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Details about Lixing Zhu

Homepage:http://www.math.hkbu.edu.hk/people/lzhu.html

Access statistics for papers by Lixing Zhu.

Last updated 2016-06-10. Update your information in the RePEc Author Service.

Short-id: pzh465


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Working Papers

2016

  1. A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads

2013

  1. A Note on Almost Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)
    See also Journal Article in Economics Letters (2013)
  2. Almost Stochastic Dominance and Moments
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
  3. Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
    MPRA Paper, University Library of Munich, Germany Downloads
  4. An analysis of portfolio selection with multiplicative background risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Composite Quantile Regression for the Single-Index Model
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (5)
  7. Input Demand under Joint Energy and Output Prices Uncertainties
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Make Almost Stochastic Dominance really Almost
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Moment Conditions for Almost Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economics Letters (2014)
  10. Two-moment decision model for location-scale family with background asset
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2012

  1. A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
    MPRA Paper, University Library of Munich, Germany Downloads

2011

  1. Mean Volatility Regressions
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (34)

2009

  1. Generalized single-index models: The EFM approach
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads

Journal Articles

2016

  1. Inference for biased models: A quasi-instrumental variable approach
    Journal of Multivariate Analysis, 2016, 145, (C), 22-36 Downloads View citations (1)
  2. Principal minimax support vector machine for sufficient dimension reduction with contaminated data
    Computational Statistics & Data Analysis, 2016, 94, (C), 33-48 Downloads
  3. Testing for positive expectation dependence
    Annals of the Institute of Statistical Mathematics, 2016, 68, (1), 135-153 Downloads View citations (2)
  4. The Dual Central Subspaces in dimension reduction
    Journal of Multivariate Analysis, 2016, 145, (C), 178-189 Downloads View citations (1)

2015

  1. Covariance-enhanced discriminant analysis
    Biometrika, 2015, 102, (1), 33-45 Downloads View citations (3)
  2. Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system
    Annals of Operations Research, 2015, 228, (1), 135-149 Downloads View citations (31)
  3. Heteroscedasticity checks for single index models
    Journal of Multivariate Analysis, 2015, 136, (C), 41-55 Downloads View citations (1)
  4. Inference for mixed models of ANOVA type with high-dimensional data
    Journal of Multivariate Analysis, 2015, 133, (C), 382-401 Downloads
  5. Model checking for parametric regressions with response missing at random
    Annals of the Institute of Statistical Mathematics, 2015, 67, (2), 229-259 Downloads View citations (2)
  6. Nonparametric check for partial linear errors-in-covariables models with validation data
    Annals of the Institute of Statistical Mathematics, 2015, 67, (4), 793-815 Downloads View citations (2)
  7. Robust comparison of regression curves
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, 24, (1), 185-204 Downloads View citations (3)
  8. Robust estimating equation-based sufficient dimension reduction
    Journal of Multivariate Analysis, 2015, 134, (C), 99-118 Downloads View citations (1)
  9. Short-term natural gas demand prediction based on support vector regression with false neighbours filtered
    Energy, 2015, 80, (C), 428-436 Downloads View citations (15)

2014

  1. Dimension reduction with missing response at random
    Computational Statistics & Data Analysis, 2014, 69, (C), 228-242 Downloads View citations (2)
  2. Moment conditions for Almost Stochastic Dominance
    Economics Letters, 2014, 124, (2), 163-167 Downloads View citations (21)
    See also Working Paper (2013)
  3. Multi-index regression models with missing covariates at random
    Journal of Multivariate Analysis, 2014, 123, (C), 345-363 Downloads View citations (1)
  4. Testing equality of shape parameters in several inverse Gaussian populations
    Metrika: International Journal for Theoretical and Applied Statistics, 2014, 77, (6), 795-809 Downloads
  5. Transformation-based estimation
    Computational Statistics & Data Analysis, 2014, 78, (C), 186-205 Downloads View citations (5)
  6. Transformation-based model averaged tail area inference
    Computational Statistics, 2014, 29, (6), 1713-1726 Downloads
  7. Transformed sufficient dimension reduction
    Biometrika, 2014, 101, (4), 815-829 Downloads View citations (3)
  8. Ultrahigh dimensional time course feature selection
    Biometrics, 2014, 70, (2), 356-365 Downloads View citations (4)

2013

  1. A note on almost stochastic dominance
    Economics Letters, 2013, 121, (2), 252-256 Downloads View citations (27)
    See also Working Paper (2013)
  2. Automatic variable selection for longitudinal generalized linear models
    Computational Statistics & Data Analysis, 2013, 61, (C), 174-186 Downloads View citations (5)
  3. Component Selection in the Additive Regression Model
    Scandinavian Journal of Statistics, 2013, 40, (3), 491-510 Downloads View citations (1)
  4. Dimension reduction and predictor selection in semiparametric models
    Biometrika, 2013, 100, (3), 641-654 Downloads View citations (4)
  5. Nonparametric feature screening
    Computational Statistics & Data Analysis, 2013, 67, (C), 162-174 Downloads View citations (4)
  6. On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
    Journal of the American Statistical Association, 2013, 108, (501), 237-246 Downloads View citations (3)
  7. Sparse sufficient dimension reduction using optimal scoring
    Computational Statistics & Data Analysis, 2013, 57, (1), 223-232 Downloads View citations (1)
  8. Testing the adequacy of varying coefficient models with missing responses at random
    Metrika: International Journal for Theoretical and Applied Statistics, 2013, 76, (1), 53-69 Downloads View citations (2)

