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Semiparametric estimation of additive quantile regression models by two-fold penalty
Lian, Heng - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 337-350
Persistent link: https://www.econbiz.de/10009657284
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A synthetic regression model for large portfolio allocation
Li, Gaorong; Huang, Lei; Yang, Jin; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1665-1677
Persistent link: https://www.econbiz.de/10013540427
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Semiparametric Estimation of Additive Quantile Regression Models by Two-Fold Penalty
Lian, Heng - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10009995976
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High-dimensional dynamic covariance matrices with homogeneous structure
Ke, Yuan; Lian, Heng; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 96-110
Persistent link: https://www.econbiz.de/10012804090
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Homogeneity pursuit in single index models based panel data analysis
Lian, Heng; Qiao, Xinghao; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 386-401
Persistent link: https://www.econbiz.de/10012499087
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Nonparametric quantile regression for homogeneity pursuit in panel data models
Zhang, Xiaoyu; Wang, Di; Lian, Heng; Li, Guodong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1238-1250
Persistent link: https://www.econbiz.de/10014448624
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Corporate probability of default : a single-index hazard model approach
Li, Shaobo; Tian, Shaonan; Yu, Yan; Zhu, Xiaorui; Lian, Heng - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1288-1299
Persistent link: https://www.econbiz.de/10014448636