Nonparametric Monte Carlo tests and their applications

von Zhu, Lixing
Veröffentlicht 2005

Empirical likelihood for a varying coefficient model with longitudinal data

von Xue, Liugen
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2007)

Testing for serial correlation and random effects in a two-way error component regression model

von Wu, Jianhong
Veröffentlicht in Economic modelling (2011)

A review on dimension-reduction based tests for regressions

von Xu, Guo
Veröffentlicht in From statistics to mathematical finance (2017)

Zhu Shunshui de yi sheng

von Zhu, Lixing
Veröffentlicht 711982

Generalized single-index models : the EFM approach

von Cui, Xia
Veröffentlicht 2009

Empirical likelihood inference in nonlinear errors-in-covariables models with validation data

von Stute, Winfried
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2007)

On sliced inverse regression with high-dimensional covariates

von Zhu, Lixing
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2006)

On a projective resampling method for dimension reduction with multivariate responses

von Li, Bing
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2008)

Almost stochastic dominance for risk averters and risk seeker

von Guo, Xu
Veröffentlicht in Finance research letters (2016)

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

von Fan, Yan
Veröffentlicht in Journal of business & economic statistics (2018)

A note on almost stochastic dominance

Veröffentlicht in Economics letters (2013)

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

von Guo, Xu
Veröffentlicht in The North American journal of economics and finance (2017)

A general optimal investment model in the presence of background risk

von Alghalith, Moawia
Veröffentlicht in Annals of financial economics (2016)

The two-moment decision model with additive risks

von Guo, Xu
Veröffentlicht in Risk management (2018)

Moment conditions for Almost Stochastic Dominance

Veröffentlicht in Economics letters (2014)

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

von Guo, Xu
Veröffentlicht in Risk management (2019)