2012

  1. An alternating determination–optimization approach for an additive multi-index model
    Computational Statistics & Data Analysis, 2012, 56, (6), 1981-1993 Downloads View citations (4)
  2. Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
    Journal of Multivariate Analysis, 2012, 105, (1), 85-111 Downloads View citations (9)
  3. Estimation for a marginal generalized single-index longitudinal model
    Journal of Multivariate Analysis, 2012, 105, (1), 285-299 Downloads View citations (12)
  4. Estimation of and testing for random effects in dynamic panel data models
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, 21, (3), 477-497 Downloads View citations (1)
  5. On model-free conditional coordinate tests for regressions
    Journal of Multivariate Analysis, 2012, 109, (C), 61-72 Downloads View citations (4)

2011

  1. Consistent tuning parameter selection in high dimensional sparse linear regression
    Journal of Multivariate Analysis, 2011, 102, (7), 1141-1151 Downloads View citations (3)
  2. Inference on the primary parameter of interest with the aid of dimension reduction estimation
    Journal of the Royal Statistical Society Series B, 2011, 73, (1), 59-80 Downloads View citations (1)
  3. Testing for serial correlation and random effects in a two-way error component regression model
    Economic Modelling, 2011, 28, (6), 2377-2386 Downloads View citations (1)
  4. Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors
    Statistical Papers, 2011, 52, (2), 263-286 Downloads View citations (1)

2010

  1. Bias-corrected empirical likelihood in a multi-link semiparametric model
    Journal of Multivariate Analysis, 2010, 101, (4), 850-868 Downloads View citations (6)
  2. Bias-corrected smoothed score function for single-index models
    Metrika: International Journal for Theoretical and Applied Statistics, 2010, 71, (1), 45-58 Downloads View citations (2)
  3. Empirical likelihood inference in partially linear single-index models for longitudinal data
    Journal of Multivariate Analysis, 2010, 101, (3), 718-732 Downloads View citations (16)
  4. On Variance Components in Semiparametric Mixed Models for Longitudinal Data
    Scandinavian Journal of Statistics, 2010, 37, (3), 442-457 Downloads View citations (8)
  5. On an asymptotically more efficient estimation of the single-index model
    Journal of Multivariate Analysis, 2010, 101, (8), 1898-1901 Downloads View citations (7)
  6. Sufficient dimension reduction through discretization-expectation estimation
    Biometrika, 2010, 97, (2), 295-304 Downloads View citations (21)

2009

  1. An Adaptive Two‐stage Estimation Method for Additive Models
    Scandinavian Journal of Statistics, 2009, 36, (2), 248-269 Downloads View citations (1)
  2. Comprehensive energy and economic analyses on a zero energy house versus a conventional house
    Energy, 2009, 34, (9), 1043-1053 Downloads View citations (17)
  3. Influence diagnostics and outlier tests for varying coefficient mixed models
    Journal of Multivariate Analysis, 2009, 100, (9), 2002-2017 Downloads View citations (1)
  4. Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
    Scandinavian Journal of Statistics, 2009, 36, (2), 229-247 Downloads View citations (4)

2008

  1. Diagnostic checking for multivariate regression models
    Journal of Multivariate Analysis, 2008, 99, (9), 1841-1859 Downloads
  2. On a Projective Resampling Method for Dimension Reduction With Multivariate Responses
    Journal of the American Statistical Association, 2008, 103, (483), 1177-1186 Downloads View citations (13)

2007

  1. Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data
    Journal of the American Statistical Association, 2007, 102, 332-346 Downloads View citations (12)
  2. Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
    Biometrika, 2007, 94, (4), 921-937 Downloads View citations (19)
  3. Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
    Journal of the American Statistical Association, 2007, 102, 642-654 Downloads View citations (44)

2006

  1. A k-sample test with interval censored data
    Biometrika, 2006, 93, (2), 315-328 Downloads
  2. Empirical likelihood confidence regions in a partially linear single‐index model
    Journal of the Royal Statistical Society Series B, 2006, 68, (3), 549-570 Downloads View citations (68)
  3. Empirical likelihood for single-index models
    Journal of Multivariate Analysis, 2006, 97, (6), 1295-1312 Downloads View citations (31)
  4. On Sliced Inverse Regression With High-Dimensional Covariates
    Journal of the American Statistical Association, 2006, 101, 630-643 Downloads View citations (28)

2005

  1. Checking the adequacy of the multivariate semiparametric location shift model
    Journal of Multivariate Analysis, 2005, 93, (2), 238-256 Downloads View citations (5)
  2. Profile empirical likelihood for parametric and semiparametric models
    Annals of the Institute of Statistical Mathematics, 2005, 57, (3), 485-505 Downloads

2004

  1. Estimation in mixed effects model with errors in variables
    Journal of Multivariate Analysis, 2004, 91, (1), 53-73 Downloads View citations (6)

2003

  1. A Lack-of-Fit Test for Quantile Regression
    Journal of the American Statistical Association, 2003, 98, 1013-1022 Downloads View citations (12)
  2. A Semi‐parametric Regression Model with Errors in Variables
    Scandinavian Journal of Statistics, 2003, 30, (2), 429-442 Downloads View citations (6)

2000

  1. A semiparametric model for truncated and censored data
    Statistics & Probability Letters, 2000, 48, (3), 217-227 Downloads View citations (5)

1999

  1. Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems
    Environment and Planning A, 1999, 31, (8), 1337-1352 Downloads View citations (2)
    Also in Environment and Planning A, 1999, 31, (8), 1337-1352 (1999) Downloads View citations (2)

1993

  1. A Necessary Test of Goodness of Fit for Sphericity
    Journal of Multivariate Analysis, 1993, 45, (1), 34-55 Downloads View citations (7)
  2. Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II
    Journal of Multivariate Analysis, 1993, 47, (2), 250-268 Downloads View citations (1)
 
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