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A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA
Chen, Xiaohong; Fan, Yanqin; Barbe, P.; Genest, A.; … - In: Econometric theory 23 (2007) 3, pp. 414
Persistent link: https://www.econbiz.de/10007718232
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Estimation of copula-based semiparametric time series models
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 130 (2006) 2, pp. 307-336
Persistent link: https://www.econbiz.de/10006748296
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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373
Persistent link: https://www.econbiz.de/10006785374
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Theory and Methods - Efficient Estimation of Semiparametric Multivariate Copula Models
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 1228-1240
Persistent link: https://www.econbiz.de/10007292881
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1, pp. 125-154
Persistent link: https://www.econbiz.de/10007279942
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Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang - In: Journal of econometrics 157 (2010) 1, pp. 129-143
Persistent link: https://www.econbiz.de/10008418101
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A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
Fan, Yanqin; Li, Qi - In: Econometric reviews 21 (2002) 3, pp. 337-352
Persistent link: https://www.econbiz.de/10006892692
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Theory and Methods - Rejoinder - Maximization by Parts in Likelihood Inference
Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1164-1167
Persistent link: https://www.econbiz.de/10006605498
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Theory and Methods - Maximization by Parts in Likelihood Inference
Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1145-1157
Persistent link: https://www.econbiz.de/10006605503
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A Consistent Nonparametric Test of Symmetry in Linear Regression Models
Fan, Yanqin; Gencay, Ramazan - In: Journal of the American Statistical Association : JASA 90 (1995) 430, pp. 551-557
Persistent link: https://www.econbiz.de/10006634721