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Ultrahigh dimensional time course feature selection

Xu, Peirong; Zhu, Lixing; Li, Yi - In: Biometrics 70 (2014) 2, pp. 356-365

Persistent link: https://www.econbiz.de/10010947246

Estimating the conditional single-index error distribution with a partial linear mean regression

Zhang, Jun; Feng, Zhenghui; Xu, Peirong - In: TEST: An Official Journal of the Spanish Society of … 24 (2015) 1, pp. 61-83

<Para ID="Par1">In this paper, we present a method for estimating the conditional distribution function of the model error. Given the covariates, the conditional mean function is modeled as a partial linear model, and the conditional distribution function of model error is modeled as a single-index model. To...</para>

Persistent link: https://www.econbiz.de/10011240913

Regret theory and the competitive firm: A comment

Niu, Cuizhen; Guo, Xu; Wang, Tao; Xu, Peirong - In: Economic Modelling 41 (2014) C, pp. 312-315

In a recent paper, Wong [Wong, K. P. (2014), Regret theory and the competitive firm. Economic Modelling, 36, 172–175.] develops a model to examine the production behavior of a regret averse competitive firm. Wong discusses the sufficient condition to ensure the conventional result that the...

Persistent link: https://www.econbiz.de/10010933347

A general optimal investment model in the presence of background risk

Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10011503987

Mean-variance, mean-VaR, and mean-CVaR models for portfolio selection with background risk

Guo, Xu; Chan, Raymond H.; Wong, Wing Keung; Zhu, Lixing - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 2, pp. 73-98

Persistent link: https://www.econbiz.de/10012060286

Almost stochastic dominance for risk averters and risk seeker

Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Finance research letters 19 (2016), pp. 15-21

Persistent link: https://www.econbiz.de/10011657429

The two-moment decision model with additive risks

Guo, Xu; Wagener, Andreas; Wong, Wing Keung; Zhu, Lixing - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10011859016

Single-index-based CoVaR with very high-dimensional covariates

Fan, Yan; Härdle, Wolfgang; Wang, Weining; Zhu, Lixing - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 212-226

Persistent link: https://www.econbiz.de/10011894611

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358

Persistent link: https://www.econbiz.de/10011938136

Specification testing of regression models with mixed discrete and continuous predictors

Zhu, Xuehu; Zhang, Qiming; Zhu, Lixing; Zhang, Jun; Yu, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1101-1115

Persistent link: https://www.econbiz.de/10014448569