Details about Lixing Zhu

Access statistics for papers by Lixing Zhu.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pzh465

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
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)

2013

2. A Note on Almost Stochastic Dominance
   MPRA Paper, University Library of Munich, Germany View citations (28)
   See also Journal Article A note on almost stochastic dominance, Economics Letters, Elsevier (2013) View citations (39) (2013)
3. Almost Stochastic Dominance and Moments
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (1)
4. Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors
   MPRA Paper, University Library of Munich, Germany
5. An analysis of portfolio selection with multiplicative background risk
   MPRA Paper, University Library of Munich, Germany View citations (1)
6. 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
7. Composite quantile regression for the single-index model
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
8. Input Demand under Joint Energy and Output Prices Uncertainties
   MPRA Paper, University Library of Munich, Germany
9. Make Almost Stochastic Dominance really Almost
   MPRA Paper, University Library of Munich, Germany
10. Moment Conditions for Almost Stochastic Dominance
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Moment conditions for Almost Stochastic Dominance, Economics Letters, Elsevier (2014) View citations (30) (2014)
11. Two-moment decision model for location-scale family with background asset
    MPRA Paper, University Library of Munich, Germany View citations (1)

2012

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

2010

13. Mean volatility regressions
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2009

14. Generalized single-index models: The EFM approach
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

Journal Articles

2016

1. Inference for biased models: A quasi-instrumental variable approach
   Journal of Multivariate Analysis, 2016, 145, (C), 22-36 View citations (2)
2. Principal minimax support vector machine for sufficient dimension reduction with contaminated data
   Computational Statistics & Data Analysis, 2016, 94, (C), 33-48 View citations (2)
3. Testing for positive expectation dependence
   Annals of the Institute of Statistical Mathematics, 2016, 68, (1), 135-153 View citations (5)
4. The Dual Central Subspaces in dimension reduction
   Journal of Multivariate Analysis, 2016, 145, (C), 178-189 View citations (1)

2015

5. Covariance-enhanced discriminant analysis
   Biometrika, 2015, 102, (1), 33-45 View citations (6)
6. Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system
   Annals of Operations Research, 2015, 228, (1), 135-149 View citations (65)
7. Heteroscedasticity checks for single index models
   Journal of Multivariate Analysis, 2015, 136, (C), 41-55 View citations (1)
8. Inference for mixed models of ANOVA type with high-dimensional data
   Journal of Multivariate Analysis, 2015, 133, (C), 382-401 View citations (1)
9. Model checking for parametric regressions with response missing at random
   Annals of the Institute of Statistical Mathematics, 2015, 67, (2), 229-259 View citations (3)
10. Nonparametric check for partial linear errors-in-covariables models with validation data
    Annals of the Institute of Statistical Mathematics, 2015, 67, (4), 793-815 View citations (4)
11. Robust comparison of regression curves
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, 24, (1), 185-204 View citations (4)
12. Robust estimating equation-based sufficient dimension reduction
    Journal of Multivariate Analysis, 2015, 134, (C), 99-118 View citations (1)
13. Short-term natural gas demand prediction based on support vector regression with false neighbours filtered
    Energy, 2015, 80, (C), 428-436 View citations (41)

2014

14. Dimension reduction with missing response at random
    Computational Statistics & Data Analysis, 2014, 69, (C), 228-242 View citations (6)
15. Moment conditions for Almost Stochastic Dominance
    Economics Letters, 2014, 124, (2), 163-167 View citations (30)
    See also Working Paper Moment Conditions for Almost Stochastic Dominance, MPRA Paper (2013) View citations (1) (2013)
16. Multi-index regression models with missing covariates at random
    Journal of Multivariate Analysis, 2014, 123, (C), 345-363 View citations (3)
17. Testing equality of shape parameters in several inverse Gaussian populations
    Metrika: International Journal for Theoretical and Applied Statistics, 2014, 77, (6), 795-809 View citations (3)
18. Transformation-based estimation
    Computational Statistics & Data Analysis, 2014, 78, (C), 186-205 View citations (7)
19. Transformation-based model averaged tail area inference
    Computational Statistics, 2014, 29, (6), 1713-1726
20. Transformed sufficient dimension reduction
    Biometrika, 2014, 101, (4), 815-829 View citations (3)
21. Ultrahigh dimensional time course feature selection
    Biometrics, 2014, 70, (2), 356-365 View citations (4)

2013

22. A note on almost stochastic dominance
    Economics Letters, 2013, 121, (2), 252-256 View citations (39)
    See also Working Paper A Note on Almost Stochastic Dominance, MPRA Paper (2013) View citations (28) (2013)
23. Automatic variable selection for longitudinal generalized linear models
    Computational Statistics & Data Analysis, 2013, 61, (C), 174-186 View citations (8)
24. Component Selection in the Additive Regression Model
    Scandinavian Journal of Statistics, 2013, 40, (3), 491-510 View citations (4)
25. Dimension reduction and predictor selection in semiparametric models
    Biometrika, 2013, 100, (3), 641-654 View citations (7)
26. Nonparametric feature screening
    Computational Statistics & Data Analysis, 2013, 67, (C), 162-174 View citations (12)
27. On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
    Journal of the American Statistical Association, 2013, 108, (501), 237-246 View citations (9)
28. Sparse sufficient dimension reduction using optimal scoring
    Computational Statistics & Data Analysis, 2013, 57, (1), 223-232 View citations (1)
29. 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 View citations (3)

