7
H index
4
i10 index
235
Citations
Wenyang Zhang : Citation Profile
University of Macau | RESEARCH PRODUCTION: 32 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (2000 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Wenyang Zhang. | Is cited by:
| Cites to:
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Main data
Where Wenyang Zhang has published?
Recent works citing Wenyang Zhang (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Estimation and Uniform Inference in Sparse High-Dimensional Additive Models. (2024). Klaassen, Sven ; Bach, Philipp ; Spindler, Martin ; Kueck, Jannis. In: Papers. RePEc:arx:papers:2004.01623. Full description at Econpapers || Download paper |
| 2024 | Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826. Full description at Econpapers || Download paper |
| 2025 | Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462. Full description at Econpapers || Download paper |
| 2024 | Linear regression models with multiplicative distortions under new identifiability conditions. (2024). Zhou, Yan ; Zhang, Jun ; Lin, Bingqing. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:25-67. Full description at Econpapers || Download paper |
| 2025 | Multi-kink quantile regression based analysis for industrial structure of non-high-income economies. (2025). Cysne, Rubens ; Decastro, Carlos ; Campos, Eduardo Lima. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00251. Full description at Econpapers || Download paper |
| 2025 | A score-based threshold effect test in time series models. (2025). Yang, Yaxing ; Deng, Yaping ; Wei, Shufang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:212:y:2025:i:c:s0167947325001124. Full description at Econpapers || Download paper |
| 2025 | Improving minimum-variance portfolio through shrinkage of large covariance matrices. (2025). Shu, Lianjie ; Shi, Fangquan ; Huang, Wenpo ; He, Fangyi. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003389. Full description at Econpapers || Download paper |
| 2025 | A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946. Full description at Econpapers || Download paper |
| 2025 | Estimation and uniform inference in sparse high-dimensional additive models. (2025). Spindler, Martin ; Bach, Philipp ; Klaassen, Sven ; Kueck, Jannis. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000272. Full description at Econpapers || Download paper |
| 2025 | Estimating time-varying networks for high-dimensional time series. (2025). Chen, Jia ; Li, Degui ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002926. Full description at Econpapers || Download paper |
| 2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper |
| 2024 | Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time. (2024). Chen, Hao ; Li, Bogui. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011911. Full description at Econpapers || Download paper |
| 2024 | Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Xia, Yingcun ; Wongsa-Art, Pipat ; Kim, Namhyun ; Moscone, Francesco. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334. Full description at Econpapers || Download paper |
| 2025 | How Markets Process Macro News: The Importance of Investor Attention. (2025). Kroner, T. Niklas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-22. Full description at Econpapers || Download paper |
| 2025 | Inflation-driven instability in US sectoral betas. (2025). Valadkhani, Abbas. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00413-3. Full description at Econpapers || Download paper |
| 2025 | Tuning parameter selection for the adaptive nuclear norm regularized trace regression. (2025). Kong, Lingchen ; Shang, Pan ; Ma, Yiting. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:3:d:10.1007_s10463-025-00926-z. Full description at Econpapers || Download paper |
| 2025 | Sparse graphical modelling for global minimum variance portfolio. (2025). Sobczyk, Piotr ; Riccobello, Riccardo ; Bonaccolto, Giovanni ; Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Magorzata. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00535-4. Full description at Econpapers || Download paper |
| 2025 | Does the Kyoto Protocol have a structural impact on the environmental Kuznets curve? An application of the varying coefficient model. (2025). Chen, Wan-Jiun ; Wang, Chien-Ho ; Chu, Chi-Yang. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02655-3. Full description at Econpapers || Download paper |
| 2024 | Hypothesis testing for varying coefficient models in tail index regression. (2024). Yoshida, Takuma ; Momoki, Koki. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01538-0. Full description at Econpapers || Download paper |
| 2024 | Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors. (2024). Chen, Hao ; Li, Bogui. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01584-8. Full description at Econpapers || Download paper |
| 2025 | Conformal prediction for robust deep nonparametric regression. (2025). Zhou, Wang ; Liu, Yiming ; Kong, Jingsen ; Yang, Guangren. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01631-4. Full description at Econpapers || Download paper |
| 2025 | Integrative subgroup analysis for high-dimensional mixed-type multi-response data. (2025). Zhang, Weiping ; Wu, Jiaqi ; Song, Shuyang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:1:d:10.1007_s11749-024-00953-7. Full description at Econpapers || Download paper |
Works by Wenyang Zhang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Statistical Estimation in Generalized Multiparameter Likelihood Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 14 |
| 2011 | A Semiparametric Threshold Model for Censored Longitudinal Data Analysis In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 1 |
| 2003 | Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction In: Biometrics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2023 | Multikink quantile regression for longitudinal data with application to progesterone data analysis In: Biometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Discussion In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Smoothing for discrete‐valued time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 3 |
| 2001 | Smoothing for discrete-valued time series.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2004 | A semiparametric multilevel survival model In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 3 |
| 2020 | Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2000 | Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 69 |
| 2025 | Data‐driven estimation for multithreshold accelerated failure time model In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2015 | Estimation in generalised varying-coefficient models with unspecified link functions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Efficient estimation and computation for the generalised additive models with unknown link function In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Factor models for asset returns based on transformed factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2024 | A Multi-Kink quantile regression model with common structure for panel data analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Simultaneous confidence band and hypothesis test in generalised varying-coefficient models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 7 |
| 2012 | Semiparametric likelihood estimation in survival models with informative censoring In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2000 | Variable Bandwidth Selection in Varying-Coefficient Models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 17 |
| 2002 | Local Polynomial Fitting in Semivarying Coefficient Model In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 72 |
| 2012 | Estimation and model selection in a class of semiparametric models for cluster data In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. [Full Text][Citation analysis] | article | 2 |
| 2010 | Comments on: Dynamic relations for sparsely sampled Gaussian processes In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2011 | Optimal zone for bandwidth selection in semiparametric models In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 7 |
| 2013 | The connection between cross-validation and Akaike information criterion in a semiparametric family In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Nonparametric homogeneity pursuit in functional-coefficient models In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Nonparametric Homogeneity Pursuit in Functional-Coefficient Models.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2017 | A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 8 |
| 2022 | Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
| 2021 | Homogeneity Pursuit in Single Index Models based Panel Data Analysis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2022 | High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Estimation and Inference for Multi-Kink Quantile Regression In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
| 2022 | A Synthetic Regression Model for Large Portfolio Allocation In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 4 |
| 2009 | Nonlinear dynamical structural equation models In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team