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 1 1 34 0 2 17 137
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 1 21 89
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 1 23 1 1 11 121
A Note on Almost Stochastic Dominance 0 0 0 39 1 1 19 144
Almost Stochastic Dominance and Moments 0 0 0 25 0 0 4 66
Almost Stochastic Dominance and Moments 0 0 0 4 1 2 12 64
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 2 9 94
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 0 5 135
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 1 66 1 2 13 132
Composite quantile regression for the single-index model 0 0 0 149 2 3 13 468
Generalized single-index models: The EFM approach 0 0 0 67 0 0 7 228
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 0 15 84
Make Almost Stochastic Dominance really Almost 0 0 0 21 1 1 17 109
Mean volatility regressions 0 0 0 30 0 0 7 121
Moment Conditions for Almost Stochastic Dominance 0 0 0 18 1 1 14 89
Two-moment decision model for location-scale family with background asset 0 0 0 34 0 0 15 117
Total Working Papers 0 1 3 612 8 16 199 2,198

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 1 1 161 0 1 13 391
A Necessary Test of Goodness of Fit for Sphericity 0 0 0 13 0 0 4 57
A Semi‐parametric Regression Model with Errors in Variables 0 0 0 31 0 0 12 103
A k-sample test with interval censored data 0 0 0 9 1 1 6 72
A note on almost stochastic dominance 0 0 0 32 0 0 14 227
A semiparametric model for truncated and censored data 0 0 0 6 0 1 8 32
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 23 0 0 5 70
An alternating determination–optimization approach for an additive multi-index model 0 0 0 12 1 2 5 60
Automatic variable selection for longitudinal generalized linear models 0 0 0 26 0 0 4 84
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 0 0 0 22 0 1 11 85
Bias-corrected empirical likelihood in a multi-link semiparametric model 0 0 0 17 0 0 6 86
Bias-corrected smoothed score function for single-index models 0 0 0 18 0 0 6 79
Checking the adequacy of the multivariate semiparametric location shift model 0 0 1 6 0 0 8 37
Component Selection in the Additive Regression Model 0 0 0 3 0 0 4 24
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 4 0 1 11 48
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 43 0 1 8 151
Covariance-enhanced discriminant analysis 0 0 0 4 2 3 16 44
Diagnostic checking for multivariate regression models 0 0 0 13 0 1 5 69
Dimension reduction and predictor selection in semiparametric models 0 0 0 17 0 0 6 61
Dimension reduction with missing response at random 0 0 0 15 0 1 16 67
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data 0 0 0 63 0 1 10 151
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 0 0 1 37 0 0 8 160
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 0 0 94 1 1 8 234
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 2 85 0 2 12 326
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 10 0 0 7 69
Empirical likelihood for single-index models 0 0 0 25 0 0 11 99
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 0 40 0 0 4 143
Estimation for a marginal generalized single-index longitudinal model 0 0 0 12 1 1 12 62
Estimation in mixed effects model with errors in variables 1 1 1 19 1 1 8 59
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 1 2 8 62
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 0 0 11 41
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 0 0 12 1 2 9 142
Heteroscedasticity checks for single index models 0 0 0 6 1 3 8 69
Inference for biased models: A quasi-instrumental variable approach 0 0 0 3 0 1 2 29
Inference for mixed models of ANOVA type with high-dimensional data 0 0 0 8 0 0 8 52
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 23 0 0 11 119
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 19 0 1 11 99
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 36 0 0 9 142
Model checking for parametric regressions with response missing at random 0 0 0 4 2 4 10 60
Moment conditions for Almost Stochastic Dominance 0 0 0 6 0 1 13 67
Multi-index regression models with missing covariates at random 0 0 0 6 0 2 13 54
Nonparametric check for partial linear errors-in-covariables models with validation data 0 0 0 2 0 1 7 49
Nonparametric feature screening 0 0 0 21 0 1 9 101
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models 0 0 0 12 1 2 12 47
On Sliced Inverse Regression With High-Dimensional Covariates 0 0 0 28 2 2 9 122
On Variance Components in Semiparametric Mixed Models for Longitudinal Data 0 0 0 9 0 0 2 36
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses 0 0 0 71 1 1 9 165
On an asymptotically more efficient estimation of the single-index model 0 0 0 61 0 1 6 170
On model-free conditional coordinate tests for regressions 0 0 0 9 0 0 14 48
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 0 3 0 0 7 44
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 1 2 6 99
Robust comparison of regression curves 0 0 0 4 0 0 6 47
Robust estimating equation-based sufficient dimension reduction 0 0 0 7 0 0 3 37
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 0 0 0 26 0 0 11 138
Sparse sufficient dimension reduction using optimal scoring 0 0 0 15 1 1 8 84
Sufficient dimension reduction through discretization-expectation estimation 0 0 2 30 0 0 5 114
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 5 0 0 7 48
Testing for positive expectation dependence 0 0 0 5 1 1 12 74
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 0 2 7 81
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 3 0 1 5 33
The Dual Central Subspaces in dimension reduction 0 1 1 3 0 2 10 46
Transformation-based estimation 0 0 1 9 0 1 7 43
Transformation-based model averaged tail area inference 0 0 0 1 0 2 5 23
Transformed sufficient dimension reduction 0 0 0 3 0 0 8 32
Ultrahigh dimensional time course feature selection 0 0 0 2 0 0 8 27
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors 0 0 0 7 0 0 4 37
Total Journal Articles 1 3 10 1,389 19 55 548 5,831

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