2012

30. An alternating determination–optimization approach for an additive multi-index model
    Computational Statistics & Data Analysis, 2012, 56, (6), 1981-1993 View citations (4)
31. Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
    Journal of Multivariate Analysis, 2012, 105, (1), 85-111 View citations (13)
32. Estimation for a marginal generalized single-index longitudinal model
    Journal of Multivariate Analysis, 2012, 105, (1), 285-299 View citations (11)
33. 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 View citations (3)
34. On model-free conditional coordinate tests for regressions
    Journal of Multivariate Analysis, 2012, 109, (C), 61-72 View citations (4)

2011

35. Consistent tuning parameter selection in high dimensional sparse linear regression
    Journal of Multivariate Analysis, 2011, 102, (7), 1141-1151 View citations (10)
36. 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 View citations (3)
37. Testing for serial correlation and random effects in a two-way error component regression model
    Economic Modelling, 2011, 28, (6), 2377-2386 View citations (2)
38. Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors
    Statistical Papers, 2011, 52, (2), 263-286 View citations (1)

2010

39. Bias-corrected empirical likelihood in a multi-link semiparametric model
    Journal of Multivariate Analysis, 2010, 101, (4), 850-868 View citations (8)
40. Bias-corrected smoothed score function for single-index models
    Metrika: International Journal for Theoretical and Applied Statistics, 2010, 71, (1), 45-58 View citations (2)
41. Empirical likelihood inference in partially linear single-index models for longitudinal data
    Journal of Multivariate Analysis, 2010, 101, (3), 718-732 View citations (19)
42. On Variance Components in Semiparametric Mixed Models for Longitudinal Data
    Scandinavian Journal of Statistics, 2010, 37, (3), 442-457 View citations (10)
43. On an asymptotically more efficient estimation of the single-index model
    Journal of Multivariate Analysis, 2010, 101, (8), 1898-1901 View citations (9)
44. Sufficient dimension reduction through discretization-expectation estimation
    Biometrika, 2010, 97, (2), 295-304 View citations (37)

2009

45. An Adaptive Two‐stage Estimation Method for Additive Models
    Scandinavian Journal of Statistics, 2009, 36, (2), 248-269 View citations (3)
46. Comprehensive energy and economic analyses on a zero energy house versus a conventional house
    Energy, 2009, 34, (9), 1043-1053 View citations (21)
47. Influence diagnostics and outlier tests for varying coefficient mixed models
    Journal of Multivariate Analysis, 2009, 100, (9), 2002-2017 View citations (1)
48. Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
    Scandinavian Journal of Statistics, 2009, 36, (2), 229-247 View citations (4)

2008

49. Diagnostic checking for multivariate regression models
    Journal of Multivariate Analysis, 2008, 99, (9), 1841-1859
50. On a Projective Resampling Method for Dimension Reduction With Multivariate Responses
    Journal of the American Statistical Association, 2008, 103, (483), 1177-1186 View citations (18)

2007

51. Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data
    Journal of the American Statistical Association, 2007, 102, 332-346 View citations (14)
52. Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
    Biometrika, 2007, 94, (4), 921-937 View citations (26)
53. Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
    Journal of the American Statistical Association, 2007, 102, 642-654 View citations (54)

2006

54. A k-sample test with interval censored data
    Biometrika, 2006, 93, (2), 315-328
55. Empirical likelihood confidence regions in a partially linear single‐index model
    Journal of the Royal Statistical Society Series B, 2006, 68, (3), 549-570 View citations (89)
56. Empirical likelihood for single-index models
    Journal of Multivariate Analysis, 2006, 97, (6), 1295-1312 View citations (37)
57. On Sliced Inverse Regression With High-Dimensional Covariates
    Journal of the American Statistical Association, 2006, 101, 630-643 View citations (52)

2005

58. Checking the adequacy of the multivariate semiparametric location shift model
    Journal of Multivariate Analysis, 2005, 93, (2), 238-256 View citations (7)
59. Profile empirical likelihood for parametric and semiparametric models
    Annals of the Institute of Statistical Mathematics, 2005, 57, (3), 485-505 View citations (1)

2004

60. Estimation in mixed effects model with errors in variables
    Journal of Multivariate Analysis, 2004, 91, (1), 53-73 View citations (8)

2003

61. A Lack-of-Fit Test for Quantile Regression
    Journal of the American Statistical Association, 2003, 98, 1013-1022 View citations (37)
62. A Semi‐parametric Regression Model with Errors in Variables
    Scandinavian Journal of Statistics, 2003, 30, (2), 429-442 View citations (10)

2000

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

1999

64. Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems
    Environment and Planning A, 1999, 31, (8), 1337-1352 View citations (5)

1993

65. A Necessary Test of Goodness of Fit for Sphericity
    Journal of Multivariate Analysis, 1993, 45, (1), 34-55 View citations (8)
66. Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II
    Journal of Multivariate Analysis, 1993, 47, (2), 250-268 View citations (1)