Shangyu Xie

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Varying-Coefficient Expectile Model for Estimating Value at Risk Journal of Business and Economic Statistics	2025-01-20	Paper
Trading-flow assisted estimation of the jump activity index Science China. Mathematics	2021-05-05	Paper
A varying coefficient approach to estimating hedonic housing price functions and their quantiles Journal of Applied Statistics	2020-12-04	Paper
OUP accepted manuscript Biometrika	2019-06-24	Paper
Quantile regression methods with varying-coefficient models for censored data Computational Statistics and Data Analysis	2018-08-21	Paper
Variable selection for frailty transformation models with application to diabetic complications The Canadian Journal of Statistics	2016-12-19	Paper
Efficient estimation of integrated volatility incorporating trading information Journal of Econometrics	2016-09-13	Paper
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance Journal of Econometrics	2016-08-04	Paper
Two-stage estimation for seemingly unrelated nonparametric regression models Journal of Systems Science and Complexity	2008-05-07	Paper

Research outcomes over time

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