Items where authors include "Zhang, Wenyang"

Article

Sun, Yan, Wan, Chuang, Zhang, Wenyang orcid.org/0000-0001-8391-1122 et al. (1 more author) (2024) A Multi-Kink Quantile Regression Model with Common Structure for Panel Data Analysis. Journal of Econometrics. 105304. ISSN 0304-4076

Yang, Jin, Lian, Heng and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2023) A Class of Structured High Dimensional Dynamic Covariance Matrices. Communications in Mathematics and Statistics. ISSN 2194-671X

Lin, Huazhen, Zhao, Shuangxue, Liu, Li et al. (1 more author) (2021) Structured Ultrahigh Dimensional Multiple-Index Models With Efficient Estimation in Computation and Theory. Statistica Sinica. ISSN 1017-0405 (In Press)

Li, Gaorong, Huang, Lei, Yang, Jin et al. (1 more author) (2021) A Synthetic Regression Model for Large Portfolio Allocation. Journal of Business and Economic Statistics. pp. 1665-1677. ISSN 0735-0015

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Wei, Lingling et al. (1 more author) (2021) Nonparametric Homogeneity Pursuit in Functional-Coefficient Models. Journal of Nonparametric Statistics. pp. 387-416. ISSN 1048-5252

Zhong, Wei, Wan, Chuang and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2021) Estimation and Inference for Multi-Kink Quantile Regression. Journal of Business and Economic Statistics. ISSN 0735-0015

Zou, Changliang, Ke, Yuan and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2020) Estimation of Low Rank High Dimensional Multivariate Linear Models for Multi-response Data. Journal of the American Statistical Association. ISSN 0162-1459

Ke, Yuan, Lian, Heng and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2020) High Dimensional Dynamic Covariance Matrices with Homogeneous Structure. Journal of Business and Economic Statistics. pp. 1-16. ISSN 0735-0015

Li, Degui orcid.org/0000-0001-6802-308X, Tosasukul, Jiraroj and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2020) Nonlinear Factor-Augmented Predictive Regression Models with Functional Coefficients. Journal of Time Series Analysis. pp. 367-386. ISSN 1467-9892

Xu, Jinfeng, Yue, Mu and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2020) A New Multilevel Modelling Approach for Clustered Survival Data. Econometric Theory. pp. 1-44. ISSN 0266-4666

Lian, Heng, Qiao, Xinghao and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2019) Homogeneity Pursuit in Single Index Models based Panel Data Analysis. Journal of Business and Economic Statistics. ISSN 0735-0015

Li, Jialiang, Yue, Mu and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2019) Subgroup Identification via Homogeneity Pursuit for Dense Longitudinal/Spatial Data. Statistics in Medicine. pp. 1-16. ISSN 0277-6715

Li, Jialiang, Zhang, Wenyang orcid.org/0000-0001-8391-1122 and Kong, Efang (2018) Factor Models for Asset Returns Based on Transformed Factors. Journal of Econometrics. pp. 432-448. ISSN 0304-4076

Lin, Huazhen, Pan, Lixian, Lv, Shaogao et al. (1 more author) (2018) Efficient Estimation and Computation for the Generalized Additive Models with Unknown Link Function. Journal of Econometrics. 230–244. ISSN 0304-4076

Ke, Yuan, Fu, Bo and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2016) Semi-varying coefficient multinomial logistic regression for disease progression risk prediction. Statistics in Medicine. pp. 4764-4778. ISSN 0277-6715

Ke, Yuan, Li, Jialiang and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2016) Structure Identification in Panel Data Analysis. Annals of Statistics. pp. 1193-1233. ISSN 0090-5364

Li, Degui orcid.org/0000-0001-6802-308X, Ke, Yuan and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2015) Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models. Annals of Statistics. pp. 2676-2705. ISSN 0090-5364

Sun, Yan, Yan, Hongjia, Zhang, Wenyang orcid.org/0000-0001-8391-1122 et al. (1 more author) (2014) A semiparametric spatial dynamic model. Annals of Statistics. pp. 700-727. ISSN 0090-5364