071400-统计学

数量统计、计量经济学、预测方法

   

[1] Yuying Sun, Yongmiao Hong, Shouyang Wang, Xinyu Zhang. Penalized time-varying model averaging. JOURNAL OF ECONOMETRICS[J]. 2023, http://dx.doi.org/10.1016/j.jeconom.2022.09.007.
[2] Sun, Yuying, Zhang, Xinyu, Wan, Alan T K, Wang, Shouyang. Model averaging for interval-valued data. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH[J]. 2022, 301(2): 772-784, http://dx.doi.org/10.1016/j.ejor.2021.11.015.
[3] Nelson, Barry L, Wan, Alan T K, Zou, Guohua, Zhang, Xinyu, Jiang, Xi. Reducing Simulation Input-Model Risk via Input Model Averaging. INFORMS JOURNAL ON COMPUTING[J]. 2021, 33(2): 672-684, http://dx.doi.org/10.1287/ijoc.2020.0994.
[4] Qiu, Yue, Wang, Zongrun, Xie, Tian, Zhang, Xinyu. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. JOURNALOFEMPIRICALFINANCE[J]. 2021, 62: 179-201, http://dx.doi.org/10.1016/j.jempfin.2021.03.003.
[5] Zhu, Rong, Zhang, Xinyu, Ma, Yanyuan, Zou, Guohua. Model averaging estimation for high-dimensional covariance matrices with a network structure. ECONOMETRICS JOURNAL[J]. 2021, 24(1): 177-197, http://dx.doi.org/10.1093/ectj/utaa030.
[6] 余玉刚, 郑圣明, 霍宝锋, 洪流, 舒嘉, 张新雨. 平台供应链的管理理论与方法前沿课题. 管理科学[J]. 2021, 34(6): 60-66, http://lib.cqvip.com/Qikan/Article/Detail?id=7107289215.
[7] Zhang, Xinyu. A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING. ECONOMETRIC THEORY[J]. 2021, 37(2): 388-407, https://www.webofscience.com/wos/woscc/full-record/WOS:000641731500006.
[8] 张新雨. 基于最小二乘近似的模型平均方法. 中国科学:数学[J]. 2021, 51(3): 535-548, http://lib.cqvip.com/Qikan/Article/Detail?id=7104525437.
[9] Sun, Yuying, Hong, Yongmiao, Lee, TaeHwy, Wang, Shouyang, Zhang, Xinyu. Time-varying model averaging. JOURNAL OF ECONOMETRICS[J]. 2021, 222(2): 974-992, http://dx.doi.org/10.1016/j.jeconom.2020.02.006.
[10] Wang, Weiwei, Zhang, Qi, Zhang, Xinyu, Li, Xinmin. Model averaging based on generalized method of moments. ECONOMICS LETTERS[J]. 2021, 200: http://dx.doi.org/10.1016/j.econlet.2021.109735.
[11] Liao, Jun, Zou, Guohua, Gao, Yan, Zhang, Xinyu. Model averaging prediction for time series models with a diverging number of parameters. JOURNAL OF ECONOMETRICS[J]. 2021, 223(1): 190-221, http://dx.doi.org/10.1016/j.jeconom.2020.10.004.
[12] 张新雨. 基于最小二乘近似的模型平均方法. 中国科学:数学. 2020, http://kns.cnki.net/KCMS/detail/detail.aspx?QueryID=0&CurRec=7&recid=&FileName=JAXK20200316004&DbName=CAPJLAST&DbCode=CJFQ&yx=Y&pr=&URLID=11.5836.O1.20200316.1009.002&bsm=.
[13] Zhang, Xinyu, Zou, Guohua, Liang, Hua, Carroll, Raymond J. Parsimonious Model Averaging With a Diverging Number of Parameters. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION[J]. 2020, 115(530): 972-984, https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8221586/.
