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Reducing Simulation Input-Model Risk via Input Model Averaging 期刊论文
INFORMS JOURNAL ON COMPUTING, 2021, 卷号: 33, 期号: 2, 页码: 672-684
作者:  Nelson, Barry L.;  Wan, Alan T. K.;  Zou, Guohua;  Zhang, Xinyu;  Jiang, Xi
收藏  |  浏览/下载:116/0  |  提交时间:2021/10/26
input modeling  stochastic simulation  input uncertainty  
Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
作者:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
收藏  |  浏览/下载:151/0  |  提交时间:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
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
作者:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:182/0  |  提交时间:2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
A semiparametric linear transformation model for general biased-sampling and right-censored data 期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 77-92
作者:  Wei, Wenhua;  Zhou, Yong;  Wan, Alan T. K.
收藏  |  浏览/下载:130/0  |  提交时间:2019/12/13
Biased-sampling  Estimating equation  Right-censoring  Semiparametric linear transformation model  
A model averaging approach for the ordered probit and nested logit models with applications 期刊论文
JOURNAL OF APPLIED STATISTICS, 2018, 卷号: 45, 期号: 16, 页码: 3012-3052
作者:  Chen, Longmei;  Wan, Alan T. K.;  Tso, Geoffrey;  Zhang, Xinyu
收藏  |  浏览/下载:177/0  |  提交时间:2018/11/16
Hit rate  model averaging  model selection  Monte Carlo  nested logit  ordered probit  screening  
A varying-coefficient approach to estimating multi-level clustered data models 期刊论文
TEST, 2015, 卷号: 24, 期号: 2, 页码: 417-440
作者:  You, Jinhong;  Wan, Alan T. K.;  Liu, Shu;  Zhou, Yong
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Asymptotic normality  Correlation  Nonparametric  Clustered data  Two-stage estimation  
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
作者:  Chen, Xuerong;  Wan, Alan T. K.;  Zhou, Yong
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
Estimating equations  Missing at random  Resampling method  Semiparametric efficient  
Combining least-squares and quantile regressions 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2011, 卷号: 141, 期号: 12, 页码: 3814-3828
作者:  Zhou, Yong;  Wan, Alan T. K.;  Yuan, Yuan
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Empirical likelihood  Estimating equations  Generalized method of moments  Kernel  Smoothing  
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 卷号: 55, 期号: 3, 页码: 1331-1341
作者:  Magnus, Jan R.;  Wan, Alan T. K.;  Zhang, Xinyu
收藏  |  浏览/下载:91/0  |  提交时间:2018/07/30
Model averaging  Bayesian analysis  Monte Carlo  Housing demand