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 32 0 0 13 97
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 1 10 0 0 9 47
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 1 18 0 0 3 79
A Note on Almost Stochastic Dominance 0 0 3 37 0 1 6 98
Almost Stochastic Dominance and Moments 0 0 2 25 0 0 3 46
Almost Stochastic Dominance and Moments 0 0 0 3 0 1 3 34
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 1 38 0 0 6 66
An analysis of portfolio selection with multiplicative background risk 0 1 2 38 0 3 6 70
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 4 11 62 1 7 21 88
Composite Quantile Regression for the Single-Index Model 1 5 8 136 4 8 26 412
Generalized single-index models: The EFM approach 0 0 2 64 0 1 7 205
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 1 6 50
Make Almost Stochastic Dominance really Almost 0 0 2 18 0 0 6 60
Mean Volatility Regressions 0 0 0 30 1 2 6 96
Moment Conditions for Almost Stochastic Dominance 0 0 0 16 0 0 1 50
Two-moment decision model for location-scale family with background asset 0 0 1 32 0 1 3 79
Total Working Papers 1 10 35 569 6 25 125 1,577


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 1 2 4 143 2 3 9 332
A Necessary Test of Goodness of Fit for Sphericity 0 0 0 11 0 0 0 38
A Semi‐parametric Regression Model with Errors in Variables 0 0 1 31 0 0 1 83
A k-sample test with interval censored data 0 0 0 9 0 0 3 57
A note on almost stochastic dominance 0 0 3 29 0 0 49 178
A semiparametric model for truncated and censored data 0 0 0 5 0 0 0 20
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 22 0 0 0 62
An alternating determination–optimization approach for an additive multi-index model 0 0 0 9 1 1 1 39
Automatic variable selection for longitudinal generalized linear models 0 0 0 16 0 0 0 48
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 0 0 0 0 0 1 1 7
Bayesian areal interpolation, estimation, and smoothing: an inferential approach for geographic information systems 0 0 1 19 0 1 2 51
Bias-corrected empirical likelihood in a multi-link semiparametric model 0 0 0 17 0 0 0 73
Bias-corrected smoothed score function for single-index models 0 0 0 17 0 1 3 59
Checking the adequacy of the multivariate semiparametric location shift model 0 0 0 2 0 0 1 20
Component Selection in the Additive Regression Model 0 0 0 1 0 0 0 13
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 2 0 1 4 21
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 41 0 1 1 129
Covariance-enhanced discriminant analysis 0 0 0 1 0 0 2 17
Diagnostic checking for multivariate regression models 0 0 0 12 0 0 0 58
Dimension reduction and predictor selection in semiparametric models 0 0 1 9 0 0 1 33
Dimension reduction with missing response at random 0 0 2 13 0 0 2 39
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data 0 0 0 62 0 0 1 136
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 0 0 0 30 0 1 4 134
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 1 1 89 0 1 6 203
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 0 81 0 0 0 301
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 9 0 0 1 55
Empirical likelihood for single-index models 0 0 0 23 0 0 1 69
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 0 36 0 0 0 123
Estimation for a marginal generalized single-index longitudinal model 0 0 0 9 0 0 1 36
Estimation in mixed effects model with errors in variables 0 0 0 17 0 0 1 41
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 0 1 1 47
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 0 0 0 25
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 0 0 5 1 2 5 87
Heteroscedasticity checks for single index models 0 0 0 5 0 1 4 46
Inference for biased models: A quasi-instrumental variable approach 0 0 0 3 0 0 0 17
Inference for mixed models of ANOVA type with high-dimensional data 0 0 1 7 0 0 4 34
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 22 0 0 2 95
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 17 0 0 1 80
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 35 0 0 0 123
Model checking for parametric regressions with response missing at random 0 0 1 3 1 1 2 41
Moment conditions for Almost Stochastic Dominance 0 0 0 5 0 0 2 38
Multi-index regression models with missing covariates at random 0 0 0 5 0 1 1 33
Nonparametric check for partial linear errors-in-covariables models with validation data 0 0 0 2 0 0 0 35
Nonparametric feature screening 0 0 2 17 0 0 5 76
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models 0 0 0 9 0 1 1 21
On Sliced Inverse Regression With High-Dimensional Covariates 0 0 0 25 0 0 2 93
On Variance Components in Semiparametric Mixed Models for Longitudinal Data 0 0 0 9 0 0 0 30
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses 0 0 2 62 0 0 4 123
On an asymptotically more efficient estimation of the single-index model 0 0 1 57 0 0 2 150
On model-free conditional coordinate tests for regressions 0 0 0 9 0 1 1 33
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 1 2 0 1 4 28
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 1 1 2 87
Robust comparison of regression curves 0 0 0 1 0 1 2 28
Robust estimating equation-based sufficient dimension reduction 0 0 0 6 0 0 3 27
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 0 0 2 13 0 3 15 84
Sparse sufficient dimension reduction using optimal scoring 0 0 0 14 0 0 0 56
Sufficient dimension reduction through discretization-expectation estimation 0 0 0 19 2 3 3 80
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 3 0 0 4 34
Testing for positive expectation dependence 0 0 0 4 2 2 5 43
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 0 0 0 60
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 2 0 0 0 19
The Dual Central Subspaces in dimension reduction 0 0 0 2 1 2 3 25
Transformation-based estimation 0 0 1 3 0 0 1 19
Transformation-based model averaged tail area inference 0 0 0 1 0 0 0 16
Transformed sufficient dimension reduction 0 0 0 1 0 0 2 14
Ultrahigh dimensional time course feature selection 0 0 0 2 0 0 0 9
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors 0 0 0 6 0 0 0 27
Total Journal Articles 1 3 24 1,211 11 32 176 4,358


Statistics updated 2019-10-05