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Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 期刊论文
JOURNAL OF ECONOMETRICS, 2015, 卷号: 189, 期号: 2, 页码: 313-320
作者:  Chen, Min;  Zhu, Ke
收藏  |  浏览/下载:160/0  |  提交时间:2018/07/30
ARCH-type model  Heavy-tailed innovation  LAD estimator  Model diagnostics  Sign-based portmanteau test  
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 卷号: 139, 期号: 9, 页码: 2933-2951
作者:  Wong, Heung;  Guo, Shaojun;  Chen, Min;  Ip, Wai-Cheung
收藏  |  浏览/下载:137/0  |  提交时间:2018/07/30
Varying-coefficient models  Local linear smoother  Locally weighted estimating equation  Missing at random  
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
作者:  Wong, Heung;  Liu, Feng;  Chen, Min;  Ip, Wai Cheung
收藏  |  浏览/下载:135/0  |  提交时间:2018/07/30