partially supported by the National Natural Science Foundation of China(No.11861042);the Fundamental Research Funds for the Central Universities;the Research Funds of Renmin University of China(No.18XNL012)。
In this article, we put forward a new approach to estimate multiple conditional regression quantiles simultaneously. Unlike the double summation method in most of the literatures, our proposed model allows continuous ...
Supported by the National Natural Science Foundation of China(NSFC)(No.11471203);the Graduate Innovation Fund of Shanghai University of Finance and Economics(CXJJ-2013-459)
In this paper we investigate the robust estimation of generalized varying coefficient models in which the unknown regression coefficients may change with different explanatory variables. Based on the B-spline series a...
supported by SHUFE Graduate Innovation and Creativity Funds(No.2011130151);supported by grants from the National Natural Science Foundation of China(NSFC)(No.11071154);partially supported by the Leading Academic Discipline Program;211 Project for Shanghai University of Finance and Economics
This paper is concerned with the statistical inference of partially linear varying coefficient dynamic panel data model with incidental parameter, including efficient estimation of the parametric and nonparametric com...
the Knowledge Innovation Project of Chinese Academy of Sciences (No.KZCX2-SW-118);the National Natural Science Foundation of China (No.70221001).
Consider the partly linear regression model , where y i ’s are responses, are known and nonrandom design points, is a compact set in the real line , β = (β 1, ··· , β ...