Hansheng Wang : Citation Profile


Are you Hansheng Wang?

Peking University
Peking University

10

H index

10

i10 index

580

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   8 years (2002 - 2010). See details.
   Cites by year: 72
   Journals where Hansheng Wang has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 3 (0.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa339
   Updated: 2021-11-28    RAS profile: 2010-08-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hansheng Wang.

Is cited by:

Wang, Weining (8)

Pötscher, Benedikt (7)

Härdle, Wolfgang (6)

Schneider, Ulrike (5)

Shin, Youngki (5)

Zhu, Lixing (5)

Caner, Mehmet (4)

Su, Liangjun (4)

Lechner, Michael (4)

Nesheim, Lars (4)

Lee, Ji Hyung (4)

Cites to:

Jiang, Guohua (2)

Campbell, John (2)

Fan, Jianqing (2)

Roll, Richard (1)

yang, yong (1)

Ang, Andrew (1)

Bekaert, Geert (1)

Lo, Andrew (1)

Bossaerts, Peter (1)

Main data


Where Hansheng Wang has published?


Journals with more than one article published# docs
Journal of the American Statistical Association4
Journal of the Royal Statistical Society Series B2
Computational Statistics & Data Analysis2

Recent works citing Hansheng Wang (2021 and 2020)


YearTitle of citing document
2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2021Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments. (2020). Wu, Yaqian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2006.14998.

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2021Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2021Exact Computation of Maximum Rank Correlation Estimator. (2020). Shin, Youngki ; Todorov, Zvezdomir. In: Papers. RePEc:arx:papers:2009.03844.

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2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2021Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388.

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2021Financial misreporting and peer firms operational efficiency. (2021). Yi, Sheng ; Lao, Brent. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:387-413.

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2020Exchange rate volatility and pass?through to inflation in South Africa. (2020). Miyajima, Ken. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:404-418.

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2021Combining primary cohort data with external aggregate information without assuming comparability. (2021). Qin, Jing ; Shen, YU ; Ning, Jing ; Chen, Ziqi. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:1024-1036.

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2021Cluster non?Gaussian functional data. (2021). Li, YI ; Lin, Huazhen ; Zhong, Qingzhi. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:852-865.

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2021Analysis of noisy survival data with graphical proportional hazards measurement error models. (2021). Yi, Grace Y ; Chen, Lipang. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:956-969.

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2021Outliers and misleading leverage effect in asymmetric GARCH-type models. (2021). Carnero, M. Angeles ; Angeles, Carnero M ; Ana, Perez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:19:n:2.

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2021Specification Lasso and an Application in Financial Markets. (2021). Dong, C ; Li, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2139.

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2020Safe feature screening rules for the regularized Huber regression. (2020). Pan, Shanshan ; Shang, Pan ; Kong, Lingchen ; Chen, Huangyue. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304586.

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2020Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response. (2020). Wang, Lei ; Zhang, Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302439.

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2020Dimensionality determination: A thresholding double ridge ratio approach. (2020). Zhu, Lixing ; Wang, Tao ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:146:y:2020:i:c:s0167947320300013.

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2020Model detection and estimation for varying coefficient panel data models with fixed effects. (2020). Li, Feng ; He, Wenqi ; Feng, Sanying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301456.

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2021Weighted rank estimation for nonparametric transformation models with nonignorable missing data. (2021). Yuan, Xiaohui ; Liu, Tianqing ; Sun, Jianguo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301523.

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2021MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection. (2021). Chen, Xin ; Wu, Runxiong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301808.

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2021Robust variable selection with exponential squared loss for the spatial autoregressive model. (2021). Lin, LU ; Zhu, Yanji ; Liang, Xijun ; Song, Yunquan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301857.

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2021High dimensional regression for regenerative time-series: An application to road traffic modeling. (2021). Portier, Franois ; Bouchouia, Mohammed. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000256.

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2021Promote sign consistency in the joint estimation of precision matrices. (2021). Ma, Shuangge ; Zhang, Qingzhao ; Huang, Yuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s016794732100044x.

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2021Composite quantile regression for ultra-high dimensional semiparametric model averaging. (2021). Wu, Jibo ; Lv, Jing ; Guo, Chaohui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000657.

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2021Robust MAVE through nonconvex penalized regression. (2021). Mays, D'Arcy ; Wang, Qin ; Zhang, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000815.

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2021An ensemble of inverse moment estimators for sufficient dimension reduction. (2021). Xue, Yuan ; Wang, Qin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s016794732100075x.

