84 citations · 196 across the 11 of their papers we have counts for
11 papers
A Flexible and Parsimonious Modelling Strategy for Clustered Data Analysis
Tao Huang, Youquan Pei, Jinhong You +1
Statistical modelling strategy is the key for success in data analysis. The trade-off between flexibility and parsimony plays a vital role in statistical modelling. In clustered da…
Model Averaging based Semiparametric Modelling for Conditional Quantile Prediction
Chaohui Guo, Wenyang Zhang
In real data analysis, the underlying model is usually unknown, modelling strategy plays a key role in the success of data analysis. Stimulated by the idea of model averaging, we p…
Multi-Kink Quantile Regression for Longitudinal Data with Application to the Progesterone Data Analysis
Chuang Wan, Wei Zhong, Wenyang Zhang +1
Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multi-kink quantile regression model for lo…
Estimation and Inference for Multi-Kink Quantile Regression
Wei Zhong, Chuang Wan, Wenyang Zhang
The Multi-Kink Quantile Regression (MKQR) model is an important tool for analyzing data with heterogeneous conditional distributions, especially when quantiles of response variable…
Homogeneity Pursuit in Single Index Models based Panel Data Analysis
Heng Lian, Xinghao Qiao, Wenyang Zhang
Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e…
Factor Models for Asset Returns Based on Transformed Factors
Efang Kong, Jialiang Li, Wenyang Zhang
The Fama-French three factor models are commonly used in the description of asset returns in finance. Statistically speaking, the Fama-French three factor models imply that the ret…