[14] Zhao, Shangwei, Ma, Yanyuan, Wan, Alan T K, Zhang, Xinyu, Wang, Shouyang. Model averaging in a multiplicative heteroscedastic model. ECONOMETRIC REVIEWS[J]. 2020, 39(10): 1100-1124, https://www.webofscience.com/wos/woscc/full-record/WOS:000542771200001.
[15] 张健, 孙玉莹, 张新雨, 汪寿阳. 基于时变模型平均方法的我国航空客运量预测. 系统工程理论与实践[J]. 2020, 40(6): 1509-1519, http://lib.cqvip.com/Qikan/Article/Detail?id=7101995648.
[16] Parmeter, Christopher F, Wan, Alan T K, Zhang, Xinyu. Model averaging estimators for the stochastic frontier model. JOURNAL OF PRODUCTIVITY ANALYSIS[J]. 2019, 51(2-3): 91-103, http://ir.amss.ac.cn/handle/2S8OKBNM/34931, http://www.irgrid.ac.cn/handle/1471x/6869779, http://ir.amss.ac.cn/handle/2S8OKBNM/34932, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000472216100001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=3a85505900f77cc629623c3f2907beab.
[17] Yue Qiu, Xinyu Zhang, Tian Xie, Shangwei Zhao. Versatile HAR model for realized volatility: A least square model averaging perspective. 管理科学学报:英文版[J]. 2019, 55-73, http://dx.doi.org/10.1016/j.jmse.2019.03.003.
[18] Zhu, Rong, Wan, Alan T K, Zhang, Xinyu, Zou, Guohua. A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION[J]. 2019, 114(526): 882-892, http://ir.amss.ac.cn/handle/2S8OKBNM/34949, http://www.irgrid.ac.cn/handle/1471x/6869781, http://ir.amss.ac.cn/handle/2S8OKBNM/34950, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000472559400031&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=3a85505900f77cc629623c3f2907beab.
[19] Zhang Xinyu, Zheng Yafei, Wang Shouyang. A Demand Forecasting Method Based on Stochastic Frontier Analysis and Model Average: An Application in Air Travel Demand Forecasting. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY[J]. 2019, 32(2): 615-633, http://lib.cqvip.com/Qikan/Article/Detail?id=7001849739.
[20] ZHANG Xinyu, ZHENG Yafei, WANG Shouyang. A Demand Forecasting Method Based on Stochastic Frontier Analysis and Model Average: An Application in Air Travel Demand Forecasting. 系统科学与复杂性学报:英文版[J]. 2019, 32(2): 615-633, http://lib.cqvip.com/Qikan/Article/Detail?id=7001849739.
[21] Liu, Guannan, Long, Wei, Zhang, Xinyu, Li, Qi. DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS. ECONOMETRIC THEORY[J]. 2019, 35(4): 777-815, https://www.webofscience.com/wos/woscc/full-record/WOS:000472841900003.
[22] Zhang Xinyu, Zheng Yafei, Wang Shouyang. ademandforecastingmethodbasedonstochasticfrontieranalysisandmodelaverageanapplicationinairtraveldemandforecasting. JOURNALOFSYSTEMSSCIENCEANDCOMPLEXITY[J]. 2019, 32(2): 615-, http://lib.cqvip.com/Qikan/Article/Detail?id=7001849739.
[23] Wang, Wendun, Zhang, Xinyu, Paap, Richard. To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?. JOURNAL OF APPLIED ECONOMETRICS[J]. 2019, 34(5): 724-745, https://www.webofscience.com/wos/woscc/full-record/WOS:000478607500007.
[24] Liao, Jun, Zong, Xianpeng, Zhang, Xinyu, Zou, Guohua. Model averaging based on leave-subject-out cross-validation for vector autoregressions. JOURNAL OF ECONOMETRICS[J]. 2019, 209(1): 35-60, http://ir.amss.ac.cn/handle/2S8OKBNM/34183, http://www.irgrid.ac.cn/handle/1471x/6869739, http://ir.amss.ac.cn/handle/2S8OKBNM/34184, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000460197300003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=3a85505900f77cc629623c3f2907beab.
