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 0 0 3 120
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 2 3 3 70
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 0 22 1 2 4 111
A Note on Almost Stochastic Dominance 0 0 0 39 0 0 1 125
Almost Stochastic Dominance and Moments 0 0 0 4 0 2 2 52
Almost Stochastic Dominance and Moments 0 0 0 25 0 1 3 62
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 1 2 3 86
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 1 1 3 131
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 0 65 0 0 3 119
Composite quantile regression for the single-index model 0 0 0 149 1 1 4 456
Generalized single-index models: The EFM approach 0 0 0 67 0 1 3 222
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 2 4 5 72
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 0 0 92
Mean volatility regressions 0 0 0 30 0 0 0 114
Moment Conditions for Almost Stochastic Dominance 0 0 0 18 1 2 3 76
Two-moment decision model for location-scale family with background asset 0 0 0 34 0 0 1 102
Total Working Papers 0 0 1 609 9 19 41 2,010

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 3 3 6 381
A Necessary Test of Goodness of Fit for Sphericity 0 0 1 13 0 1 3 53
A Semi‐parametric Regression Model with Errors in Variables 0 0 0 31 1 1 1 92
A k-sample test with interval censored data 0 0 0 9 0 0 1 66
A note on almost stochastic dominance 0 0 0 32 1 1 5 214
A semiparametric model for truncated and censored data 0 0 0 6 0 0 1 24
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 23 1 1 2 66
An alternating determination–optimization approach for an additive multi-index model 0 0 0 12 1 2 3 56
Automatic variable selection for longitudinal generalized linear models 0 0 0 26 2 2 2 82
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 0 0 1 22 0 3 4 74
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 1 1 1 6 1 1 1 30
Component Selection in the Additive Regression Model 0 0 0 3 1 1 3 21
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 4 2 3 4 40
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 43 0 0 0 143
Covariance-enhanced discriminant analysis 0 0 0 4 1 1 1 29
Diagnostic checking for multivariate regression models 0 0 0 13 0 0 0 64
Dimension reduction and predictor selection in semiparametric models 0 0 1 17 0 0 1 55
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 1 63 1 1 4 142
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 0 0 1 36 0 0 5 152
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 0 0 94 0 1 3 226
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 0 83 0 1 2 315
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 10 0 0 0 62
Empirical likelihood for single-index models 0 0 0 25 1 3 6 90
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 0 40 0 1 3 139
Estimation for a marginal generalized single-index longitudinal model 0 0 0 12 1 2 3 52
Estimation in mixed effects model with errors in variables 0 0 0 18 2 3 3 54
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 1 1 2 55
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 0 0 0 30
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 0 1 12 0 1 3 134
Heteroscedasticity checks for single index models 0 0 0 6 0 1 1 61
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 1 1 3 45
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 23 0 0 2 108
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 19 2 3 4 91
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 36 1 2 2 134
Model checking for parametric regressions with response missing at random 0 0 0 4 1 1 2 51
Moment conditions for Almost Stochastic Dominance 0 0 0 6 0 1 3 54
Multi-index regression models with missing covariates at random 0 0 1 6 0 0 5 41
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 0 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 0 1 28 0 0 5 113
On Variance Components in Semiparametric Mixed Models for Longitudinal Data 0 0 0 9 0 0 1 34
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses 0 0 0 71 2 2 4 158
On an asymptotically more efficient estimation of the single-index model 0 0 0 61 1 1 5 165
On model-free conditional coordinate tests for regressions 0 0 0 9 2 2 2 36
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 0 3 1 1 1 38
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 0 0 3 93
Robust comparison of regression curves 0 0 0 4 3 4 5 44
Robust estimating equation-based sufficient dimension reduction 0 0 0 7 0 1 1 34
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 0 0 1 26 0 0 2 127
Sparse sufficient dimension reduction using optimal scoring 0 0 0 15 0 1 2 76
Sufficient dimension reduction through discretization-expectation estimation 0 0 0 28 0 0 2 109
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 5 2 2 3 43
Testing for positive expectation dependence 0 0 1 5 0 1 2 62
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 0 0 2 74
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 3 0 0 1 28
The Dual Central Subspaces in dimension reduction 0 0 0 2 1 1 1 37
Transformation-based estimation 0 1 1 9 1 3 5 39
Transformation-based model averaged tail area inference 0 0 0 1 0 0 0 18
Transformed sufficient dimension reduction 0 0 0 3 1 1 4 25
Ultrahigh dimensional time course feature selection 0 0 0 2 1 1 5 20
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors 0 0 0 7 0 0 2 33
Total Journal Articles 1 2 13 1,381 40 64 160 5,332

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Statistics updated 2025-11-08