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2021Feature filter for estimating central mean subspace and its sparse solution. (2021). Kryscio, Richard ; Yuan, Qingcong ; Yin, Xiangrong ; Wang, Pei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:163:y:2021:i:c:s0167947321001195.

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2021Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates. (2021). Peng, Bin ; Han, Xiaoyi ; Zhu, Huanjun ; Yang, Yanrong. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521000963.

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2020On rank estimators in increasing dimensions. (2020). Zhou, Xiao-Hua ; Li, Wei ; Han, Fang ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:379-412.

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2021Using penalized likelihood to select parameters in a random coefficients multinomial logit model. (2021). Nesheim, Lars ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:44-55.

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2021Testing constancy in varying coefficient models. (2021). Arteaga-Molina, Luis A ; Delgado, Miguel A. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:625-644.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Schweikert, Karsten ; Behrendt, Simon. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172.

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2020Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49.

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2021Sparse regression with Multi-type Regularized Feature modeling. (2021). Verbelen, Roel ; Reynkens, Tom ; Antonio, Katrien ; Devriendt, Sander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:248-261.

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2020Test for conditional independence with application to conditional screening. (2020). Zhu, Liping ; Liu, Jingyuan ; Zhou, Yeqing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x19300168.

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2020Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions. (2020). Breheny, Patrick ; Zimmerman, Dale L ; Wang, Sheng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302207.

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2021Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace. (2021). Zhang, Hong-Fan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000312.

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2020Financial distress, internal control, and earnings management: Evidence from China. (2020). Li, Xiao ; Djajadikerta, Hadrian Geri ; Xiang, Erwei. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:3:s1815566920300242.

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2021State ownership and abnormal accruals in highly-valued firms: Evidence from China. (2021). Wang, Jenny Jing ; Monroe, Gary S ; Li, Leye. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:1:s1815566920300370.

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2021Aggregate expected investment growth and stock market returns. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:618-638.

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2021Endogenous treatment effect estimation using high-dimensional instruments and double selection. (2021). Fan, Qingliang (Michael) ; Zhou, Wei ; Gao, Yang ; Zhong, Wei. In: Statistics & Probability Letters. RePEc:eee:stapro:v:169:y:2021:i:c:s0167715220302704.

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2020Convex Optimization for Group Feature Selection in Networked Data. (2020). Chaovalitwongse, Wanpracha ; Manzour, Hasan. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:32:y:2020:i:1:p:182-198.

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2021Information Content of Aggregate Implied Volatility Spread. (2021). Li, Gang ; Han, Bing. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1249-1269.

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2020Hanehalk? Tüketim Harcamalar?n?n Mikroekonometrik Analizi: LAD-LASSO Yöntemi. (2020). Akay, Ebru Alayan ; Topal, Kadriye Hilal. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2020:i:33:p:13-31.

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2021Does media coverage help firms “lobby” for government subsidies? Evidence from China. (2021). Zhu, Ruichao ; Huang, Zeyue ; Luo, Jin-Hui. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:38:y:2021:i:1:d:10.1007_s10490-018-9600-1.

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2020Probabilistic frontier regression model for multinomial ordinal type output data. (2020). Badade, Meena ; Ramanathan, T V. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:3:d:10.1007_s11123-020-00581-x.

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2020Semiparametric mixtures of regressions with single-index for model based clustering. (2020). Yao, Weixin ; Xiang, Sijia . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:14:y:2020:i:2:d:10.1007_s11634-020-00392-w.

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2020Marginal quantile regression for varying coefficient models with longitudinal data. (2020). Lian, Heng ; Zhang, Weiping ; Zhao, Weihua. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-018-0684-7.

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2021Clustering of subsample means based on pairwise L1 regularized empirical likelihood. (2021). Ng, Chi Tim ; van Nong, Quynh. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:1:d:10.1007_s10463-019-00745-z.

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2021Model identification and selection for single-index varying-coefficient models. (2021). Zhang, Qingzhao ; Zhu, Tingyu ; Wang, Fangjian ; Lai, Peng. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:3:d:10.1007_s10463-020-00757-0.

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2021Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts. (2021). Ma, Wei ; Wang, Lei. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:3:d:10.1007_s10463-020-00761-4.

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2021Robust high-dimensional regression for data with anomalous responses. (2021). Zhang, Qingzhao ; Ren, Mingyang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00764-1.

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2021Regularized bridge-type estimation with multiple penalties. (2021). Iafrate, Francesco ; Gregorio, Alessandro. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:5:d:10.1007_s10463-020-00769-w.

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2020Penalized empirical likelihood for partially linear errors-in-variables models. (2020). Mao, Liyue ; Chen, Xia. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:4:d:10.1007_s10182-020-00365-6.

