Wenyang Zhang

Search results

• 2024

  A Multi-Kink Quantile Regression Model with Common Structure for Panel Data Analysis

  Sun, Y., Wan, C., Zhang, W. & Zhong, W., 23 Feb 2024, In: Journal of Econometrics. 239, 12 p., 105304.

  Research output: Contribution to journal › Article › peer-review
• 2023

  A Class of Structured High Dimensional Dynamic Covariance Matrices

  Yang, J., Lian, H. & Zhang, W., 14 Mar 2023, (E-pub ahead of print) In: Communications in Mathematics and Statistics.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• Structured Ultrahigh Dimensional Multiple-Index Models With Efficient Estimation in Computation and Theory

  Lin, H., Zhao, S., Liu, L. & Zhang, W., 1 Mar 2023, In: Statistica Sinica. 33, 3, p. 2137-2160 24 p.

  Research output: Contribution to journal › Article › peer-review

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• 2022

  Multi-Kink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis

  Wan, C., Zhong, W., Zhang, W. & Zou, C., 11 Apr 2022, (E-pub ahead of print) In: Biometrics (Journal of the International Biometric Society). 14 p.

  Research output: Contribution to journal › Article › peer-review
• 2021

  A Synthetic Regression Model for Large Portfolio Allocation

  Li, G., Huang, L., Yang, J. & Zhang, W., 31 Aug 2021, In: Journal of Business and Economic Statistics. 40, 4, p. 1665-1677

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• Estimation and Inference for Multi-Kink Quantile Regression

  Zhong, W., Wan, C. & Zhang, W., 22 Apr 2021, (E-pub ahead of print) In: Journal of Business and Economic Statistics. 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• Evidence for enhanced neutron-proton correlations from the level structure of the N=Z+1 nucleus 87Tc

  Liu, X., Cederwall, B., Qi, C., Wyss, R. A., Aktas, Ertoprak, A., Zhang, W., Clément, E., De France, G., Ralet, D., Gadea, A., Goasduff, A., Jaworski, G., Kuti, I., Nyakó, B. M., Nyberg, J., Palacz, M., Wadsworth, R., Valiente-Dobón, J. J. & Al-Azri, H. & 52 others, Ataç Nyberg, A., Bäck, T., De Angelis, G., Doncel, M., Dudouet, J., Gottardo, A., Jurado, M., Ljungvall, J., Mengoni, D., Napoli, D. R., Petrache, C. M., Sohler, D., Timár, J., Barrientos, D., Bednarczyk, P., Benzoni, G., Birkenbach, B., Boston, A. J., Boston, H. C., Burrows, I., Charles, L., Ciemala, M., Crespi, F. C. L., Cullen, D. M., Désesquelles, P., Domingo-Pardo, C., Eberth, J., Erduran, N., Ertürk, S., González, V., Goupil, J., Hess, H., Huyuk, T., Jungclaus, A., Korten, W., Lemasson, A., Leoni, S., Maj, A., Menegazzo, R., Million, B., Perez-Vidal, R. M., Podolyàk, Z., Pullia, A., Recchia, F., Reiter, P., Saillant, F., Salsac, M. D., Sanchis, E., Simpson, J., Stezowski, O., Theisen, C. & Zielińska, M., 20 Aug 2021, In: Physical Review C. 104, 2, L021302.

  Research output: Contribution to journal › Article › peer-review

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• Interaction between filaments and ICRF in the plasma edge

  the ASDEX Upgrade Team & The EUROfusion MST1 Team , 1 Mar 2021, In: Nuclear Materials and Energy. 26, 6 p., 100941.

  Research output: Contribution to journal › Article › peer-review

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• Nonparametric Homogeneity Pursuit in Functional-Coefficient Models

  Chen, J., Li, D., Wei, L. & Zhang, W., 14 Jul 2021, (E-pub ahead of print) In: Journal of Nonparametric Statistics. 33, 3-4, p. 387-416 30 p.

  Research output: Contribution to journal › Article › peer-review

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• 2020

  A New Multilevel Modelling Approach for Clustered Survival Data

  Xu, J., Yue, M. & Zhang, W., 3 Mar 2020, (E-pub ahead of print) In: Econometric Theory. p. 1-44 44 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• Estimation of Low Rank High Dimensional Multivariate Linear Models for Multi-response Data

  Zou, C., Ke, Y. & Zhang, W., 26 Aug 2020, (E-pub ahead of print) In: Journal of the American Statistical Association.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• High Dimensional Dynamic Covariance Matrices with Homogeneous Structure

  Ke, Y., Lian, H. & Zhang, W., 28 Jul 2020, (E-pub ahead of print) In: Journal of Business and Economic Statistics. p. 1-16 16 p.

  Research output: Contribution to journal › Article › peer-review

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• Nonlinear Factor-Augmented Predictive Regression Models with Functional Coefficients

  Li, D., Tosasukul, J. & Zhang, W., May 2020, In: Journal of Time Series Analysis. 41, 3, p. 367-386 20 p.

  Research output: Contribution to journal › Article › peer-review

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• 2019

  Homogeneity Pursuit in Single Index Models based Panel Data Analysis

  Lian, H., Qiao, X. & Zhang, W., 15 Oct 2019, (E-pub ahead of print) In: Journal of Business and Economic Statistics. 16 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• Subgroup Identification via Homogeneity Pursuit for Dense Longitudinal/Spatial Data

  Li, J., Yue, M. & Zhang, W., 7 May 2019, (E-pub ahead of print) In: Statistics in Medicine. p. 1-16 16 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• 2018

  Efficient Estimation and Computation for the Generalized Additive Models with Unknown Link Function

  Lin, H., Pan, L., Lv, S. & Zhang, W., Feb 2018, In: Journal of Econometrics. 202, 2, p. 230–244

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• Factor Models for Asset Returns Based on Transformed Factors

  Li, J., Zhang, W. & Kong, E., 3 Oct 2018, (E-pub ahead of print) In: Journal of Econometrics. 207, 2, p. 432-448 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• 2017

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

  Guo, S., Box, J. L. & Zhang, W., 2 Jan 2017, In: Journal of the American Statistical Association. 112, 517, p. 235-253 19 p.

