Hansheng Wang : Citation Profile


Are you Hansheng Wang?

Peking University
Peking University

9

H index

9

i10 index

465

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   8 years (2002 - 2010). See details.
   Cites by year: 58
   Journals where Hansheng Wang has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 3 (0.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa339
   Updated: 2019-10-21    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:

Härdle, Wolfgang (8)

Pötscher, Benedikt (7)

Zhu, Lixing (5)

Lee, Lung-Fei (4)

Su, Liangjun (4)

Lechner, Michael (4)

Medeiros, Marcelo (4)

Strittmatter, Anthony (4)

Knaus, Michael (4)

Caner, Mehmet (4)

Kock, Anders (4)

Cites to:

Fan, Jianqing (2)

Jiang, Guohua (2)

Campbell, John (2)

Lo, Andrew (1)

Ang, Andrew (1)

Roll, Richard (1)

Bossaerts, Peter (1)

yang, yong (1)

Bekaert, Geert (1)

Main data


Where Hansheng Wang has published?


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

Recent works citing Hansheng Wang (2018 and 2017)


YearTitle of citing document
2018Heterogeneous Employment Effects of Job Search Programmes: A Machine Learning Approach. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Papers. RePEc:arx:papers:1709.10279.

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2019Analyzing order flows in limit order books with ratios of Cox-type intensities. (2018). Toke, Ioane Muni ; Yoshida, Nakahiro. In: Papers. RePEc:arx:papers:1805.06682.

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

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2019On rank estimators in increasing dimensions. (2019). Zhou, Xiao-Hua ; Li, Wei ; Han, Fang ; Fan, Yanqin. In: Papers. RePEc:arx:papers:1908.05255.

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

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2017Assessing quantile prediction with censored quantile regression models. (2017). Li, Ruosha ; Peng, Limin. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:517-528.

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2018Subtype classification and heterogeneous prognosis model construction in precision medicine. (2018). You, Na ; Zhang, Heping ; Zhu, Junxian ; Wang, Xueqin ; He, Shun. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:814-822.

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2018Statistical inference in a growth curve quantile regression model for longitudinal data. (2018). Cho, Hyunkeun Ryan. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:855-862.

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2017Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures. (2017). Tutz, Gerhard ; Oelker, Margret-Ruth. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:204-227.

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2017Additive model building for spatial regression. (2017). Nandy, Siddhartha ; Maiti, Tapabrata ; Lim, Chae Young . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:3:p:779-800.

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2017Factor Modelling for High-Dimensional Time Series: Inference and Model Selection. (2017). Rao, Tata Subba ; Yau, Chun Yip ; Lu, YE ; Chan, Ngai Hang ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:285-307.

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2017Oracle M-Estimation for Time Series Models. (2017). Giurcanu, Mihai C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:479-504.

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2017A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors. (2017). Li, Rui ; You, Jinhong ; Leng, Chenlei. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:932-950.

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2017Choose to Fight or Choose to Flee? A Network Embeddedness Perspective of Executive Ship Jumping in Declining Firms. (2017). Jiang, Han ; Semadeni, Matthew ; Xia, Jun ; Cannella, Albert A. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:10:p:2061-2079.

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2017Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study. (2017). Elena, Colicino ; Haixiang, Zhang ; Pantel, Vokonas ; Joel, Schwartz ; Grace, Yoon ; Lei, Liu ; Lifang, Hou ; Wei, Zhang ; Brian, Joyce ; Tao, Gao ; Zhou, Zhang ; Andrea, Baccarelli ; Yinan, Zheng . In: Statistical Applications in Genetics and Molecular Biology. RePEc:bpj:sagmbi:v:16:y:2017:i:3:p:159-171:n:4.

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Inventory Adjustments to Demand Shocks under Flexible Specifications. (2018). Barrera, Carlos R. In: Monetaria. RePEc:cml:moneta:v:vi:y:2018:i:1:p:149-201.

