2 papers
econ.EM2021
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…
stat.ME2016
Optimal model averaging forecasting in high-dimensional survival analysis
Xiaodong Yan, Hongni Wang, Wei Wang +3
This article considers ultrahigh-dimensional forecasting problems with survival response variables. We propose a two-step model averaging procedure for improving the forecasting ac…