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Auflistung nach Autor "Wang, Qihua"
Anzeige der Publikationen 1-5 von 5
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2014-01-03DiskussionspapierAn Extended Single Index Model with Missing Response at Random Wang, Qihua; Zhang, Tao; Härdle, Wolfgang KarlAn extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. ...
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2005-10-12BuchEmpirical Likelihood-based Dimension Reduction Inference for Linear Error-in-Responses Models with Validation Study Wang, Qihua; Härdle, Wolfgang KarlIn this paper, linear errors-in-response models are considered in the presence of validation data on the responses. A semiparametric dimension reduction technique is employed to define an estimator of β with asymptotic ...
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2005-10-14BuchEmpirical Likelihood-based Inference in Linear Errors-in-Covariables Models with Validation Data Wang, Qihua; Rao, J. N. K.
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2003-08-06BuchFitting the Smile Revisited Fengler, Matthias R.; Wang, QihuaNonparametric methods for estimating the implied volatility surface or the implied volatility smile are very popular, since they do not impose a specific functional form on the estimate. Traditionally, these methods are ...
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2005-10-06BuchSemiparametric Regression Analysis under Imputation for Missing Response Data Wang, Qihua; Härdle, Wolfgang Karl; Linton, OliverWe develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are ...