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A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 卷号: 114, 期号: 526, 页码: 882-892
Authors:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
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Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2018, 卷号: 46, 期号: 2, 页码: 233-245
Authors:  Wang, Qihua;  Wang, Xuan
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Censored data  heteroscedasticity  transformation regression model  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
Authors:  Zhang, Xinyu;  Yu, Jihai
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Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets 期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
Authors:  Roni Bhowmik;  Abbas Ghulam
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Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2017, 卷号: 35, 期号: 4, 页码: 528-542
Authors:  Zhu, Ke;  Li, Wai Keung;  Yu, Philip L. H.
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Buffered AR-GARCH model  Buffered AR model  Exchange rate  GARCH model  Nonlinear time series  Threshold AR model  
Model averaging with averaging covariance matrix 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 145, 页码: 214-217
Authors:  Zhao, Shangwei;  Zhang, Xinyu;  Gao, Yichen
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Asymptotic optimality  Heteroscedasticity  Model averaging  
Efficient Quantile Regression Analysis With Missing Observations 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 卷号: 110, 期号: 510, 页码: 723-741
Authors:  Chen, Xuerong;  Wan, Alan T. K.;  Zhou, Yong
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Estimating equations  Missing at random  Resampling method  Semiparametric efficient  
Testing heteroscedasticity in partially linear models with missing covariates 期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2011, 卷号: 23, 期号: 2, 页码: 321-337
Authors:  Liu, Xiaohui;  Wang, Zhizhong;  Hu, Xuemei
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partially linear model  heteroscedasticity test  missing at random  empirical likelihood ratio  
Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 卷号: 101, 期号: 5, 页码: 1079-1101
Authors:  You, Jinhong;  Zhou, Xian;  Zhou, Yong
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Asymptotic normality  Heteroscedasticity  One-way error component structure  Panel data  Partially linear model  Semiparametric estimation  
Empirical likelihood based diagnostics for heteroscedasticity in partial linear models 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2009, 卷号: 53, 期号: 9, 页码: 3466-3477
Authors:  Wong, Heung;  Liu, Feng;  Chen, Min;  Ip, Wai Cheung
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