Access Statistics for Wenyang Zhang

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
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 1 86 0 0 1 114
Smoothing for discrete-valued time series 0 0 0 2 1 1 1 28
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction 0 0 0 3 0 0 0 20
Total Working Papers 0 0 1 91 1 1 2 162

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation 0 1 3 9 1 2 7 25
A Multi-Kink quantile regression model with common structure for panel data analysis 1 3 9 10 1 3 15 23
A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA 0 0 0 6 1 1 2 20
A Semiparametric Threshold Model for Censored Longitudinal Data Analysis 0 0 0 29 0 1 1 84
A Synthetic Regression Model for Large Portfolio Allocation 0 0 2 3 0 0 2 9
A semiparametric multilevel survival model 0 0 0 70 0 1 1 186
Comments on: Dynamic relations for sparsely sampled Gaussian processes 0 0 0 2 0 0 1 24
Data‐driven estimation for multithreshold accelerated failure time model 0 0 1 1 1 2 3 3
Discussion 0 0 0 0 0 0 0 16
Efficient estimation and computation for the generalised additive models with unknown link function 0 0 0 23 0 0 1 77
Estimation and Inference for Multi-Kink Quantile Regression 0 0 2 9 1 1 7 26
Estimation and model selection in a class of semiparametric models for cluster data 0 1 1 4 0 1 2 32
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 2 2 5 98
Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data 0 1 3 7 1 3 5 12
Factor models for asset returns based on transformed factors 0 0 0 9 0 0 1 71
High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure 0 0 0 13 0 0 1 23
Homogeneity Pursuit in Single Index Models based Panel Data Analysis 0 0 0 10 0 1 3 31
Local Polynomial Fitting in Semivarying Coefficient Model 0 0 0 66 0 2 3 194
Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis 0 0 0 2 0 0 1 24
Multikink quantile regression for longitudinal data with application to progesterone data analysis 0 0 0 0 0 1 3 3
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 1 7 0 0 2 23
Nonlinear dynamical structural equation models 0 0 0 26 0 0 1 71
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 0 0 0 7
Optimal zone for bandwidth selection in semiparametric models 0 0 0 1 3 3 3 10
Semiparametric likelihood estimation in survival models with informative censoring 0 0 0 15 0 2 3 67
Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models 0 0 0 56 1 3 5 245
Simultaneous confidence band and hypothesis test in generalised varying-coefficient models 0 1 1 15 0 2 4 52
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction 0 0 0 0 0 1 4 20
Smoothing for discrete‐valued time series 0 0 0 15 0 0 0 64
Statistical Estimation in Generalized Multiparameter Likelihood Models 0 0 0 10 0 1 1 54
The connection between cross-validation and Akaike information criterion in a semiparametric family 0 0 0 5 0 0 1 25
Variable Bandwidth Selection in Varying-Coefficient Models 0 0 0 38 0 2 4 153
Total Journal Articles 1 7 23 482 12 35 92 1,772

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05