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 1 33 4 7 10 127
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 4 5 72
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 1 1 23 1 3 5 113
A Note on Almost Stochastic Dominance 0 0 0 39 6 13 14 138
Almost Stochastic Dominance and Moments 0 0 0 4 1 2 4 54
Almost Stochastic Dominance and Moments 0 0 0 25 0 0 3 62
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 3 5 88
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 1 3 131
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 1 1 1 66 9 9 12 128
Composite quantile regression for the single-index model 0 0 0 149 1 3 6 458
Generalized single-index models: The EFM approach 0 0 0 67 0 1 4 223
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 4 7 74
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 1 1 93
Mean volatility regressions 0 0 0 30 1 2 2 116
Moment Conditions for Almost Stochastic Dominance 0 0 0 18 3 5 7 80
Two-moment decision model for location-scale family with background asset 0 0 0 34 5 7 8 109
Total Working Papers 1 2 3 611 31 65 96 2,066

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 1 160 0 5 8 383
A Necessary Test of Goodness of Fit for Sphericity 0 0 0 13 0 0 2 53
A Semi‐parametric Regression Model with Errors in Variables 0 0 0 31 0 3 3 94
A k-sample test with interval censored data 0 0 0 9 1 1 2 67
A note on almost stochastic dominance 0 0 0 32 2 3 7 216
A semiparametric model for truncated and censored data 0 0 0 6 1 3 4 27
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 23 0 1 2 66
An alternating determination–optimization approach for an additive multi-index model 0 0 0 12 0 1 3 56
Automatic variable selection for longitudinal generalized linear models 0 0 0 26 0 2 2 82
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 0 0 1 22 1 1 5 75
Bias-corrected empirical likelihood in a multi-link semiparametric model 0 0 0 17 1 3 4 83
Bias-corrected smoothed score function for single-index models 0 0 0 18 1 1 1 74
Checking the adequacy of the multivariate semiparametric location shift model 0 1 1 6 1 3 3 32
Component Selection in the Additive Regression Model 0 0 0 3 0 1 3 21
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 4 0 2 3 40
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 43 1 2 2 145
Covariance-enhanced discriminant analysis 0 0 0 4 2 4 4 32
Diagnostic checking for multivariate regression models 0 0 0 13 2 2 2 66
Dimension reduction and predictor selection in semiparametric models 0 0 1 17 1 1 2 56
Dimension reduction with missing response at random 0 0 0 15 0 0 1 51
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data 0 0 0 63 1 3 4 144
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 1 1 2 37 1 3 7 155
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 0 0 94 3 4 7 230
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 0 83 2 4 6 319
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 10 1 1 1 63
Empirical likelihood for single-index models 0 0 0 25 0 1 5 90
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 0 40 0 0 3 139
Estimation for a marginal generalized single-index longitudinal model 0 0 0 12 2 3 4 54
Estimation in mixed effects model with errors in variables 0 0 0 18 0 2 3 54
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 1 3 3 57
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 0 1 1 31
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 0 0 12 1 2 3 136
Heteroscedasticity checks for single index models 0 0 0 6 0 1 2 62
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 2 3 5 47
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 23 1 2 4 110
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 19 0 3 5 92
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 36 0 1 2 134
Model checking for parametric regressions with response missing at random 0 0 0 4 0 1 2 51
Moment conditions for Almost Stochastic Dominance 0 0 0 6 1 2 5 56
Multi-index regression models with missing covariates at random 0 0 0 6 0 0 3 41
Nonparametric check for partial linear errors-in-covariables models with validation data 0 0 0 2 3 3 4 45
Nonparametric feature screening 0 0 0 21 0 1 1 93
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models 0 0 0 12 0 0 1 35
On Sliced Inverse Regression With High-Dimensional Covariates 0 0 1 28 1 2 6 115
On Variance Components in Semiparametric Mixed Models for Longitudinal Data 0 0 0 9 1 1 2 35
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses 0 0 0 71 0 2 4 158
On an asymptotically more efficient estimation of the single-index model 0 0 0 61 0 3 6 167
On model-free conditional coordinate tests for regressions 0 0 0 9 3 5 5 39
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 0 3 1 4 4 41
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 0 0 2 93
Robust comparison of regression curves 0 0 0 4 0 3 4 44
Robust estimating equation-based sufficient dimension reduction 0 0 0 7 0 1 2 35
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 0 0 1 26 2 2 4 129
Sparse sufficient dimension reduction using optimal scoring 0 0 0 15 0 0 2 76
Sufficient dimension reduction through discretization-expectation estimation 1 1 1 29 1 1 3 110
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 5 0 3 3 44
Testing for positive expectation dependence 0 0 1 5 2 3 5 65
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 1 1 2 75
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 3 0 1 1 29
The Dual Central Subspaces in dimension reduction 0 0 0 2 0 1 1 37
Transformation-based estimation 0 0 1 9 2 4 7 42
Transformation-based model averaged tail area inference 0 0 0 1 0 2 2 20
Transformed sufficient dimension reduction 0 0 0 3 1 4 7 28
Ultrahigh dimensional time course feature selection 0 0 0 2 5 7 10 26
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors 0 0 0 7 1 1 2 34
Total Journal Articles 2 3 11 1,383 54 134 229 5,426

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Statistics updated 2026-01-09