4 citations · 5 across the 4 of their papers we have counts for
5 papers
Almost sure invariance principle of mixing time series in Hilbert space
Jianya Lu, Wei Biao Wu, Zhijie Xiao +1
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary mixing stochastic processes defined on Hilbert space. Our result can…
Bootstrap inference for panel data quantile regression
Antonio F. Galvao, Thomas Parker, Zhijie Xiao
This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampl…
Bi-integrative analysis of two-dimensional heterogeneous panel data model
Wei Wang, Xiaodong Yan, Yanyan Ren +1
Heterogeneous panel data models that allow the coefficients to vary across individuals and/or change over time have received increasingly more attention in statistics and econometr…
Estimation and Inference about Tail Features with Tail Censored Data
Yulong Wang, Zhijie Xiao
This paper considers estimation and inference about tail features when the observations beyond some threshold are censored. We first show that ignoring such tail censoring could le…
Consistency of Penalized Negative Binomial Regressions
Fang Xie, Zhijie Xiao
We prove the consistency of the penalized negative binomial regression (NBR). A real data application about German health care demand shows that the penalized NBR…