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Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso
Wang, Hansheng; Li, Guodong; Jiang, Guohua - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 3, pp. 347-355
Persistent link: https://www.econbiz.de/10008221706
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Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
Tsai, Chih-Ling; Wang, Hansheng; Zhu, Ning - In: Annals of the Institute of Statistical Mathematics : AISM 62 (2009) 1, pp. 109-117
Persistent link: https://www.econbiz.de/10008345455
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Tail Index Regression
Wang, Hansheng; Tsai, Chih-Ling - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1233-1240
Persistent link: https://www.econbiz.de/10008328371
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Score Tests for Hyperbolic GARCH Models
Li, Muyi; Li, Guodong; Li, Wai Keung - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 579-587
Persistent link: https://www.econbiz.de/10009796515
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LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
Li, Guodong; Li, Wai Keung - In: Econometric theory 25 (2009) 5, pp. 1208-1227
Persistent link: https://www.econbiz.de/10008306948
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Theory and Methods - Constrained Inverse Regression for Incorporating Prior Information
Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 204-211
Persistent link: https://www.econbiz.de/10006607860
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Theory and Methods - The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error
Cheng, Chi-Lun; Tsai, Chih-Ling - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 805-809
Persistent link: https://www.econbiz.de/10006608853
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Theory and Methods - The Focused Information Criterion - Discussion: Improved, Corrected, and Profiled Focused Information Criteria
Tsai, Chih-Ling - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 928-930
Persistent link: https://www.econbiz.de/10006611368
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Controlling Measurement Errors in Models of Advertising Competition
Naik, Prasad; Tsai, Chih-Ling - In: Journal of marketing research : JMR 37 (2000) 1, pp. 113-124
Persistent link: https://www.econbiz.de/10006663753
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Two conflict potentials during IS development
Yeh, Quey-Jen; Tsai, Chih-Ling - In: Information & management : the internat. journal of … 39 (2002) 2, pp. 135-150
Persistent link: https://www.econbiz.de/10008358834