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Wenyang Zhang

Personal Details

First Name:Wenyang
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh1197
[This author has chosen not to make the email address public]

Affiliation

Faculty of Business Administration
University of Macau

Macau, Macao
https://fba.umac.mo/
RePEc:edi:fbmacmo (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019. "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers 19/03, Department of Economics, University of York.
  2. Zhang, Wenyang & Yao, Qiwei & Tong, Howell & Stenseth, Nils Chr, 2003. "Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction," LSE Research Online Documents on Economics 5832, London School of Economics and Political Science, LSE Library.
  3. Cai, Zongwu & Yao, Qiwei & Zhang, Wenyang, 2001. "Smoothing for discrete-valued time series," LSE Research Online Documents on Economics 6095, London School of Economics and Political Science, LSE Library.

Articles

  1. Chuang Wan & Hao Zeng & Wenyang Zhang & Wei Zhong & Changliang Zou, 2025. "Data‐driven estimation for multithreshold accelerated failure time model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 52(1), pages 447-468, March.
  2. Sun, Yan & Wan, Chuang & Zhang, Wenyang & Zhong, Wei, 2024. "A Multi-Kink quantile regression model with common structure for panel data analysis," Journal of Econometrics, Elsevier, vol. 239(2).
  3. Chuang Wan & Wei Zhong & Wenyang Zhang & Changliang Zou, 2023. "Multikink quantile regression for longitudinal data with application to progesterone data analysis," Biometrics, The International Biometric Society, vol. 79(2), pages 747-760, June.
  4. Wei Zhong & Chuang Wan & Wenyang Zhang, 2022. "Estimation and Inference for Multi-Kink Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1123-1139, June.
  5. Gaorong Li & Lei Huang & Jin Yang & Wenyang Zhang, 2022. "A Synthetic Regression Model for Large Portfolio Allocation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1665-1677, October.
  6. Changliang Zou & Yuan Ke & Wenyang Zhang, 2022. "Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(538), pages 693-703, April.
  7. Yuan Ke & Heng Lian & Wenyang Zhang, 2022. "High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 96-110, January.
  8. Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021. "Nonparametric homogeneity pursuit in functional-coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
  9. Heng Lian & Xinghao Qiao & Wenyang Zhang, 2021. "Homogeneity Pursuit in Single Index Models based Panel Data Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 386-401, March.
  10. Degui Li & Jiraroj Tosasukul & Wenyang Zhang, 2020. "Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(3), pages 367-386, May.
  11. Xu, Jinfeng & Yue, Mu & Zhang, Wenyang, 2020. "A New Multilevel Modeling Approach For Clustered Survival Data," Econometric Theory, Cambridge University Press, vol. 36(4), pages 707-750, August.
  12. Li, Jialiang & Zhang, Wenyang & Kong, Efang, 2018. "Factor models for asset returns based on transformed factors," Journal of Econometrics, Elsevier, vol. 207(2), pages 432-448.
  13. Lin, Huazhen & Pan, Lixian & Lv, Shaogao & Zhang, Wenyang, 2018. "Efficient estimation and computation for the generalised additive models with unknown link function," Journal of Econometrics, Elsevier, vol. 202(2), pages 230-244.
  14. Shaojun Guo & John Leigh Box & Wenyang Zhang, 2017. "A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 235-253, January.
  15. Xiaochao Xia & Binyan Jiang & Jialiang Li & Wenyang Zhang, 2016. "Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(4), pages 547-569, October.
  16. Jianqing Fan & Wenyang Zhang, 2015. "Discussion," International Statistical Review, International Statistical Institute, vol. 83(1), pages 65-68, April.
  17. Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
  18. Heng Peng & Hongjia Yan & Wenyang Zhang, 2013. "The connection between cross-validation and Akaike information criterion in a semiparametric family," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 475-485, June.
  19. Yan Sun & Jialiang Li & Wenyang Zhang, 2012. "Estimation and model selection in a class of semiparametric models for cluster data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 835-856, August.
  20. Lu, Zudi & Zhang, Wenyang, 2012. "Semiparametric likelihood estimation in survival models with informative censoring," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 187-211.
  21. Li, Jialiang & Zhang, Wenyang, 2011. "A Semiparametric Threshold Model for Censored Longitudinal Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 685-696.
  22. Jialiang Li & Wenyang Zhang & Zhengxiao Wu, 2011. "Optimal zone for bandwidth selection in semiparametric models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 701-717.
  23. Jianqing Fan & Jin-Ting Zhang & Wenyang Zhang, 2010. "Comments on: Dynamic relations for sparsely sampled Gaussian processes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 37-42, May.
  24. Zhang, Wenyang & Peng, Heng, 2010. "Simultaneous confidence band and hypothesis test in generalised varying-coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1656-1680, August.
  25. Cheng, Ming-Yen & Zhang, Wenyang & Chen, Lu-Hung, 2009. "Statistical Estimation in Generalized Multiparameter Likelihood Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1179-1191.
  26. Wenyang Zhang & Sik-Yum Lee, 2009. "Nonlinear dynamical structural equation models," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 305-314.
  27. Wenyang Zhang & Fiona Steele, 2004. "A semiparametric multilevel survival model," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 53(2), pages 387-404, April.
  28. Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003. "Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction," Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
  29. Zhang, Wenyang & Lee, Sik-Yum & Song, Xinyuan, 2002. "Local Polynomial Fitting in Semivarying Coefficient Model," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 166-188, July.
  30. Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001. "Smoothing for discrete‐valued time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 357-375.
  31. Zhang, Wenyang & Lee, Sik-Yum, 2000. "Variable Bandwidth Selection in Varying-Coefficient Models," Journal of Multivariate Analysis, Elsevier, vol. 74(1), pages 116-134, July.
  32. Jianqing Fan & Wenyang Zhang, 2000. "Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 715-731, December.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2019-03-18
  2. NEP-ORE: Operations Research (1) 2019-03-18

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