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 8 12 131
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 4 10 15 82
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 1 23 0 3 7 115
A Note on Almost Stochastic Dominance 0 0 0 39 1 10 18 142
Almost Stochastic Dominance and Moments 0 0 0 25 1 2 4 64
Almost Stochastic Dominance and Moments 0 0 0 4 0 7 10 60
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 2 7 90
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 1 4 132
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 1 1 66 0 10 12 129
Composite quantile regression for the single-index model 0 0 0 149 0 5 9 462
Generalized single-index models: The EFM approach 0 0 0 67 0 3 6 226
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 2 4 11 78
Make Almost Stochastic Dominance really Almost 0 0 0 21 6 11 12 104
Mean volatility regressions 0 0 0 30 2 4 5 119
Moment Conditions for Almost Stochastic Dominance 0 0 0 18 0 8 11 85
Two-moment decision model for location-scale family with background asset 0 0 0 34 2 12 15 116
Total Working Papers 0 1 3 611 18 100 158 2,135

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 6 13 389
A Necessary Test of Goodness of Fit for Sphericity 0 0 0 13 1 3 4 56
A Semi‐parametric Regression Model with Errors in Variables 0 0 0 31 0 4 7 98
A k-sample test with interval censored data 0 0 0 9 1 4 5 70
A note on almost stochastic dominance 0 0 0 32 2 10 12 224
A semiparametric model for truncated and censored data 0 0 0 6 1 2 5 28
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 23 0 1 2 67
An alternating determination–optimization approach for an additive multi-index model 0 0 0 12 0 1 3 57
Automatic variable selection for longitudinal generalized linear models 0 0 0 26 0 0 2 82
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 0 0 1 22 0 6 10 80
Bias-corrected empirical likelihood in a multi-link semiparametric model 0 0 0 17 0 2 4 84
Bias-corrected smoothed score function for single-index models 0 0 0 18 1 6 6 79
Checking the adequacy of the multivariate semiparametric location shift model 0 0 1 6 0 4 6 35
Component Selection in the Additive Regression Model 0 0 0 3 1 3 5 24
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 4 0 3 6 43
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 43 1 4 5 148
Covariance-enhanced discriminant analysis 0 0 0 4 2 7 9 37
Diagnostic checking for multivariate regression models 0 0 0 13 0 4 4 68
Dimension reduction and predictor selection in semiparametric models 0 0 1 17 0 6 7 61
Dimension reduction with missing response at random 0 0 0 15 3 13 14 64
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data 0 0 0 63 0 5 8 148
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 0 1 2 37 1 4 7 158
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 0 0 94 0 4 7 231
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 0 83 1 4 7 321
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 10 0 2 2 64
Empirical likelihood for single-index models 0 0 0 25 1 5 8 95
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 0 40 0 0 2 139
Estimation for a marginal generalized single-index longitudinal model 0 0 0 12 1 5 7 57
Estimation in mixed effects model with errors in variables 0 0 0 18 0 3 6 57
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 0 2 4 58
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 3 6 7 37
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 0 0 12 0 2 4 137
Heteroscedasticity checks for single index models 0 0 0 6 0 2 4 64
Inference for biased models: A quasi-instrumental variable approach 0 0 0 3 0 1 1 28
Inference for mixed models of ANOVA type with high-dimensional data 0 0 0 8 1 4 6 49
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 23 1 6 9 115
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 19 0 2 6 94
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 36 1 7 9 141
Model checking for parametric regressions with response missing at random 0 0 0 4 0 2 4 53
Moment conditions for Almost Stochastic Dominance 0 0 0 6 2 7 9 62
Multi-index regression models with missing covariates at random 0 0 0 6 3 8 10 49
Nonparametric check for partial linear errors-in-covariables models with validation data 0 0 0 2 0 3 3 45
Nonparametric feature screening 0 0 0 21 0 6 7 99
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models 0 0 0 12 1 6 6 41
On Sliced Inverse Regression With High-Dimensional Covariates 0 0 0 28 0 5 9 119
On Variance Components in Semiparametric Mixed Models for Longitudinal Data 0 0 0 9 0 1 1 35
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses 0 0 0 71 2 4 7 162
On an asymptotically more efficient estimation of the single-index model 0 0 0 61 0 0 4 167
On model-free conditional coordinate tests for regressions 0 0 0 9 0 10 12 46
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 0 3 0 2 5 42
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 0 2 3 95
Robust comparison of regression curves 0 0 0 4 0 1 5 45
Robust estimating equation-based sufficient dimension reduction 0 0 0 7 0 1 3 36
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 0 0 0 26 0 9 10 136
Sparse sufficient dimension reduction using optimal scoring 0 0 0 15 0 4 6 80
Sufficient dimension reduction through discretization-expectation estimation 0 2 2 30 0 4 6 113
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 5 1 3 6 47
Testing for positive expectation dependence 0 0 1 5 0 6 9 69
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 1 2 3 76
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 3 0 2 3 31
The Dual Central Subspaces in dimension reduction 0 0 0 2 1 3 4 40
Transformation-based estimation 0 0 1 9 0 2 6 42
Transformation-based model averaged tail area inference 0 0 0 1 0 0 2 20
Transformed sufficient dimension reduction 0 0 0 3 1 3 8 30
Ultrahigh dimensional time course feature selection 0 0 0 2 0 5 8 26
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors 0 0 0 7 1 4 4 37
Total Journal Articles 0 3 10 1,384 36 258 396 5,630

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