model," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 285-299.
- Kai Yang & Xue Ding & Xiaohui Yuan, 2022. "Bayesian empirical likelihood inference and order shrinkage for autoregressive models," Statistical Papers, Springer, vol. 63(1), pages 97-121, February.
- Qiang Chen & Lu Lin & Lixing Zhu, 2010. "Bias-corrected smoothed score function for single-index models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 45-58, January.
- Zhang, Jun & Zhu, Li-Xing & Liang, Hua, 2012. "Nonlinear models with measurement errors subject to single-indexed distortion," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 1-23.
- Wei Yu & Cuizhen Niu & Wangli Xu, 2014. "An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(5), pages 675-693, July.
- Zhensheng Huang, 2011. "Statistical estimation in partially linear single-index models with error-prone linear covariates," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 339-350.
- Zhensheng Huang, 2012. "Empirical likelihood for varying-coefficient single-index model with right-censored data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(1), pages 55-71, January.
- Lai, Peng & Wang, Qihua & Zhou, Xiao-Hua, 2014. "Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 241-256.
- Lai, Peng & Wang, Qihua & Lian, Heng, 2012. "Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 422-432.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2018.
"Likelihood inference on semiparametric models: average derivative and treatment effect,"
LSE Research Online Documents on Economics
85870, London School of Economics and Political Science, LSE Library.
- Yukitoshi Matsushita & Taisuke Otsu, 2017. "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series 592, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Tang, Xingyu & Li, Jianbo & Lian, Heng, 2013. "Empirical likelihood for partially linear proportional hazards models with growing dimensions," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 22-32.
- Lai, Peng & Li, Gaorong & Lian, Heng, 2013. "Semiparametric estimation of fixed effects panel data single-index model," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1595-1602.
- Li, Gaorong & Zhu, Lixing & Xue, Liugen & Feng, Sanying, 2010. "Empirical likelihood inference in partially linear single-index models for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 718-732, March.
- Lai, Peng & Li, Gaorong & Lian, Heng, 2013. "Quadratic inference functions for partially linear single-index models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 115-127.
- Hiroaki Ogata & Masanobu Taniguchi, 2009. "Cressie–Read Power‐Divergence Statistics for Non‐Gaussian Vector Stationary Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 141-156, March.
- Ewa Strzalkowska-Kominiak & Ricardo Cao, 2014. "Beran-based approach for single-index models under censoring," Computational Statistics, Springer, vol. 29(5), pages 1243-1261, October.
- Xue, Liugen, 2024. "Empirical likelihood in a partially linear single-index model with censored response data," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).
- Zhiyong Chen & Jianbao Chen, 2022. "Bayesian analysis of partially linear, single-index, spatial autoregressive models," Computational Statistics, Springer, vol. 37(1), pages 327-353, March.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Likelihood inference on semiparametric models with generated regressors," LSE Research Online Documents on Economics 102696, London School of Economics and Political Science, LSE Library.
- Xinyuan Dong & Yingye Zheng & Daniel W. Lin & Lisa Newcomb & Ying‐Qi Zhao, 2023. "Constructing time‐invariant dynamic surveillance rules for optimal monitoring schedules," Biometrics, The International Biometric Society, vol. 79(4), pages 3895-3906, December.
- Huang, Zhensheng & Lin, Bingqing & Feng, Fan & Pang, Zhen, 2013. "Efficient penalized estimating method in the partially varying-coefficient single-index model," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 189-200.
- Wai-Yin Poon & Hai-Bin Wang, 2014. "Multivariate partially linear single-index models: Bayesian analysis," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 755-768, December.
- Hua Liang & Yongsong Qin & Xinyu Zhang & David Ruppert, 2009. "Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 433-443, September.
- Yang, Suigen & Xue, Liugen & Li, Gaorong, 2014. "Simultaneous confidence band for single-index random effects models with longitudinal data," Statistics & Probability Letters, Elsevier, vol. 85(C), pages 6-14.
- Yukitoshi Matsushita & Taisuke Otsu, 2018. "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Springer, vol. 69(2), pages 133-155, June.
- Peirong Xu & Jun Zhang & Xingfang Huang & Tao Wang, 2016. "Efficient estimation for marginal generalized partially linear single-index models with longitudinal data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(3), pages 413-431, September.
- D. Wang & C. S. McMahan & C. M. Gallagher & K. B. Kulasekera, 2014. "Semiparametric group testing regression models," Biometrika, Biometrika Trust, vol. 101(3), pages 587-598.
- Gueuning, Thomas & Claeskens, Gerda, 2016. "Confidence intervals for high-dimensional partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 13-29.
- Bravo, Francesco & Escanciano, Juan Carlos & Van Keilegom, Ingrid, 2015. "Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference," LIDAM Discussion Papers ISBA 2015016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Guo-Liang Fan & Han-Ying Liang & Zhen-Sheng Huang, 2012. "Empirical likelihood for partially time-varying coefficient models with dependent observations," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(1), pages 71-84.
- Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009. "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers 2009-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chang, Ziqing & Xue, Liugen & Zhu, Lixing, 2010. "On an asymptotically more efficient estimation of the single-index model," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1898-1901, September.
- Liugen Xue, 2009. "Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 671-685, December.
- Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Lu, Xuewen, 2009. "Empirical likelihood for heteroscedastic partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 387-396, March.
- Yukitoshi Matsushita & Taisuke Otsu, 2016. "Likelihood inference on semiparametric models with generated regressors," STICERD - Econometrics Paper Series 587, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Xue, Liugen & Zhang, Jinghua, 2020. "Empirical likelihood for partially linear single-index models with missing observations," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
- Xue, Liugen, 2009. "Empirical likelihood for linear models with missing responses," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1353-1366, August.
