Alan T. K. Wan

发表

Quantile regression methods with varying-coefficient models for censored data

Yong Zhou, Shangyu Xie, Alan T. K. Wan, 2015, Comput. Stat. Data Anal..

Reducing Simulation Input-Model Risk via Input Model Averaging

Xinyu Zhang, Barry L. Nelson, Guohua Zou, 2020 .

On generalized ridge regression estimators under collinearity and balanced loss

Alan T. K. Wan, 2002, Appl. Math. Comput..

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

Xinyu Zhang, Jan R. Magnus, Alan T. K. Wan, 2011, Comput. Stat. Data Anal..

On the sensitivity of the one-sided t test to covariance misspecification

Guohua Zou, Alan T. K. Wan, Huaizhen Qin, 2009, J. Multivar. Anal..

The moments of the operational almost unbiased ridge regression estimator

Fikri Akdeniz, Alan T. K. Wan, Güzin Yüksel, 2004, Appl. Math. Comput..

Further results on the generalized Liu-type estimators under the balanced loss function

Esra Akdeniz Duran, Ti Chen, Fikri Akdeniz, 2007, Model. Assist. Stat. Appl..

Frequentist Model Averaging with missing observations

Michael Schomaker, Christian Heumann, Alan T. K. Wan, 2010, Comput. Stat. Data Anal..

Robustness of Stein-type estimators under a non-scalar error covariance structure

Xinyu Zhang, Guohua Zou, Ti Chen, 2009, J. Multivar. Anal..

Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects

Rui Li, Alan T. K. Wan, Jinhong You, 2016, Comput. Stat. Data Anal..

AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories

Jing Lv, Jun Liao, Alan T. K. Wan, 2020, Journal of the American Statistical Association.

On the use of spline smoothing in estimating hedonic housing price models: Empirical evidence using Hong Kong data

Alan T. K. Wan, Helen X. H. Bao, 2004 .

Predicting daily highs and lows of exchange rates: a cointegration analysis

Alan T. K. Wan, Angela He, 2009 .

Handbook of applied econometrics and statistical inference

Alan T. K. Wan, Anoop Chaturvedi, Aman Ullah, 2002 .

Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure

Alan T. K. Wan, Guohua Zou, 2003 .

Optimal Weight Choice for Frequentist Model Average Estimators

Alan T. K. Wan, Hua Liang, Guohua Zou, 2011 .

Further Results on Optimal Critical Values of Pre-Test When Estimating the Regression Error Variance

Guohua Zou, Alan T. K. Wan, Kazuhiro Ohtani, 2006 .

Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

Yong Zhou, Shangyu Xie, Alan T. K. Wan, 2010 .

A High-Low Model of Daily Stock Price Ranges

Alan T. K. Wan, Y. Cheung, S. Cheung, 2008, SSRN Electronic Journal.

A trading strategy based on Callable Bull/Bear Contracts

Alan T. K. Wan, Ying-Wong Cheung, Angela He, 2010 .

An empirical model of daily highs and lows of West Texas Intermediate crude oil prices

Alan T. K. Wan, Angela He, Jerry T.K. Kwok, 2010 .

On the Use of Model Averaging in Tourism Research

Xinyu Zhang, Alan T. K. Wan, Xinyu Zhang, 2009 .

Model averaging by jackknife criterion in models with dependent data

Guohua Zou, Alan T. K. Wan, Xinyu Zhang, 2013 .

A varying coefficient approach to estimating hedonic housing price functions and their quantiles

Alan T. K. Wan, Yong Zhou, Shangyu Xie, 2017 .

Estimating the error variance after a pre-test for an inequality restriction on the coefficients

Alan T. K. Wan, 1996 .

A note on almost unbiased generalized ridge regression estimator under asymmetric loss

Alan T. K. Wan, 1999 .

Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss

Alan T. K. Wan, 1994 .

Model averaging estimators for the stochastic frontier model

Christopher F. Parmeter, Alan T. K. Wan, Xinyu Zhang, 2019, Journal of Productivity Analysis.

Efficient Quantile Regression Analysis With Missing Observations

Yong Zhou, Xuerong Chen, Alan T. K. Wan, 2015 .

Improved multivariate prediction in a general linear model with an unknown error covariance matrix

Alan T. K. Wan, Anoop Chaturvedi, A. Chaturvedi, 2002 .

Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors

Guohua Zou, Alan T. K. Wan, Xiaoyong Wu, 2007 .