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2017Heterogeneous Employment Effects of Job Search Programmes: A Machine Learning Approach. (2017). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12224.

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2017Robust and sparse estimation of high-dimensional precision matrices via bivariate outlier detection. (2017). Nogales, Fco Javier ; Lafit, Ginette . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24534.

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2018A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks supervisory data. (2018). Vouldis, Angelos ; Farne, Matteo . In: Working Paper Series. RePEc:ecb:ecbwps:20182171.

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2017Differences in responses to accounting-based and market-based benchmarks – Evidence from Nasdaq. (2017). FROST, CAROL ANN ; Rapley, Eric T ; Guragai, Binod. In: Advances in accounting. RePEc:eee:advacc:v:38:y:2017:i:c:p:46-62.

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2019Double fused Lasso penalized LAD for matrix regression. (2019). Li, Mei ; Kong, Lingchen. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:357:y:2019:i:c:p:119-138.

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2017Canonical kernel dimension reduction. (2017). Tao, Chenyang ; Feng, Jianfeng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:107:y:2017:i:c:p:131-148.

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2017Robust estimation and variable selection in sufficient dimension reduction. (2017). Boone, Edward ; Rekabdarkolaee, Hossein Moradi ; Wang, Qin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:146-157.

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2017Bayesian group bridge for bi-level variable selection. (2017). Mallick, Himel ; Yi, Nengjun . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:115-133.

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2017Robust and sparse estimators for linear regression models. (2017). Smucler, Ezequiel ; Yohai, Victor J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:116-130.

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2017Penalized principal logistic regression for sparse sufficient dimension reduction. (2017). Shin, Seung Jun ; Artemiou, Andreas . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:111:y:2017:i:c:p:48-58.

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2017Sufficient dimension reduction using Hilbert–Schmidt independence criterion. (2017). Xue, Yuan ; Zheng, Haitao ; Yin, Xiangrong ; Zhang, Nan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:67-78.

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2018Penalized composite likelihoods for inhomogeneous Gibbs point process models. (2018). Daniel, Jeffrey ; Umphrey, Gary J ; Horrocks, Julie . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:104-116.

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2018Identification of local sparsity and variable selection for varying coefficient additive hazards models. (2018). Qu, Lianqiang ; Sun, Liuquan ; Song, Xinyuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:119-135.

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2018Unsupervised learning of mixture regression models for longitudinal data. (2018). Xu, Peirong ; Huang, Tao ; Peng, Heng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:44-56.

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2018A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction. (2018). Zhao, Weihua ; Lian, Heng ; Jiang, Xuejun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:269-280.

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2018Exact balanced random imputation for sample survey data. (2018). Chauvet, Guillaume ; Do, Wilfried. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:1-16.

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2018Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors. (2018). Lu, Jun ; Lin, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:242-254.

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2019Pursuit of dynamic structure in quantile additive models with longitudinal data. (2019). CUI, XIA ; Liang, Hua ; Zhao, Weihua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:130:y:2019:i:c:p:42-60.

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2019Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. (2019). Yue, MU ; Cheng, Ming-yen ; Li, Jialiang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:222-234.

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2019A new approach for credit scoring by directly maximizing the Kolmogorov–Smirnov statistic. (2019). Chen, Yuanyuan ; Fang, Fang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:180-194.

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2019Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data. (2019). Lin, LU ; Liu, Lili. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:239-259.

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2019Regularization parameter selection for penalized empirical likelihood estimator. (2019). Sueishi, Naoya ; Ando, Tomohiro. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:1-4.

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2017A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks. (2017). GAO, Jiti ; Feng, Guohua ; Zhang, Xiaohui ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:68-82.

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2017Fixed-effects dynamic spatial panel data models and impulse response analysis. (2017). Li, Kunpeng. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:102-121.

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2018Exponentially tilted likelihood inference on growing dimensional unconditional moment models. (2018). Tang, Niansheng ; Zhao, Puying ; Yan, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:57-74.