[25] Gao, Yan, Zhang, Xinyu, Wang, Shouyang, Chong, Terence Taileung, Zou, Guohua. Frequentist model averaging for threshold models. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS[J]. 2019, 71(2): 275-306, http://ir.amss.ac.cn/handle/2S8OKBNM/32647.
[26] Zhang, Xinyu, Wang, Wendun. OPTIMAL MODEL AVERAGING ESTIMATION FOR PARTIALLY LINEAR MODELS. STATISTICA SINICA[J]. 2019, 29(2): 693-718, [27] Zhao, Shangwei, Ullah, Aman, Zhang, Xinyu. A class of model averaging estimators. ECONOMICS LETTERS[J]. 2018, 162: 101-106, http://dx.doi.org/10.1016/j.econlet.2017.10.023.
[28] Yu, Dalei, Zhang, Xinyu, Yau, Kelvin K W. Asymptotic properties and information criteria for misspecified generalized linear mixed models. JOURNALOFTHEROYALSTATISTICALSOCIETYSERIESBSTATISTICALMETHODOLOGY[J]. 2018, 80(4): 817-836, https://www.webofscience.com/wos/woscc/full-record/WOS:000442217900010.
[29] Zhu, Rong, Zou, Guohua, Zhang, Xinyu. Model averaging for multivariate multiple regression models. STATISTICS[J]. 2018, 52(1): 205-227, http://dx.doi.org/10.1080/02331888.2017.1367794.
[30] 朱容, 邹国华, 张新雨. 部分函数线性模型的模型平均方法. 系统科学与数学[J]. 2018, 38(7): 777-, http://lib.cqvip.com/Qikan/Article/Detail?id=676576671.
[31] Zhang, Xinyu, Yu, Jihai. Spatial weights matrix selection and model averaging for spatial autoregressive models. JOURNAL OF ECONOMETRICS[J]. 2018, 203(1): 1-18, http://dx.doi.org/10.1016/j.jeconom.2017.05.021.
[32] Zhang, Xinyu, Chiou, JengMin, Ma, Yanyuan. Functional prediction through averaging estimated functional linear regression models. BIOMETRIKA[J]. 2018, 105(4): 945-962, http://ir.amss.ac.cn/handle/2S8OKBNM/32044.
[33] Chen, Longmei, Wan, Alan T K, Tso, Geoffrey, Zhang, Xinyu. A model averaging approach for the ordered probit and nested logit models with applications. JOURNAL OF APPLIED STATISTICS[J]. 2018, 45(16): 3012-3052, http://dx.doi.org/10.1080/02664763.2018.1450367.
[34] Zhang, Xinyu, Wang, Haiying, Ma, Yanyuan, Carroll, Raymond J. Linear Model Selection When Covariates Contain Errors. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION[J]. 2017, 112(520): 1553-1561, http://dx.doi.org/10.1080/01621459.2016.1219262.
[35] Ullah, Arran, Wan, Alan T K, Wang, Huansha, Zhang, Xinyu, Zou, Guohua. A semiparametric generalized ridge estimator and link with model averaging. ECONOMETRIC REVIEWS[J]. 2017, 36(1-3): 370-384, https://www.webofscience.com/wos/woscc/full-record/WOS:000385938400017.
[36] Zhang, Xinyu, Cao, Jiguo, Carroll, Raymond J. Estimating Varying Coefficients for Partial Differential Equation Models. BIOMETRICS[J]. 2017, 73(3): 949-959, http://dx.doi.org/10.1111/biom.12646.
[37] Zhao, Shangwei, Zhang, Xinyu, Gao, Yichen. Model averaging with averaging covariance matrix. ECONOMICS LETTERS[J]. 2016, 145: 214-217, https://www.webofscience.com/wos/woscc/full-record/WOS:000381834600050.
