Wenyang Zhang

发表

Nonparametric homogeneity pursuit in functional-coefficient models

Degui Li, Jia Chen, Lingling Wei, 2021, Journal of Nonparametric Statistics.

A Synthetic Regression Model for Large Portfolio Allocation

Gaorong Li, Wenyang Zhang, Lei Huang, 2021, Journal of Business & Economic Statistics.

Statistical Estimation in Generalized Multiparameter Likelihood Models

Ming-Yen Cheng, Wenyang Zhang, Wenyang Zhang, 2009 .

Approximating conditional density functions using dimension reduction

Liang Peng, Jianqing Fan, Qiwei Yao, 2009 .

Variable Bandwidth Selection in Varying-Coefficient Models

Wenyang Zhang, Wenyang Zhang, Sik-Yum Lee, 2000 .

Identification of the constant components in generalised semivarying coefficient models by cross-validation

Wenyang Zhang, 2011 .

A SEMIPARAMETRIC MODEL FOR CLUSTER DATA.

Jianqing Fan, Yan Sun, Wenyang Zhang, 2009, Annals of statistics.

Local Polynomial Fitting in Semivarying Coefficient Model

Xin-Yuan Song, Wenyang Zhang, Wenyang Zhang, 2002 .

A Semiparametric Threshold Model for Censored Longitudinal Data Analysis

Jialiang Li, Wenyang Zhang, Wenyang Zhang, 2011 .

Generalised likelihood ratio tests for spectral density

Jianqing Fan, Wenyang Zhang, Jianqing Fan, 2004 .

Estimation in generalised varying-coefficient models with unspecified link functions

Yingcun Xia, Degui Li, Wenyang Zhang, 2015 .

Efficient estimation for semivarying‐coefficient models

Yingcun Xia, Howell Tong, Wenyang Zhang, 2004 .

Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models

Yuan Ke, Degui Li, Wenyang Zhang, 2015 .

Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models

Jianqing Fan, Wenyang Zhang, Jianqing Fan, 2000 .

A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation

John Box, Shaojun Guo, Wenyang Zhang, 2015, 1506.01407.