418 citations
- Chinese Academy of SciencesCN58 papers
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- The University of SydneyAU4 papers
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Showing 2011Show all
3 papers · 1 filter
stat.ME2011
Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
Peng Lai, Qihua Wang, Heng Lian
In this paper, we present a generalized estimating equations based estimation approach and a variable selection procedure for single-index models when the observed data are cluster…
math.DS2011
Combinatorial rigidity of multicritical maps
Wenjuan Peng, Lei Tan
We combine the KSS nest constructed by Kozlovski, Shen and van Strien, and the analytic method proposed by Avila, Kahn, Lyubich and Shen to prove the combinatorial rigidity of mult…
q-fin.TR2011★ 1 cited
Inside Trading, Public Disclosure and Imperfect Competition
Fuzhou Gong, Hong Liu
In this paper, we present a multi-period trading model in the style of Kyle (1985)'s inside trading model, by assuming that there are at least two insiders in the market with long-…