[38] Zhang, Xinyu, Yu, Dalei, Zou, Guohua, Liang, Hua. Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION[J]. 2016, 111(516): 1775-1790, https://www.webofscience.com/wos/woscc/full-record/WOS:000391900700044.
[39] Gao, Yan, Zhang, Xinyu, Wang, Shouyang, Zou, Guohua. Model averaging based on leave-subject-out cross-validation. JOURNAL OF ECONOMETRICS[J]. 2016, 192(1): 139-151, http://dx.doi.org/10.1016/j.jeconom.2015.07.006.
[40] Magnus, Jan R, Wang, Wendun, Zhang, Xinyu. Weighted-Average Least Squares Prediction. ECONOMETRIC REVIEWS[J]. 2016, 35(6): 1040-1074, https://www.webofscience.com/wos/woscc/full-record/WOS:000372583700005.
[41] Zhang, Xinyu, Ullah, Aman, Zhao, Shangwei. On the dominance of Mallows model averaging estimator over ordinary least squares estimator. ECONOMICS LETTERS[J]. 2016, 142: 69-73, https://www.webofscience.com/wos/woscc/full-record/WOS:000375737700016.
[42] Zhang, Xinyu, Zou, Guohua, Carroll, Raymond J. MODEL AVERAGING BASED ON KULLBACK-LEIBLER DISTANCE. STATISTICA SINICA[J]. 2015, 25(4): 1583-1598, http://dx.doi.org/10.5705/ss.2013.326.
[43] Zhang, Xinyu. Consistency of model averaging estimators. ECONOMICS LETTERS[J]. 2015, 130: 120-123, https://www.webofscience.com/wos/woscc/full-record/WOS:000354501300033.
[44] Zhang, Xinyu, Zou, Guohua, Liang, Hua. Model averaging and weight choice in linear mixed-effects models. BIOMETRIKA[J]. 2014, 101(1): 205-218, https://www.webofscience.com/wos/woscc/full-record/WOS:000332328400013.
[45] 高研, 张新雨, 程棵, 杨晓光, 邹国华. 信息逐渐披露下的金融传染. 管理科学学报[J]. 2014, 17(3): 3-14, http://sciencechina.cn/gw.jsp?action=detail.jsp&internal_id=5099844&detailType=1.
[46] Zhang XinYu, Zou GuoHua, Liang Hua. Choice of weights in FMA estimators under general parametric models. SCIENCE CHINA-MATHEMATICS[J]. 2013, 56(3): 443-457, http://ir.amss.ac.cn/handle/2S8OKBNM/44527, http://www.irgrid.ac.cn/handle/1471x/6870448, http://ir.amss.ac.cn/handle/2S8OKBNM/44528.
[47] Zhang, Xinyu. Model averaging with covariates that are missing completely at random. ECONOMICS LETTERS[J]. 2013, 121(3): 360-363, https://www.webofscience.com/wos/woscc/full-record/WOS:000329145500004.
[48] Zhang, Xinyu, Wan, Alan T K, Zou, Guohua. Model averaging by jackknife criterion in models with dependent data. JOURNAL OF ECONOMETRICS[J]. 2013, 174(2): 82-94, http://dx.doi.org/10.1016/j.jeconom.2013.01.004.
[49] Xinjie Chen, Guohua Zou, Xinyu Zhang. Frequentist model averaging for linear mixed-effects models. FRONTIERS OF MATHEMATICS IN CHINA,[J]. 2013, 8(3): 497-515, http://ir.amss.ac.cn/handle/2S8OKBNM/42633, http://www.irgrid.ac.cn/handle/1471x/6870315, http://ir.amss.ac.cn/handle/2S8OKBNM/42634.
[50] Yu, Dalei, Zhang, Xinyu, Yau, Kelvin K W. Information based model selection criteria for generalized linear mixed models with unknown variance component parameters. JOURNAL OF MULTIVARIATE ANALYSIS[J]. 2013, 116: 245-262, https://www.webofscience.com/wos/woscc/full-record/WOS:000319173400018.
