Search Results

Single-Index Additive Vector Autoregressive Time Series Models

Authors: LI, YEHUA; GENTON, MARC G.

Source: Scandinavian Journal of Statistics, Volume 36, Number 3, September 2009 , pp. 369-388(20)

Publisher: Blackwell Publishing

Single-index model-assisted estimation in survey sampling

Author: Wang, Li

Source: Journal of Nonparametric Statistics, Volume 21, Number 4, May 2009 , pp. 487-504(18)

Publisher: Taylor and Francis Ltd

Detecting cumulative abnormal volume: a comparison of event study methods

Author: Karafiath, Imre

Source: Applied Economics Letters, Volume 16, Number 8, June 2009 , pp. 797-802(6)

Publisher: Routledge, part of the Taylor & Francis Group

Model checking in regression via dimension reduction

Author: Xia, Yingcun

Source: Biometrika, Volume 96, Number 1, 30 March 2009 , pp. 133-148(16)

Publisher: Oxford University Press

The performance of investment grade corporate bond funds: evidence from the European market

Authors: Dietze, Leif Holger; Entrop, Oliver; Wilkens, Marco

Source: The European Journal of Finance, Volume 15, Number 2, February 2009 , pp. 191-209(19)

Publisher: Routledge, part of the Taylor & Francis Group

A semiparametric approach to canonical analysis

Author: Xia, Yingcun

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 70, Number 3, July 2008 , pp. 519-543(25)

Publisher: Blackwell Publishing

Predicting stock returns and assessing prediction performance

Authors: Baker, Rose; Belgorodskiy, Alexander

Source: IMA Journal of Management Mathematics, Volume 18, Number 4, 24 October 2007 , pp. 413-433(21)

Publisher: Oxford University Press

Shifts in the Demand and Supply of Skills in the OECD: A Single-Index Model with a Continuous Distribution of Skills

Authors: Manacorda, Marco; Manning, Alan

Source: Oxford Bulletin of Economics and Statistics, Volume 69, Number 5, October 2007 , pp. 635-666(32)

Publisher: Blackwell Publishing

Asymptotics for a censored generalized linear model with unknown link function

Authors: Wang, Yanhua; He, Shuyuan; Zhu, Lixing; Yuen, Kam

Source: Probability Theory and Related Fields, Volume 138, Numbers 1-2, May 2007 , pp. 235-267(33)

Publisher: Springer

Variable selection for the single‐index model

Authors: Kong, Efang; Xia, Yingcun

Source: Biometrika, Volume 94, Number 1, March 2007 , pp. 217-229(13)

Publisher: Oxford University Press

An extension of Sharpe's single-index model: portfolio selection with expert betas

Authors: Bilbao, A; Arenas, M; Jiménez, M; Perez Gladish, B; Rodríguez, M V

Source: Journal of the Operational Research Society, Volume 57, Number 12, December 2006 , pp. 1442-1451(10)

Publisher: Palgrave Macmillan

Empirical likelihood for average derivatives

Authors: Lu, Xuewen; Qi, Yongcheng

Source: Journal of Nonparametric Statistics, Volume 18, Number 3, April 2006 , pp. 315-331(17)

Publisher: Taylor and Francis Ltd

Empirical likelihood confidence regions in a partially linear single-index model

Authors: Zhu, Lixing; Xue, Liugen

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 68, Number 3, June 2006 , pp. 549-570(22)

Publisher: Blackwell Publishing

Direction estimation in single-index regressions

Authors: Yin, Xiangrong; Cook, R. Dennis

Source: Biometrika, Volume 92, Number 2, 15 June 2005 , pp. 371-384(14)

Publisher: Oxford University Press

NON-PARAMETRIC ESTIMATION OF DIRECTION IN SINGLE-INDEX MODELS WITH CATEGORICAL PREDICTORS

Author: Yin, Xiangrong

Source: Australian & New Zealand Journal of Statistics, Volume 47, Number 2, June 2005 , pp. 147-161(15)

Publisher: Blackwell Publishing

A DYNAMIC FACTOR MODEL OF ECONOMIC ACTIVITY IN HONG KONG

Authors: Gerlach, Stefan; Yiu, MatthewS.

Source: Pacific Economic Review, Volume 10, Number 2, June 2005 , pp. 279-292(14)

Publisher: Blackwell Publishing

A note on shrinkage sliced inverse regression

Authors: Ni, Liqiang; Cook, R. Dennis; Tsai, Chih-Ling

Source: Biometrika, Volume 92, Number 1, March 2005 , pp. 242-247(6)

Publisher: Oxford University Press

Semiparametric estimation of the duration of immunity from infectious disease time series: influenza as a case-study

Authors: Xia, Yingcun; Gog, Julia R.; Grenfell, Bryan T.

Source: Journal of the Royal Statistical Society: Series C (Applied Statistics), Volume 54, Number 3, June 2005 , pp. 659-672(14)

Publisher: Blackwell Publishing

Results concerning the generalized partially linear single-index model

Authors: Mark Kane; John Holt; Brian Allen

Source: Journal of Statistical Computation and Simulation, Volume 74, Number 12, December 2004 , pp. 897-912(16)

Publisher: Taylor and Francis Ltd

Residual information criterion for single-index model selections

Authors: P. A. Naik; Chih-Ling Tsai

Source: Journal of Nonparametric Statistics, Volume 16, Numbers 1-2, Numbers 1-2/February-April 2004 , pp. 187-195(9)

Publisher: Taylor and Francis Ltd