Combining least-squares and quantile regressions

Alan T. K. Wan, Yong Zhou, Yuan Yuan, 2011 .

A semiparametric generalized ridge estimator and link with model averaging

Guohua Zou, Alan T. K. Wan, Aman Ullah, 2017 .

A Varying-Coefficient Expectile Model for Estimating Value at Risk

Yong Zhou, Shangyu Xie, Alan T. K. Wan, 2014 .

Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold

Alan T. K. Wan, Xinyu Zhang, Xinyu Zhang, 2012 .

THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL

Alan T. K. Wan, 1994 .

Minimax and Γ-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted

Andy H. Lee, Guohua Zou, Alan T. K. Wan, 2000 .

Least squares model averaging by Mallows criterion

Guohua Zou, Alan T. K. Wan, Xinyu Zhang, 2010 .

Minimum mean-squared error estimation in linear regression with an inequality constraint

Alan T. K. Wan, Kazuhiro Ohtani, K. Ohtani, 2000 .

Adaptive LASSO for varying-coefficient partially linear measurement error models

Guohua Zou, Alan T. K. Wan, HaiYing Wang, 2013 .

Model averaging for varying-coefficient partially linear measurement error models

Guohua Zou, Alan T. K. Wan, HaiYing Wang, 2012 .

A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model

Guohua Zou, Alan T. K. Wan, Xinyu Zhang, 2018, Journal of the American Statistical Association.

A quantile varying-coefficient regression approach to length-biased data modeling

Alan T. K. Wan, Yong Zhou, Xuerong Chen, 2014 .

A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors

Alan T. K. Wan, J. You, Riquan Zhang, 2016 .

A semiparametric linear transformation model for general biased-sampling and right-censored data

Alan T. K. Wan, Yong Zhou, W. Wei, 2019, Statistics and Its Interface.

Partially linear transformation model for length-biased and right-censored data

Alan T. K. Wan, Yong Zhou, W. Wei, 2018 .

Generalized Liu Type Estimators Under Zellner's Balanced Loss Function

Alan T. K. Wan, F. Akdeniz, E. Akdeniz, 2005 .

Estimating Equations Inference With Missing Data

Alan T. K. Wan, Yong Zhou, Xiaojing Wang, 2008 .

A model averaging approach for the ordered probit and nested logit models with applications

Alan T. K. Wan, Xinyu Zhang, Longmei Chen, 2018 .

Local Sensitivity in the Inequality Restricted Linear Model

Alan T. K. Wan, Huaizhen Qin, Guohua Zou, 2008 .

THE OPTIMAL CRITICAL VALUE OF A PRE‐TEST FOR AN INEQUALITY RESTRICTION IN A MIS‐SPECIFIED REGRESSION MODEL

Alan T. K. Wan, 1995 .

Least Squares Model Combining by Mallows Criterion

Guohua Zou, Alan T. K. Wan, Xinyu Zhang, 2008 .

Missing data analysis with sufficient dimension reduction

Alan T. K. Wan, Yong Zhou, Siming Zheng, 2022, Canadian Journal of Statistics.

SUR Models with Integrated Regressors

Alan T. K. Wan, John W. Galbraith, J. Galbraith, 2002 .

The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions

Alan T. K. Wan, A. Banerjee, Guohua Zou, 2007 .

On the Sampling Performance of an Improved Stein Inequality Restricted Estimator

Alan T. K. Wan, Kazuhiro Ohtani, K. Ohtani, 1998 .

Frequentist model averaging for zero‐inflated Poisson regression models

Alan T. K. Wan, Dalei Yu, Jianhong Zhou, 2022, Statistical Analysis and Data Mining: The ASA Data Science Journal.

A varying-coefficient partially linear transformation model for length-biased data with an application to HIV vaccine studies

Alan T. K. Wan, Yong Zhou, Wei Zhao, 2022, The international journal of biostatistics.

Kernel Averaging Estimators

Alan T. K. Wan, Rong Zhu, Guohua Zou, 2021, Journal of Business & Economic Statistics.

STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES

Alan T. K. Wan, A. Chaturvedi, S. P. Singh, 2001 .

The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss

Alan T. K. Wan, 1994 .

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION

Alan T. K. Wan, K. Ohtani, 2002 .

Double k -class estimators in regression models with non-spherical disturbances

Alan T. K. Wan, A. Chaturvedi, 2001 .

