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On sliced inverse regression with high-dimensional covariates

Zhu, Lixing; Miao, Baiqi; Peng, Heng - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 630-643

Persistent link: https://www.econbiz.de/10003334648

On Sliced Inverse Regression With High-Dimensional Covariates

Zhu, Lixing; Miao, Baiqi; Peng, Heng - In: Journal of the American Statistical Association 101 (2006) June, pp. 630-643

Persistent link: https://www.econbiz.de/10005238867

Dimension reduction and predictor selection in semiparametric models

Yu, Zhou; Zhu, Liping; Peng, Heng; Zhu, Lixing - In: Biometrika 100 (2013) 3, pp. 641-654

Dimension reduction in semiparametric regressions includes construction of informative linear combinations and selection of contributing predictors. To reduce the predictor dimension in semiparametric regressions, we propose an &ell;<sub>1</sub>-minimization of sliced inverse regression with the Dantzig...

Persistent link: https://www.econbiz.de/10010969897

Component Selection in the Additive Regression Model

CUI, XIA; PENG, HENG; WEN, SONGQIAO; ZHU, LIXING - In: Scandinavian Journal of Statistics 40 (2013) 3, pp. 491-510

Persistent link: https://www.econbiz.de/10010713403

Measuring the subprime crisis contagion : evidence of change point analysis of copula functions

Ye, Wuyi; Liu, Xiaoquan; Miao, Baiqi - In: European journal of operational research : EJOR 222 (2012) 1, pp. 96-103

Persistent link: https://www.econbiz.de/10009569564

Markov regime-switching quantile regression models and financial contagion detection

Ye, Wuyi; Zhu, Yangguang; Wu, Yuehua; Miao, Baiqi - In: Insurance / Mathematics & economics 67 (2016), pp. 21-26

Persistent link: https://www.econbiz.de/10011457143

Semilinear high-dimensional model for normalization of microarray data : a theoretical analysis and partial consistency

Fan, Jianqing; Peng, Heng; Huang, Tao - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 781-813

Persistent link: https://www.econbiz.de/10003107654

Network-based clustering for varying coefficient panel data models

Pei, Youquan; Huang, Tao; Peng, Heng; You, Jinhong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 578-594

Persistent link: https://www.econbiz.de/10013533972

Nonparametric transition-based tests for jump diffusions

Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1102-1116

Persistent link: https://www.econbiz.de/10003902802

Simultaneous confidence band for nonparametric fixed effects panel data models

Li, Gaorong; Peng, Heng; Tong, Tiejun - In: Economics letters 119 (2013) 3, pp. 229-232

Persistent link: https://www.econbiz.de/10009753871