- Huang, Zhensheng, 2012. "Empirical likelihood for the parametric part in partially linear errors-in-function models," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 63-66.
- Jianglin Fang & Wanrong Liu & Xuewen Lu, 2018. "Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(3), pages 255-281, April.
- Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021. "Multiway empirical likelihood," STICERD - Econometrics Paper Series 617, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Yunan Wu & Lan Wang, 2021. "Resampling‐based confidence intervals for model‐free robust inference on optimal treatment regimes," Biometrics, The International Biometric Society, vol. 77(2), pages 465-476, June.
- Li, Gaorong & Lin, Lu & Zhu, Lixing, 2012. "Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 85-111.
- Huang, Zhensheng & Pang, Zhen & Lin, Bingqing & Shao, Quanxi, 2014. "Model structure selection in single-index-coefficient regression models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 159-175.
- Zhu, Lixing & Lin, Lu & Cui, Xia & Li, Gaorong, 2010. "Bias-corrected empirical likelihood in a multi-link semiparametric model," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 850-868, April.
- Lexin Li & Liping Zhu & Lixing Zhu, 2011. "Inference on the primary parameter of interest with the aid of dimension reduction estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 59-80, January.
- Huang, Zhensheng & Zhang, Riquan, 2011. "Efficient empirical-likelihood-based inferences for the single-index model," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 937-947, May.
- Yang, Yiping & Li, Gaorong & Peng, Heng, 2014. "Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 1-18.
- Lu Lin & Lili Liu & Xia Cui & Kangning Wang, 2021. "A generalized semiparametric regression and its efficient estimation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 1-24, March.
- Wang, Qihua & Xue, Liugen, 2011. "Statistical inference in partially-varying-coefficient single-index model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 1-19, January.
- Junmin Liu & Deli Zhu & Luoyao Yu & Xuehu Zhu, 2023. "Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 232-262, March.
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- Xue, Liugen & Xue, Dong, 2011. "Empirical likelihood for semiparametric regression model with missing response data," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 723-740, April.
- Zhao, Weihua & Zhang, Riquan & Huang, Zhensheng & Feng, Jingyan, 2012. "Partially linear single-index beta regression model and score test," Journal of Multivariate Analysis, Elsevier, vol. 103(1), pages 116-123, January.
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"On Sliced Inverse Regression With High-Dimensional Covariates,"
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- Guochang Wang & Beiting Liang & Hansheng Wang & Baoxue Zhang & Baojian Xie, 2021. "Dimension reduction for functional regression with a binary response," Statistical Papers, Springer, vol. 62(1), pages 193-208, February.
- Coudret, R. & Girard, S. & Saracco, J., 2014. "A new sliced inverse regression method for multivariate response," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 285-299.
- Ming-Yueh Huang & Chin-Tsang Chiang, 2017. "An Effective Semiparametric Estimation Approach for the Sufficient Dimension Reduction Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1296-1310, July.
- Zhu, Li-Ping & Zhu, Li-Xing, 2007. "On kernel method for sliced average variance estimation," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 970-991, May.
- Zeng, Bilin & Yu, Zhou & Wen, Xuerong Meggie, 2015. "A note on cumulative mean estimation," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 322-327.
- Guochang Wang, 2017. "Dimension reduction in functional regression with categorical predictor," Computational Statistics, Springer, vol. 32(2), pages 585-609, June.
- Xiaobing Zhao & Xian Zhou, 2020. "Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates," Statistical Papers, Springer, vol. 61(2), pages 523-541, April.
- Seung Jun Shin & Yichao Wu & Hao Helen Zhang & Yufeng Liu, 2014. "Probability-enhanced sufficient dimension reduction for binary classification," Biometrics, The International Biometric Society, vol. 70(3), pages 546-555, September.
- Takuma Yoshida, 2017. "Nonlinear surface regression with dimension reduction method," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(1), pages 29-50, January.
- Zhao, Wenbiao & Zhu, Xuehu & Zhu, Lixing, 2025. "Minimax rates of convergence for sliced inverse regression with differential privacy," Computational Statistics & Data Analysis, Elsevier, vol. 201(C).
- Chen, Canyi & Xu, Wangli & Zhu, Liping, 2022. "Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
- Deng, Jianqiu & Yang, Xiaojie & Wang, Qihua, 2022. "Surrogate space based dimension reduction for nonignorable nonresponse," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Xiao, Zhen & Zhang, Qi, 2022. "Dimension reduction for block-missing data based on sparse sliced inverse regression," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
- Zhenghui Feng & Lu Lin & Ruoqing Zhu & Lixing Zhu, 2020. "Nonparametric variable selection and its application to additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 827-854, June.
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- Scrucca, Luca, 2011. "Model-based SIR for dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 3010-3026, November.
- Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
- Qin Wang & Yuan Xue, 2023. "A structured covariance ensemble for sufficient dimension reduction," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(3), pages 777-800, September.
- Hilafu, Haileab & Yin, Xiangrong, 2013. "Sufficient dimension reduction in multivariate regressions with categorical predictors," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 139-147.
- Girard, Stéphane & Lorenzo, Hadrien & Saracco, Jérôme, 2022. "Advanced topics in Sliced Inverse Regression," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Chuanlong Xie & Lixing Zhu, 2018. "A minimum projected-distance test for parametric single-index Berkson models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 700-715, September.
- Huiwen Wang & Zhichao Wang & Shanshan Wang, 2021. "Sliced inverse regression method for multivariate compositional data modeling," Statistical Papers, Springer, vol. 62(1), pages 361-393, February.
- Wang, Guochang & Lin, Nan & Zhang, Baoxue, 2013. "Functional contour regression," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 1-13.
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Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1140-1152, December.
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