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2018Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model. (2018). Lee, Lung-Fei ; Jin, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:336-358.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2018Modeling trend processes in parametric mortality models. (2018). Borger, Matthias ; Schupp, Johannes. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:369-380.

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2019Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data. (2019). Yau, Chun Yip ; Chan, Ngai Hang ; Huang, Rui ; Chen, Kun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:8-18.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2019Business failure and mass media: An analysis of media exposure in the context of delisting event. (2019). Lan, Hao ; Sheng, Jie. In: Journal of Business Research. RePEc:eee:jbrese:v:97:y:2019:i:c:p:316-323.

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2017Bayesian regularized quantile structural equation models. (2017). Feng, Xiang-Nan ; Song, Xin-Yuan ; Lu, Bin ; Wang, Yifan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:234-248.

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2017Quantile index coefficient model with variable selection. (2017). Zhao, Weihua ; Lian, Heng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:40-58.

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2017Smooth predictive model fitting in regression. (2017). Burman, Prabir ; Paul, Debashis . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:165-179.

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2017Regularized partially functional quantile regression. (2017). Wang, Fan ; Yao, Fang ; Sue-Chee, Shivon . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:39-56.

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2017Varying coefficient functional autoregressive model with application to the U.S. treasuries. (2017). Xu, Meng ; Chen, Ying ; Li, Jialiang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:168-183.

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2018Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations. (2018). Zhang, Shucong ; Zhou, Yong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:165:y:2018:i:c:p:1-13.

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2018Robust variable selection of joint frailty model for panel count data. (2018). Wang, Wei Wei ; Zhou, Xian ; Zhao, Xiaobing ; Wu, Xianyi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:60-78.

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2019Penalized generalized empirical likelihood in high-dimensional weakly dependent data. (2019). Xiao, Fengjun ; Tian, Lemeng ; Shi, Haoming ; Zhang, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:270-283.

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2019Finite mixture of varying coefficient model: Estimation and component selection. (2019). Song, Xinyuan ; Li, Yimei ; Lu, Zhao-Hua ; Ye, Mao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:452-474.

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2017Financial ratios and bankruptcy predictions: An international evidence. (2017). Tian, Shaonan ; Yu, Yan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:510-526.

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2017Lasso for sparse linear regression with exponentially β-mixing errors. (2017). Xie, Fang ; Yang, Youcai ; Xu, Lihu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:64-70.

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2017Variable selection through adaptive MAVE. (2017). Rekabdarkolaee, Hossein Moradi ; Wang, Qin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:44-51.

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2018Corporate Hypocrisy: Role of Non-Profit Corporate Foundations in Earnings Management of For-Profit Founder Firms. (2018). Xu, Liping ; Chen, LI ; Liu, Ning ; Zhang, Shuxia . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3991-:d:179673.

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2017Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics. (2017). GUEGAN, Dominique ; Veiga, Alvaro ; Epprecht, Camila . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00917797.

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2019Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Post-Print. RePEc:hal:journl:hal-01799398.

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2019Analyzing order flows in limit order books with ratios of Cox-type intensities. (2018). Toke, Ioane Muni ; Yoshida, Nakahiro. In: Working Papers. RePEc:hal:wpaper:hal-01799398.

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2018Using penalized likelihood to select parameters in a random coefficients multinomial logit model. (2018). Horowitz, Joel L ; Nesheim, Lars. In: CeMMAP working papers. RePEc:ifs:cemmap:29/18.

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2018Outliers and misleading leverage effect in asymmetric GARCH-type models. (2018). Carnero, M. Angeles ; Espartero, Ana Perez. In: Working Papers. Serie AD. RePEc:ivi:wpasad:2018-01.

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2017Heterogeneous Employment Effects of Job Search Programmes: A Machine Learning Approach. (2017). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp10961.

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2017bayesQR: A Bayesian Approach to Quantile Regression. (2017). Benoit, Dries F ; van den Poel, Dirk. In: Journal of Statistical Software. RePEc:jss:jstsof:v:076:i07.

