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 1 1 1 34 1 4 16 136
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 1 6 22 89
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 1 23 0 4 12 120
A Note on Almost Stochastic Dominance 0 0 0 39 0 1 18 143
Almost Stochastic Dominance and Moments 0 0 0 25 0 2 5 66
Almost Stochastic Dominance and Moments 0 0 0 4 0 2 12 62
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 2 4 10 94
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 3 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 13 131
Composite quantile regression for the single-index model 0 0 0 149 1 4 11 466
Generalized single-index models: The EFM approach 0 0 0 67 0 2 7 228
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 6 16 84
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 3 16 108
Mean volatility regressions 0 0 0 30 0 1 7 121
Moment Conditions for Almost Stochastic Dominance 0 0 0 18 0 2 14 88
Two-moment decision model for location-scale family with background asset 0 0 0 34 0 1 15 117
Total Working Papers 1 1 3 612 6 47 199 2,188

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 0 160 0 1 13 390
A Necessary Test of Goodness of Fit for Sphericity 0 0 0 13 0 1 5 57
A Semi‐parametric Regression Model with Errors in Variables 0 0 0 31 0 5 12 103
A k-sample test with interval censored data 0 0 0 9 0 1 5 71
A note on almost stochastic dominance 0 0 0 32 0 3 15 227
A semiparametric model for truncated and censored data 0 0 0 6 0 3 8 31
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 23 0 3 5 70
An alternating determination–optimization approach for an additive multi-index model 0 0 0 12 0 1 4 58
Automatic variable selection for longitudinal generalized linear models 0 0 0 26 0 2 4 84
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 0 0 0 22 0 3 13 84
Bias-corrected empirical likelihood in a multi-link semiparametric model 0 0 0 17 0 2 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 1 8 37
Component Selection in the Additive Regression Model 0 0 0 3 0 0 5 24
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 4 0 2 10 47
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 43 0 1 7 150
Covariance-enhanced discriminant analysis 0 0 0 4 1 4 14 42
Diagnostic checking for multivariate regression models 0 0 0 13 0 0 4 68
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 2 15 66
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data 0 0 0 63 1 1 10 151
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 0 0 1 37 0 1 8 160
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 0 0 94 0 1 8 233
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 2 85 1 2 11 325
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 10 0 3 7 69
Empirical likelihood for single-index models 0 0 0 25 0 2 12 99
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 0 40 0 3 6 143
Estimation for a marginal generalized single-index longitudinal model 0 0 0 12 0 4 11 61
Estimation in mixed effects model with errors in variables 0 0 0 18 0 1 7 58
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 0 2 6 60
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 0 3 11 41
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 0 0 12 0 1 7 140
Heteroscedasticity checks for single index models 0 0 0 6 1 3 7 67
Inference for biased models: A quasi-instrumental variable approach 0 0 0 3 0 0 1 28
Inference for mixed models of ANOVA type with high-dimensional data 0 0 0 8 0 3 9 52
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 23 0 3 11 119
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 19 0 4 10 98
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 36 0 1 10 142
Model checking for parametric regressions with response missing at random 0 0 0 4 0 3 7 56
Moment conditions for Almost Stochastic Dominance 0 0 0 6 0 4 13 66
Multi-index regression models with missing covariates at random 0 0 0 6 1 4 12 53
Nonparametric check for partial linear errors-in-covariables models with validation data 0 0 0 2 1 4 7 49
Nonparametric feature screening 0 0 0 21 0 1 8 100
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models 0 0 0 12 0 3 10 45
On Sliced Inverse Regression With High-Dimensional Covariates 0 0 0 28 0 1 8 120
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 0 1 8 164
On an asymptotically more efficient estimation of the single-index model 0 0 0 61 0 1 6 169
On model-free conditional coordinate tests for regressions 0 0 0 9 0 1 14 48
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 0 3 0 2 7 44
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 0 1 5 97
Robust comparison of regression curves 0 0 0 4 0 2 7 47
Robust estimating equation-based sufficient dimension reduction 0 0 0 7 0 1 4 37
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 0 0 0 26 0 1 11 138
Sparse sufficient dimension reduction using optimal scoring 0 0 0 15 0 2 8 83
Sufficient dimension reduction through discretization-expectation estimation 0 0 2 30 0 1 5 114
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 5 0 1 7 48
Testing for positive expectation dependence 0 0 0 5 0 2 12 73
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 0 2 6 79
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 3 0 1 4 32
The Dual Central Subspaces in dimension reduction 0 0 0 2 0 4 8 44
Transformation-based estimation 0 0 1 9 0 0 6 42
Transformation-based model averaged tail area inference 0 0 0 1 2 3 5 23
Transformed sufficient dimension reduction 0 0 0 3 0 2 8 32
Ultrahigh dimensional time course feature selection 0 0 0 2 0 1 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 0 0 7 1,386 8 122 527 5,784

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