  Research output: Contribution to journal › Article › peer-review
• 2016

  Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis

  Xia, X., Jiang, B., Li, J. & Zhang, W., 1 Oct 2016, In: Lifetime Data Analysis. 22, 4, p. 547-569 23 p.

  Research output: Contribution to journal › Article › peer-review

• Semi-varying coefficient multinomial logistic regression for disease progression risk prediction

  Ke, Y., Fu, B. & Zhang, W., 5 Oct 2016, In: Statistics in Medicine. 35, 26, p. 4764-4778 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• Structure Identification in Panel Data Analysis

  Ke, Y., Li, J. & Zhang, W., 11 Apr 2016, (E-pub ahead of print) In: Annals of Statistics. 44, 3, p. 1193-1233

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• 2015

  Estimation in generalised varying-coefficient models with unspecified link functions

  Zhang, W., Li, D. & Xia, Y., Jul 2015, In: Journal of Econometrics. 187, 1, p. 238-255 18 p.

  Research output: Contribution to journal › Article › peer-review

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

  Li, D., Ke, Y. & Zhang, W., 6 Dec 2015, In: Annals of Statistics. 43, 6, p. 2676-2705 30 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• 2014

  A semiparametric spatial dynamic model

  Sun, Y., Yan, H., Zhang, W. & Lu, Z., Apr 2014, In: Annals of Statistics. 42, 2, p. 700-727

  Research output: Contribution to journal › Article › peer-review

  Open Access

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• A smoothing dynamic model for irregularly time-spaced longitudinal data

  Fu, B. & Zhang, W., 2014, In: Journal of Biopharmaceutical Statistics. 24, 4, p. 944-957 14 p.

  Research output: Contribution to journal › Article › peer-review
• 2013

  Discussion on "Large covariance estimation by thresholding principal orthogonal complements"

  Zhang, W. & Peng, H., Sept 2013, In: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY. 75, 4, p. 603–680

  Research output: Contribution to journal › Article

• The connection between cross-validation and AIC in a semiparametric family

  Peng, H., Yan, H. & Zhang, W., 2013, In: Journal of Nonparametric Statistics. 25, 2, p. 475-485

  Research output: Contribution to journal › Article › peer-review
• 2012

  Estimation and model selection in a class of semiparametric models for cluster data

  Li, J., Sun, Y. & Zhang, W., Aug 2012, In: Annals of the Institute of Statistical Mathematics. 64, 4, p. 835-856 22 p.

  Research output: Contribution to journal › Article › peer-review

• Semiparametric likelihood estimation in the survival models with informative censoring

  Lu, Z. & Zhang, W., Apr 2012, In: Journal of Multivariate Analysis. 106, p. 187-211 25 p.

  Research output: Contribution to journal › Article › peer-review
• 2011

  A semiparametric threshold model for censored longitudinal data analysis

  Li, J. & Zhang, W., Jun 2011, In: Journal of the American Statistical Association. 106, 494, p. 685-696 12 p.

  Research output: Contribution to journal › Article › peer-review

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

  Zhang, W., Oct 2011, In: Statistica Sinica. 21, 4, p. 1913-1929 17 p.

  Research output: Contribution to journal › Article › peer-review

• Optimal zone for bandwidth selection in semiparametric models

  Li, J., Zhang, W. & Wu, Z., Sept 2011, In: Journal of Nonparametric Statistics. 23, 3, p. 701-717 17 p.

  Research output: Contribution to journal › Article › peer-review

• 2010

  Simultaneous confidence band and hypothesis test in generalized varying-coefficient models

  Zhang, W. & Peng, H., 2010, In: Journal of Multivariate Analysis. 101, 7, p. 1656-1680

  Research output: Contribution to journal › Article › peer-review

• 2009

  Approximating conditional density functions using dimension reduction

  Fan, J., Peng, L., Yao, Q. & Zhang, W., Jul 2009, In: Acta Mathematicae Applicatae Sinica. 25, 3, p. 445-456 12 p.

  Research output: Contribution to journal › Article › peer-review

• A semiparametric model for cluster data

  Zhang, W., Fan, J. & Sun, Y., Oct 2009, In: Annals of Statistics. 37, 5A, p. 2377-2408 32 p.

  Research output: Contribution to journal › Article › peer-review

• Local polynomial modelling for varying-coefficient informative survival models

  Zhang, W., Sun, Y., Zhang, J.-T. & Wang, D., Jul 2009, In: Statistica Sinica. 19, 3, p. 1319-1335 17 p.

  Research output: Contribution to journal › Article › peer-review

• Nonlinear dynamical structural equation models with latent variables

  Zhang, W. & Lee, S. Y., 2009, In: Quantitative Finance. 9, 3, p. 305-314

  Research output: Contribution to journal › Article › peer-review

• Statistical estimation in generalized multiparameter likelihood models

  Cheng, M.-Y., Zhang, W. & Chen, L., Jan 2009, In: Journal of the American Statistical Association. 104, 487, p. 1179-1191 13 p.

  Research output: Contribution to journal › Article › peer-review