84 citations · 196 across the 11 of their papers we have counts for
5 papers · 1 filter
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…
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
Degui Li, Yuan Ke, Wenyang Zhang
In this paper, we study the model selection and structure specification for the generalised semi-varying coefficient models (GSVCMs), where the number of potential covariates is al…
A semiparametric spatial dynamic model
Yan Sun, Hongjia Yan, Wenyang Zhang +1
Stimulated by the Boston house price data, in this paper, we propose a semiparametric spatial dynamic model, which extends the ordinary spatial autoregressive models to accommodate…
A semiparametric model for cluster data
Wenyang Zhang, Jianqing Fan, Yan Sun
In the analysis of cluster data, the regression coefficients are frequently assumed to be the same across all clusters. This hampers the ability to study the varying impacts of fac…
Estimation of the covariance matrix of random effects in longitudinal studies
Yan Sun, Wenyang Zhang, Howell Tong
Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in lon…