Improved Estimators of Hedonic Housing Price Models

Alan T. K. Wan, Helen X. H. Bao, 2006 .

Unbiased estimation of the MSE matrices of improved estimators in linear regression

Alan T. K. Wan, Guohua Zou, A. Chaturvedi, 2003 .

Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients

Alan T. K. Wan, W. Griffiths, 1998 .

Model Averaging for Support Vector Machine by J−fold Cross-Validation*

Guohua Zou, Alan T. K. Wan, Jiahui Zou, 2021, 2112.14578.

Estimating Equations Inference With Missing Data

Alan T. K. Wan, Yong Zhou, Xiaojing Wang, 2008 .

Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances

Alan T. K. Wan, A. Chaturvedi, 2000 .

Smoothed Rank Regression for the Accelerated Failure Time Competing Risks Model with Missing Cause of Failure.

Yong Zhou, Alan T. K. Wan, Peter B Gilbert, 2019, Statistica Sinica.

Frequentist Model Averaging for the Nonparametric Additive Model

Alan T. K. Wan, Shuyuan He, Guohua Zou, 2021 .

A composite nonparametric product limit approach for estimating the distribution of survival times under length-biased and right-censored data

Alan T. K. Wan, Yong Zhou, Wei Zhao, 2020 .

RANGE-BASED PRICE FORECASTS AND A TRADING STRATEGY FOR CORN AND SOYBEANS FUTURES

Alan T. K. Wan, B. Chan, 2013 .

On the asymptotic distribution of model averaging based on information criterion

Alan T. K. Wan, Guohua Zou, Xinyu Zhang, 2019, 1910.12208.

Inequality restricted and pre-test estimation in a mis-specified econometric model

Alan T. K. Wan, 1993 .

Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non‐Spherical Disturbances

Alan T. K. Wan, A. Chaturvedi, 2000 .

On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data

Alan T. K. Wan, Yong Zhou, Xuerong Chen, 2018, Scandinavian Journal of Statistics.

On discrimination and the status of immigrants in the Hong Kong labour market

Alan T. K. Wan, 2006 .

Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis

Alan T. K. Wan, A. K. F. Ho, 2002 .

Wage earnings of Chinese immigrants: a semi-parametric analysis

Alan T. K. Wan, 2008 .

Model averaging for interval-valued data

Alan T. K. Wan, Shouyang Wang, Xinyu Zhang, 2021, Eur. J. Oper. Res..

Jackknife model averaging for high‐dimensional quantile regression

Alan T. K. Wan, Guohua Zou, Xinyu Zhang, 2021, Biometrics.

The limiting power of autocorrelation tests in regression models with linear restrictions

Alan T. K. Wan, A. Banerjee, Guohua Zou, 2004 .

On the Sensitivity of the Restricted Least Squares Estimators to Covariance Misspecification

Guohua Zou, Alan T. K. Wan, Huaizhen Qin, 2007 .

SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS

Alan T. K. Wan, V. K. Srivastava, 2002 .

The exact density and distribution functions of the inequality constrained and pre-test estimators

Alan T. K. Wan, 1997 .

Frequentist model averaging for multinomial and ordered logit models

Alan T. K. Wan, Shouyang Wang, Xinyu Zhang, 2014 .

Post-J test inference in non-nested linear regression models

Alan T. K. Wan, Yanqin Fan, Guohua Zou, 2015 .

A varying-coefficient approach to estimating multi-level clustered data models

Alan T. K. Wan, Yong Zhou, Jinhong You, 2015 .

ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS

Alan T. K. Wan, Huaizhen Qin, 2004, Econometric Theory.

Frequentist model averaging under inequality constraints

Alan T. K. Wan, Rong Zhu, Guohua Zou, 2022, Journal of Statistical Planning and Inference.

On the use of the f ratio in a mis-specified model with an interval restriction ∗

Alan T. K. Wan, Minxian Yang, 1995 .

On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms

Alan T. K. Wan, 1996 .

Model averaging in a multiplicative heteroscedastic model

Xinyu Zhang, Yanyuan Ma, Alan T. K. Wan, 2017, Econometric Reviews.

Optimal model averaging for multivariate regression models

Alan T. K. Wan, Shuyuan He, Guohua Zou, 2021, J. Multivar. Anal..

Working Paper : 2013053 Title of Paper A varying-coefficient expectile model for estimating Value at Risk

Alan T. K. Wan, Yong Zhou, Shangyu Xie, 2013 .