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Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Lin, Jin-guan; Huang, Chao; Zhuang, Qing-yun; Zhu, Li-ping - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 13-20
Persistent link: https://www.econbiz.de/10003985370
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Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing; Huang, Tao; Li, Runze - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
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Estimating mixture of Gaussian processes by kernel smoothing
Huang, Mian; Li, Runze; Wang, Hansheng; Yao, Weixin - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 259-270
Persistent link: https://www.econbiz.de/10010488564
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Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze - In: Journal of econometrics 215 (2020) 1, pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
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Variable selection for partially linear models with measurement errors
Liang, Hua; Li, Runze - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 234-248
Persistent link: https://www.econbiz.de/10003878184
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Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui; Li, Runze - In: Journal of econometrics 194 (2016) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
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Testing a single regression coefficient in high dimensional linear models
Lan, Wei; Zhong, Ping-Shou; Li, Runze; Wang, Hansheng; … - In: Journal of econometrics 195 (2016) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011705246
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Inference on covariance-mean regression
Zou, Tao; Lan, Wei; Li, Runze; Tsai, Chih-Ling - In: Journal of econometrics 230 (2022) 2, pp. 318-338
Persistent link: https://www.econbiz.de/10013463843
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Estimations and tests for generalized mediation models with high-dimensional potential mediators
Guo, Xu; Li, Runze; Liu, Jingyuan; Zeng, Mudong - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 243-256
Persistent link: https://www.econbiz.de/10014449913
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Functional-coefficient quantile regression for panel data with latent group structure
Yang, Xiaorong; Chen, Jia; Li, Degui; Li, Runze - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1026-1040
Persistent link: https://www.econbiz.de/10015053530