Details about Wenyang Zhang

Access statistics for papers by Wenyang Zhang.

Last updated 2025-06-30. Update your information in the RePEc Author Service.

Short-id: pzh1197

Working Papers

2019

1. Nonparametric Homogeneity Pursuit in Functional-Coefficient Models
   Discussion Papers, Department of Economics, University of York
   See also Journal Article Nonparametric homogeneity pursuit in functional-coefficient models, Journal of Nonparametric Statistics, Taylor & Francis Journals (2021) View citations (1) (2021)

2003

2. Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (6)
   See also Journal Article Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction, Biometrics, The International Biometric Society (2003) View citations (6) (2003)

2001

3. Smoothing for discrete-valued time series
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
   See also Journal Article Smoothing for discrete‐valued time series, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2001) View citations (2) (2001)

Journal Articles

2025

1. Data‐driven estimation for multithreshold accelerated failure time model
   Scandinavian Journal of Statistics, 2025, 52, (1), 447-468

2024

2. A Multi-Kink quantile regression model with common structure for panel data analysis
   Journal of Econometrics, 2024, 239, (2)

2023

3. Multikink quantile regression for longitudinal data with application to progesterone data analysis
   Biometrics, 2023, 79, (2), 747-760

2022

4. A Synthetic Regression Model for Large Portfolio Allocation
   Journal of Business & Economic Statistics, 2022, 40, (4), 1665-1677 View citations (3)
5. Estimation and Inference for Multi-Kink Quantile Regression
   Journal of Business & Economic Statistics, 2022, 40, (3), 1123-1139 View citations (2)
6. Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data
   Journal of the American Statistical Association, 2022, 117, (538), 693-703 View citations (2)
7. High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure
   Journal of Business & Economic Statistics, 2022, 40, (1), 96-110

2021

8. Homogeneity Pursuit in Single Index Models based Panel Data Analysis
   Journal of Business & Economic Statistics, 2021, 39, (2), 386-401 View citations (3)
9. Nonparametric homogeneity pursuit in functional-coefficient models
   Journal of Nonparametric Statistics, 2021, 33, (3-4), 387-416 View citations (1)
   See also Working Paper Nonparametric Homogeneity Pursuit in Functional-Coefficient Models, Discussion Papers (2019) (2019)

2020

10. A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA
    Econometric Theory, 2020, 36, (4), 707-750 View citations (1)
11. Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
    Journal of Time Series Analysis, 2020, 41, (3), 367-386 View citations (1)

2018

12. Efficient estimation and computation for the generalised additive models with unknown link function
    Journal of Econometrics, 2018, 202, (2), 230-244
13. Factor models for asset returns based on transformed factors
    Journal of Econometrics, 2018, 207, (2), 432-448 View citations (2)

2017

14. A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation
    Journal of the American Statistical Association, 2017, 112, (517), 235-253 View citations (9)

2016

15. Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis
    Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2016, 22, (4), 547-569 View citations (2)

2015

16. Discussion
    International Statistical Review, 2015, 83, (1), 65-68
17. Estimation in generalised varying-coefficient models with unspecified link functions
    Journal of Econometrics, 2015, 187, (1), 238-255 View citations (3)

2013

18. The connection between cross-validation and Akaike information criterion in a semiparametric family
    Journal of Nonparametric Statistics, 2013, 25, (2), 475-485 View citations (1)

2012

19. Estimation and model selection in a class of semiparametric models for cluster data
    Annals of the Institute of Statistical Mathematics, 2012, 64, (4), 835-856 View citations (1)
20. Semiparametric likelihood estimation in survival models with informative censoring
    Journal of Multivariate Analysis, 2012, 106, (C), 187-211 View citations (2)

2011

21. A Semiparametric Threshold Model for Censored Longitudinal Data Analysis
    Journal of the American Statistical Association, 2011, 106, (494), 685-696 View citations (6)
22. Optimal zone for bandwidth selection in semiparametric models
    Journal of Nonparametric Statistics, 2011, 23, (3), 701-717 View citations (8)

2010

23. Comments on: Dynamic relations for sparsely sampled Gaussian processes
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, 19, (1), 37-42
24. Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
    Journal of Multivariate Analysis, 2010, 101, (7), 1656-1680 View citations (7)

2009

25. Nonlinear dynamical structural equation models
    Quantitative Finance, 2009, 9, (3), 305-314 View citations (2)
26. Statistical Estimation in Generalized Multiparameter Likelihood Models
    Journal of the American Statistical Association, 2009, 104, (487), 1179-1191 View citations (16)

2004

27. A semiparametric multilevel survival model
    Journal of the Royal Statistical Society Series C, 2004, 53, (2), 387-404 View citations (3)

2003

28. Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction
    Biometrics, 2003, 59, (4), 813-821 View citations (6)
    See also Working Paper Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction, LSE Research Online Documents on Economics (2003) View citations (6) (2003)

2002

29. Local Polynomial Fitting in Semivarying Coefficient Model
    Journal of Multivariate Analysis, 2002, 82, (1), 166-188 View citations (75)

2001

30. Smoothing for discrete‐valued time series
    Journal of the Royal Statistical Society Series B, 2001, 63, (2), 357-375 View citations (2)
    See also Working Paper Smoothing for discrete-valued time series, LSE Research Online Documents on Economics (2001) View citations (3) (2001)

2000

31. Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models
    Scandinavian Journal of Statistics, 2000, 27, (4), 715-731 View citations (75)
32. Variable Bandwidth Selection in Varying-Coefficient Models
    Journal of Multivariate Analysis, 2000, 74, (1), 116-134 View citations (20)