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2017Culture, Marketization, and Owner-Manager Agency Costs: A Case of Merchant Guild Culture in China. (2017). Du, Xingqiang ; Pei, Hongmei ; Zeng, Quan ; Weng, Jianying . In: Journal of Business Ethics. RePEc:kap:jbuset:v:143:y:2017:i:2:d:10.1007_s10551-015-2765-3.

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2018Financial Distress, Investment Opportunity, and the Contagion Effect of Low Audit Quality: Evidence from China. (2018). Du, Xingqiang ; Lai, Shaojuan. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:3:d:10.1007_s10551-015-2986-5.

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2017Joint sufficient dimension reduction and estimation of conditional and average treatment effects. (2017). Huang, Ming-Yueh ; Gary, Kwun Chuen. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:3:p:583-596..

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2017Generalized varying coefficient partially linear measurement errors models. (2017). Feng, Zhenghui ; Zhang, Jun ; Liang, Hua ; Xu, Peirong . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0532-y.

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2017Penalized estimation equation for an extended single-index model. (2017). Zhang, Qingzhao ; Li, Yongjin ; Wang, Qihua. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0544-7.

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2017Quantile regression and variable selection of single-index coefficient model. (2017). Zhao, Weihua ; Liu, Jicai ; Lv, Yazhao ; Yazhao Lv, ; Zhang, Riquan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:4:d:10.1007_s10463-016-0558-9.

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2017A doubly sparse approach for group variable selection. (2017). Kwon, Sunghoon ; Kim, Yongdai ; Lee, Sangin ; Jang, Woncheol ; Ahn, Jeongyoun. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:5:d:10.1007_s10463-016-0571-z.

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2018Variable selection and estimation using a continuous approximation to the $$L_0$$ L 0 penalty. (2018). Wang, Yanxin ; Zhu, LI ; Fan, Qibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:1:d:10.1007_s10463-016-0588-3.

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2018Variable selection for spatial semivarying coefficient models. (2018). Wang, Kangning. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:2:d:10.1007_s10463-016-0589-2.

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2018Robust variable selection for finite mixture regression models. (2018). Tang, Qingguo ; Karunamuni, R J. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:3:d:10.1007_s10463-017-0602-4.

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2018A generalized partially linear framework for variance functions. (2018). Fang, Yixin ; Liang, Hua. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0619-8.

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2019AIC for the non-concave penalized likelihood method. (2019). Ninomiya, Yoshiyuki ; Masuda, Hiroki ; Shimizu, Yusuke ; Umezu, Yuta. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:2:d:10.1007_s10463-018-0649-x.

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2019On Hodges’ superefficiency and merits of oracle property in model selection. (2019). Zhou, Xian ; Wu, Xianyi. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0670-0.

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2017DCA based algorithms for feature selection in multi-class support vector machine. (2017). An, Hoai ; Nguyen, Manh Cuong. In: Annals of Operations Research. RePEc:spr:annopr:v:249:y:2017:i:1:d:10.1007_s10479-016-2333-y.

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2019Nonparametric additive beta regression for fractional response with application to body fat data. (2019). Fang, Kuangnan ; Wang, Bingquan ; Lan, Wei. In: Annals of Operations Research. RePEc:spr:annopr:v:276:y:2019:i:1:d:10.1007_s10479-018-2875-2.

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2017On the impact of model selection on predictor identification and parameter inference. (2017). Pfeiffer, Ruth M ; Carroll, Raymond J ; Redd, Andrew . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:2:d:10.1007_s00180-016-0690-2.

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2017Penalized variable selection in competing risks regression. (2017). Fu, Zhixuan ; Zhou, Bingqing ; Parikh, Chirag R. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:23:y:2017:i:3:d:10.1007_s10985-016-9362-3.

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2017Robust feature screening for varying coefficient models via quantile partial correlation. (2017). Li, Xiang-Jie ; Zhang, Jing-Xiao ; Ma, Xue-Jun . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0589-5.