[51] Chen, Xinjie, Zou, Guohua, Zhang, Xinyu. Frequentist model averaging for linear mixed-effects models. FRONTIERS OF MATHEMATICS IN CHINA[J]. 2013, 8(3): 497-515, http://lib.cqvip.com/Qikan/Article/Detail?id=46232080.
[52] Zhang, Xinyu, Lu, Zudi, Zou, Guohua. Adaptively combined forecasting for discrete response time series. JOURNAL OF ECONOMETRICS[J]. 2013, 176(1): 80-91, http://dx.doi.org/10.1016/j.jeconom.2013.04.019.
[53] Zhang, Xinyu, Wan, Alan T K, Zhou, Sherry Z. Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. JOURNAL OF BUSINESS & ECONOMIC STATISTICS[J]. 2012, 30(1): 132-142, https://www.webofscience.com/wos/woscc/full-record/WOS:000304019800015.
[54] Zhang, Xinyu, Liang, Hua. FOCUSED INFORMATION CRITERION AND MODEL AVERAGING FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS. ANNALS OF STATISTICS[J]. 2011, 39(1): 174-200, https://www.webofscience.com/wos/woscc/full-record/WOS:000288183800005.
[55] Magnus, Jan R, Wan, Alan T K, Zhang, Xinyu. Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. COMPUTATIONAL STATISTICS & DATA ANALYSIS[J]. 2011, 55(3): 1331-1341, http://dx.doi.org/10.1016/j.csda.2010.09.023.
[56] Liang, Hua, Zou, Guohua, Wan, Alan T K, Zhang, Xinyu. Optimal Weight Choice for Frequentist Model Average Estimators. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION[J]. 2011, 106(495): 1053-1066, https://www.webofscience.com/wos/woscc/full-record/WOS:000296224200031.
[57] 张新雨, 邹国华. 模型平均方法及其在预测中的应用. 统计研究[J]. 2011, 28(6): 97-102, http://lib.cqvip.com/Qikan/Article/Detail?id=38486120.
[58] Wan, Alan T K, Zhang, Xinyu, Zou, Guohua. Least squares model averaging by Mallows criterion. JOURNAL OF ECONOMETRICS[J]. 2010, 156(2): 277-283, http://dx.doi.org/10.1016/j.jeconom.2009.10.030.
[59] Zhang, Xinyu, Chen, Ti, Wan, Alan T K, Zou, Guohua. Robustness of Stein-type estimators under a non-scalar error covariance structure. JOURNAL OF MULTIVARIATE ANALYSIS[J]. 2009, 100(10): 2376-2388, https://www.webofscience.com/wos/woscc/full-record/WOS:000274975200020.
[60] Liang, Hua, Qin, Yongsong, Zhang, Xinyu, Ruppert, David. Empirical Likelihood-Based Inferences for Generalized Partially Linear Models. SCANDINAVIAN JOURNAL OF STATISTICS[J]. 2009, 36(3): 433-443, https://www.webofscience.com/wos/woscc/full-record/WOS:000268988600004.
[61] Wang, Haiying, Zhang, Xinyu, Zou, Guohua. Frequentist model averaging estimation: a review. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY[J]. 2009, 22(4): 732-748, http://lib.cqvip.com/Qikan/Article/Detail?id=32457978.
[62] 陈缇, 邹国华, 张新雨. 线性混合效应模型预测值关于白噪声偏离的敏感性分析. 数理统计与管理[J]. 2008, 27(5): 869-, https://kns.cnki.net/KCMS/detail/detail.aspx?dbcode=CJFQ&dbname=CJFD2008&filename=SLTJ200805020&v=MjAwNTNvOUhaSVI4ZVgxTHV4WVM3RGgxVDNxVHJXTTFGckNVUjdxZmJ1WnNGeTNoVjczSk5pSGZaTEc0SHRuTXE=.