Details about Hansheng Wang

Access statistics for papers by Hansheng Wang.

Last updated 2010-08-01. Update your information in the RePEc Author Service.

Short-id: pwa339

Journal Articles

2010

1. Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
   Annals of the Institute of Statistical Mathematics, 2010, 62, (1), 109-116
2. On sparse estimation for semiparametric linear transformation models
   Journal of Multivariate Analysis, 2010, 101, (7), 1594-1606 View citations (5)

2009

3. Shrinkage Estimation of the Varying Coefficient Model
   Journal of the American Statistical Association, 2009, 104, (486), 747-757 View citations (89)
4. Shrinkage tuning parameter selection with a diverging number of parameters
   Journal of the Royal Statistical Society Series B, 2009, 71, (3), 671-683 View citations (112)

2008

5. A composite logistic regression approach for ordinal panel data regression
   International Journal of Data Analysis Techniques and Strategies, 2008, 1, (1), 29-43 View citations (2)
6. A note on adaptive group lasso
   Computational Statistics & Data Analysis, 2008, 52, (12), 5277-5286 View citations (60)
7. Estimating GARCH models: when to use what&quest
   Econometrics Journal, 2008, 11, (1), 27-38 View citations (11)
8. Should earnings thresholds be used as delisting criteria in stock market?
   Journal of Accounting and Public Policy, 2008, 27, (5), 409-419 View citations (43)
9. Sliced Regression for Dimension Reduction
   Journal of the American Statistical Association, 2008, 103, 811-821 View citations (38)

2007

10. A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
    Computational Statistics & Data Analysis, 2007, 51, (6), 2803-2812 View citations (9)
11. Regression coefficient and autoregressive order shrinkage and selection via the lasso
    Journal of the Royal Statistical Society Series B, 2007, 69, (1), 63-78 View citations (81)
12. Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso
    Journal of Business & Economic Statistics, 2007, 25, 347-355 View citations (89)
13. Tuning parameter selectors for the smoothly clipped absolute deviation method
    Biometrika, 2007, 94, (3), 553-568 View citations (146)
14. Unified LASSO Estimation by Least Squares Approximation
    Journal of the American Statistical Association, 2007, 102, 1039-1048 View citations (88)

2002

15. Sample Correlation Coefficients Based on Survey Data Under Regression Imputation
    Journal of the American Statistical Association, 2002, 97, 544-552 View citations (4)