Narrow search
Showing 1 - 10 of 15
Cover Image
Composite versus modelaveraged quantile regression
Bloznelis, Daumantas; Claeskens, Gerda; Zhou, Jing - 2018
Persistent link: https://www.econbiz.de/10012049451
Cover Image
Detangling robustness in high-dimensions : composite versus model-averaged estimation
Zhou, Jing; Claeskens, Gerda; Bradic, Jelena - 2020
Persistent link: https://www.econbiz.de/10012439264
Cover Image
Autoregressive model with spatial dependence and missing data
Zhou, Jing; Liu, Jin; Wang, Feifei; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 28-34
Persistent link: https://www.econbiz.de/10012804080
Cover Image
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Cover Image
Covariance matrix estimation via network structure
Lan, Wei; Fang, Zheng; Wang, Hansheng; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Cover Image
Testing a single regression coefficient in high dimensional linear models
Lan, Wei; Zhong, Ping-Shou; Li, Runze; Wang, Hansheng; … - In: Journal of econometrics 195 (2016) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011705246
Cover Image
Nonparametric additive beta regression for fractional response with application to body fat data
Fang, Kuangnan; Fan, Xinyan; Lan, Wei; Wang, Bingquan - In: Computational biomedicine, (pp. 331-347). 2019
Persistent link: https://www.econbiz.de/10012017795
Cover Image
Regression analysis with individual-specific patterns of missing covariates
Lin, Huazhen; Liu, Wei; Lan, Wei - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 179-188
Persistent link: https://www.econbiz.de/10012424507
Cover Image
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie; Lan, Wei; Su, Liangjun; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Cover Image
Inference on covariance-mean regression
Zou, Tao; Lan, Wei; Li, Runze; Tsai, Chih-Ling - In: Journal of econometrics 230 (2022) 2, pp. 318-338
Persistent link: https://www.econbiz.de/10013463843