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2017Shrinkage estimation of the linear model with spatial interaction. (2017). Sun, Yan ; Wu, Yueqin . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0590-z.

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2017Regularized Latent Class Analysis with Application in Cognitive Diagnosis. (2017). Chen, Yunxiao ; Ying, Zhiliang ; Liu, Jingchen. In: Psychometrika. RePEc:spr:psycho:v:82:y:2017:i:3:d:10.1007_s11336-016-9545-6.

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2017Penalized Variable Selection for Multi-center Competing Risks Data. (2017). Fu, Zhixuan ; Zhou, Bingqing ; Parikh, Chirag R ; Lin, Haiqun ; Ma, Shuangge. In: Statistics in Biosciences. RePEc:spr:stabio:v:9:y:2017:i:2:d:10.1007_s12561-016-9181-9.

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2017Principal component selection via adaptive regularization method and generalized information criterion. (2017). Park, Heewon ; Konishi, Sadanori . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0691-1.

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2017B spline variable selection for the single index models. (2017). Li, Jianbo ; Zhang, Riquan. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0721-z.

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2017Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression. (2017). Guo, Chaohui ; Lv, Jing ; Yang, HU. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-015-0736-5.

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2017Jump-detection-based estimation in time-varying coefficient models and empirical applications. (2017). Zhao, Yan-Yong ; Huang, Xing-Fang ; Wang, Hong-Xia ; Lin, Jin-Guan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0525-7.

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2017Related Party Transactions and Firm Value in the Business Groups in the Indonesia Stock Exchange. (2017). Tambunan, Martua Eliakim ; Priyarsono, Dominicus Savio ; Manurung, Adler Haymans ; Siregar, Hermanto. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:3:f:7_3_1.

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2017Legal Liability, Government Intervention, and Auditor Behavior: Evidence from Structural Reform of Audit Firms in China. (2017). He, KU ; Tian, Gary ; Pan, Xiaofei. In: European Accounting Review. RePEc:taf:euract:v:26:y:2017:i:1:p:61-95.

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2018Multiple predicting K-fold cross-validation for model selection. (2018). Jung, Yoonsuh. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:197-215.

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2017Bayesian variable selection and estimation in maximum entropy quantile regression. (2017). Tu, Shiyi ; Sun, Xiaoqian ; Wang, Min. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:2:p:253-269.

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2018Robust regression: an inferential method for determining which independent variables are most important. (2018). Wilcox, Rand R. In: Journal of Applied Statistics. RePEc:taf:japsta:v:45:y:2018:i:1:p:100-111.

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2017An Effective Semiparametric Estimation Approach for the Sufficient Dimension Reduction Model. (2017). Huang, Ming-Yueh ; Chiang, Chin-Tsang. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1296-1310.

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More than 100 citations found, this list is not complete...

Works by Hansheng Wang:


YearTitleTypeCited
2007Unified LASSO Estimation by Least Squares Approximation In: Journal of the American Statistical Association.
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article65
2008Sliced Regression for Dimension Reduction In: Journal of the American Statistical Association.
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article18
2009Shrinkage Estimation of the Varying Coefficient Model In: Journal of the American Statistical Association.
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article58
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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article50
2007Regression coefficient and autoregressive order shrinkage and selection via the lasso In: Journal of the Royal Statistical Society Series B.
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article49
2009Shrinkage tuning parameter selection with a diverging number of parameters In: Journal of the Royal Statistical Society Series B.
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article58
2008Estimating GARCH models: when to use what? In: Econometrics Journal.
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article9
2007A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation In: Computational Statistics & Data Analysis.
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article4
2008A note on adaptive group lasso In: Computational Statistics & Data Analysis.
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article32
2008Should earnings thresholds be used as delisting criteria in stock market? In: Journal of Accounting and Public Policy.
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article22
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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article1
2007Tuning parameter selectors for the smoothly clipped absolute deviation method In: Biometrika.
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article91
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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