Access Statistics for Lixing Zhu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 0 32 0 1 2 119
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 0 0 67
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 0 22 0 0 1 108
A Note on Almost Stochastic Dominance 0 0 0 39 1 1 1 125
Almost Stochastic Dominance and Moments 0 0 0 25 0 2 2 61
Almost Stochastic Dominance and Moments 0 0 0 4 0 0 1 50
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 0 0 83
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 1 1 1 129
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 0 65 1 2 3 118
Composite quantile regression for the single-index model 0 0 0 149 0 3 3 455
Generalized single-index models: The EFM approach 0 0 0 67 0 1 1 220
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 1 1 1 68
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 0 1 92
Mean volatility regressions 0 0 0 30 0 0 0 114
Moment Conditions for Almost Stochastic Dominance 0 0 1 18 0 1 3 74
Two-moment decision model for location-scale family with background asset 0 0 0 34 1 1 1 102
Total Working Papers 0 0 1 608 5 14 21 1,985

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lack-of-Fit Test for Quantile Regression 0 0 0 159 0 0 1 376
A Necessary Test of Goodness of Fit for Sphericity 0 0 1 13 0 1 3 52
A Semi‐parametric Regression Model with Errors in Variables 0 0 0 31 0 0 0 91
A k-sample test with interval censored data 0 0 0 9 0 1 1 66
A note on almost stochastic dominance 0 0 0 32 0 3 4 212
A semiparametric model for truncated and censored data 0 0 0 6 0 0 0 23
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 23 0 1 1 65
An alternating determination–optimization approach for an additive multi-index model 0 0 0 12 0 0 3 54
Automatic variable selection for longitudinal generalized linear models 0 0 0 26 0 0 0 80
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 1 1 1 22 1 1 2 71
Bias-corrected empirical likelihood in a multi-link semiparametric model 0 0 0 17 0 0 3 80
Bias-corrected smoothed score function for single-index models 0 0 0 18 0 0 0 73
Checking the adequacy of the multivariate semiparametric location shift model 0 0 0 5 0 0 1 29
Component Selection in the Additive Regression Model 0 0 0 3 0 1 3 19
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 4 0 0 2 37
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 43 0 0 1 143
Covariance-enhanced discriminant analysis 0 0 0 4 0 0 0 28
Diagnostic checking for multivariate regression models 0 0 0 13 0 0 1 64
Dimension reduction and predictor selection in semiparametric models 0 0 1 16 0 0 4 54
Dimension reduction with missing response at random 0 0 0 15 0 1 1 51
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data 0 0 1 63 0 0 2 140
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 0 1 1 36 0 3 5 152
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 0 1 94 0 1 2 224
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 0 83 0 1 1 314
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 10 0 0 1 62
Empirical likelihood for single-index models 0 0 0 25 0 2 4 87
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 1 40 0 1 4 137
Estimation for a marginal generalized single-index longitudinal model 0 0 0 12 0 0 3 50
Estimation in mixed effects model with errors in variables 0 0 0 18 0 0 0 51
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 0 0 1 54
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 0 0 1 30
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 0 1 12 0 0 4 133
Heteroscedasticity checks for single index models 0 0 1 6 0 0 1 60
Inference for biased models: A quasi-instrumental variable approach 0 0 0 3 0 0 1 27
Inference for mixed models of ANOVA type with high-dimensional data 0 0 0 8 0 0 1 43
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 23 1 1 1 107
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 19 0 0 1 88
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 36 0 0 1 132
Model checking for parametric regressions with response missing at random 0 0 0 4 0 0 0 49
Moment conditions for Almost Stochastic Dominance 0 0 0 6 0 0 2 53
Multi-index regression models with missing covariates at random 0 0 1 6 0 2 4 40
Nonparametric check for partial linear errors-in-covariables models with validation data 0 0 0 2 0 0 1 42
Nonparametric feature screening 0 0 0 21 0 0 1 92
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models 0 0 0 12 0 0 2 35
On Sliced Inverse Regression With High-Dimensional Covariates 0 1 1 28 0 1 2 110
On Variance Components in Semiparametric Mixed Models for Longitudinal Data 0 0 0 9 0 1 1 34
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses 0 0 0 71 0 2 3 156
On an asymptotically more efficient estimation of the single-index model 0 0 1 61 0 1 4 163
On model-free conditional coordinate tests for regressions 0 0 0 9 0 0 0 34
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 0 3 0 0 0 37
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 0 1 2 92
Robust comparison of regression curves 0 0 0 4 0 0 3 40
Robust estimating equation-based sufficient dimension reduction 0 0 0 7 0 0 0 33
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 0 1 1 26 0 2 4 127
Sparse sufficient dimension reduction using optimal scoring 0 0 0 15 0 0 1 74
Sufficient dimension reduction through discretization-expectation estimation 0 0 0 28 0 2 2 109
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 5 0 0 1 41
Testing for positive expectation dependence 0 1 1 5 0 1 2 61
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 0 0 2 73
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 3 0 0 2 28
The Dual Central Subspaces in dimension reduction 0 0 0 2 0 0 1 36
Transformation-based estimation 0 0 0 8 0 1 3 36
Transformation-based model averaged tail area inference 0 0 0 1 0 0 1 18
Transformed sufficient dimension reduction 0 0 0 3 1 2 2 23
Ultrahigh dimensional time course feature selection 0 0 0 2 0 1 5 19
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors 0 0 0 7 0 0 4 33
Total Journal Articles 1 5 14 1,377 3 35 120 5,247

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Statistics updated 2025-05-12