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2020Ultra-high dimensional variable screening via Gram–Schmidt orthogonalization. (2020). Wang, Huiwen ; Saporta, Gilbert ; Liu, Ruiping. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00963-7.

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2020Regression and subgroup detection for heterogeneous samples. (2020). Qiu, Yanping ; Tong, Xingwei ; Wu, Peng ; Liang, Baosheng. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00965-5.

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2021Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters. (2021). Lu, Xuewen ; Yang, Jing ; Afzal, Arfan Raheen. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01062-3.

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2021New efficient spline estimation for varying-coefficient models with two-step knot number selection. (2021). Dai, Jiajia ; Ma, Tiefeng ; Jin, Jun. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:5:d:10.1007_s00184-020-00798-8.

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2021Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach. (2021). Yang, Kai ; Wang, Dehui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:5:d:10.1007_s00184-020-00799-7.

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2021Using Penalized EM Algorithm to Infer Learning Trajectories in Latent Transition CDM. (2021). Wang, Chun. In: Psychometrika. RePEc:spr:psycho:v:86:y:2021:i:1:d:10.1007_s11336-020-09742-1.

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2020Modified LASSO estimators for time series regression models with dependent disturbances. (2020). Taniguchi, Masanobu ; Xue, Yujie. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:4:d:10.1007_s10260-020-00506-w.

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2021Penalised robust estimators for sparse and high-dimensional linear models. (2021). Gijbels, Irene ; de Feis, Italia ; Antoniadis, Anestis ; Amato, Umberto. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00511-z.

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2020Robust change point detection method via adaptive LAD-LASSO. (2020). Wang, Liming ; Li, Qiang. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0927-3.

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2020Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data. (2020). Wang, Kangning ; Sun, Xiaofei. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:3:d:10.1007_s00362-017-0970-0.

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2020Variable selection for spatial autoregressive models with a diverging number of parameters. (2020). Xie, Tianfa ; Du, Jiang ; Cao, Ruiyuan. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:3:d:10.1007_s00362-018-0984-2.

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2020Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood. (2020). Chu, YI ; Lin, LU. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-018-0993-1.

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2020Robust dimension reduction using sliced inverse median regression. (2020). Christou, Eliana. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1007-z.

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2020Structure identification for varying coefficient models with measurement errors based on kernel smoothing. (2020). Kang, Xiaoning ; Zhao, Peixin ; Wang, Mingqiu . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1009-x.

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2020A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates. (2020). Yang, Jing ; Li, Ning. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1013-1.

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2020Multiplicative regression models with distortion measurement errors. (2020). Cui, Xia ; Zhou, Yan ; Zhu, Junpeng ; Zhang, Jun ; Lu, Tao. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1020-2.

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2021Estimation and clustering for partially heterogeneous single index model. (2021). Liu, Lei ; Lin, LU ; Wang, Fangfang. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01203-2.

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2020Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Working Papers. RePEc:ucr:wpaper:202009.

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Works by Hansheng Wang:


YearTitleTypeCited
2007Unified LASSO Estimation by Least Squares Approximation In: Journal of the American Statistical Association.
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article76
2008Sliced Regression for Dimension Reduction In: Journal of the American Statistical Association.
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article26
2009Shrinkage Estimation of the Varying Coefficient Model In: Journal of the American Statistical Association.
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article74
2002Sample Correlation Coefficients Based on Survey Data Under Regression Imputation In: Journal of the American Statistical Association.
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article3
2007Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso In: Journal of Business & Economic Statistics.
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article60
2007Regression coefficient and autoregressive order shrinkage and selection via the lasso In: Journal of the Royal Statistical Society Series B.
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article58
2009Shrinkage tuning parameter selection with a diverging number of parameters In: Journal of the Royal Statistical Society Series B.
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article79
2008Estimating GARCH models: when to use what? In: Econometrics Journal.
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article11
2007A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation In: Computational Statistics & Data Analysis.
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article8
2008A note on adaptive group lasso In: Computational Statistics & Data Analysis.
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article40
2008Should earnings thresholds be used as delisting criteria in stock market? In: Journal of Accounting and Public Policy.
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article26
2010On sparse estimation for semiparametric linear transformation models In: Journal of Multivariate Analysis.
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article5
2008A composite logistic regression approach for ordinal panel data regression In: International Journal of Data Analysis Techniques and Strategies.
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article2
2007Tuning parameter selectors for the smoothly clipped absolute deviation method In: Biometrika.
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article112
2010Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions In: Annals of the Institute of Statistical Mathematics.
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article0

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