Browsing by Author "Zhu, Lixing"

Now showing items 1-3 of 3

2013-02-13Diskussionspapier

Composite Quantile Regression for the Single-Index Model

Fan, Yan; Härdle, Wolfgang Karl; Wang, Weining; Zhu, Lixing

Quantile regression is in the focus of many estimation techniques and is an important tool in data analysis. When it comes to nonparametric specifications of the conditional quantile (or more generally tail) curve one ...
2009-10-28Diskussionspapier

Generalized single-index models

Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing

Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, ...
2011-01-03Diskussionspapier

Mean Volatility Regressions

Lin, Lu; Li, Feng; Zhu, Lixing; Härdle, Wolfgang Karl

Motivated by increment process modeling for two correlated random and non-random systems from a discrete-time asset pricing with both risk free asset and risky security, we propose a class of semiparametric regressions for ...