Weining Wang

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All published works

Action	Title	Year	Authors
+ PDF Chat	Conditional nonparametric variable screening by neural factor regression	2024	Jianqing Fan Weining Wang Yue Zhao
+	Policy choice in time series by empirical welfare maximization	2022	Toru Kitagawa Weining Wang Mengshan Xu Giuseppe Cavaliere Yoosoon Chang Wei Cui Whitney K. Newey Joon Park Barbara Rossi
+ PDF Chat	Single-Index-Based CoVaR With Very High-Dimensional Covariates	2016	Yan Fan Wolfgang Karl Härdle Weining Wang Lixing Zhu
+	Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models	2014	Wolfgang Karl Härdle Ya’acov Ritov Weining Wang
+ PDF Chat	Nonparametric estimates for conditional quantiles of time series	2014	Jürgen Franke Peter N. Mwita Weining Wang
+	Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators	2013	Wolfgang Karl Härdle Ya’acov Ritov Weining Wang
+	Parameter Estimation for an i.i.d. Model	2013	Wolfgang Karl Härdle Vladimir Spokoiny Vladimir Panov Weining Wang
+ PDF Chat	Local quantile regression	2013	Vladimir Spokoiny Weining Wang Wolfgang Karl Härdle
+ PDF Chat	Composite Quantile Regression for the Single-Index Model	2013	Yan Fan Wolfgang Karl Härdle Weining Wang Lixing Zhu
+	Adaptive methods for risk calibration	2012	Weining Wang
+ PDF Chat	Local Quantile Regression	2012	Wolfgang Karl Härdle Vladimir Spokoiny Weining Wang
+	Local Quantile Regression	2012	Vladimir Spokoiny Weining Wang Wolfgang Karl Härdle

Common Coauthors

Coauthor	Papers Together
Wolfgang Karl Härdle	8
Vladimir Spokoiny	4
Ya’acov Ritov	2
Yan Fan	2
Lixing Zhu	2
Mengshan Xu	1
Jianqing Fan	1
Wei Cui	1
Yoosoon Chang	1
Joon Park	1
Jürgen Franke	1
Barbara Rossi	1
Yue Zhao	1
Whitney K. Newey	1
Vladimir Panov	1
Toru Kitagawa	1
Peter N. Mwita	1
Giuseppe Cavaliere	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL	2010	Efang Kong Oliver Linton Yingcun Xia	6
+ PDF Chat	Nonparametric estimation of an additive quantile regression model	2004	Joël L. Horowitz Sokbae Lee	5
+	Nonparametric estimation of conditional VaR and expected shortfall	2008	Zongwu Cai Xian Wang	5
+	Single-index quantile regression	2010	Tracy Z. Wu Keming Yu Yan Yu	5
+	Correlation and Dependence in Risk Management: Properties and Pitfalls	2002	Paul Embrechts Alexander J. McNeil Daniel Straumann	4
+	Local Linear Quantile Regression	1998	Keming Yu M. C. Jones	4
+ PDF Chat	Propagation-Separation Approach for Local Likelihood Estimation	2005	Jörg Polzehl Vladimir Spokoiny	4
+	Principal component models for sparse functional data	2000	Gareth James	4
+ PDF Chat	ℓ1-penalized quantile regression in high-dimensional sparse models	2010	Alexandre Belloni Victor Chernozhukov	4
+	Using Quantile Regression for Duration Analysis	2007	Bernd Fitzenberger Ralf A. Wilke	4
+ PDF Chat	CONFIDENCE BANDS IN QUANTILE REGRESSION	2009	Wolfgang Karl Härdle Song Song	4
+ PDF Chat	Multiscale local change point detection with applications to value-at-risk	2009	Vladimir Spokoiny	3
+ PDF Chat	On Some Global Measures of the Deviations of Density Function Estimates	1973	Peter J. Bickel M. Rosenblatt	3
+ PDF Chat	Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors	1997	Oleg Lepski Enno Mammen Vladimir Spokoiny	3
+ PDF Chat	Adaptive $L$-Estimation for Linear Models	1989	Stephen Portnoy Roger Koenker	3
+	Robust Non-parametric Function Estimation	1994	Jianqing Fan Tien-Chung Hu Young K. Truong	3
+	Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function	2001	Joël L. Horowitz	3
+ PDF Chat	Bootstrap Simultaneous Error Bars for Nonparametric Regression	1991	W. Hardle J. S. Marron	3
+ PDF Chat	Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models	2009	Zongwu Cai Xiaoping Xu	3
+	A Strong Law for the Largest Nearest-Neighbour Link between Random Points	1999	Mathew D. Penrose	3
+	When Does Bootstrap Work?: Asymptotic Results and Simulations	1992	Enno Mammen	3
+ PDF Chat	Local asymptotics for quantile smoothing splines	1997	Stephen Portnoy	3
+ PDF Chat	Optimal estimation in additive regression models	2006	Joël L. Horowitz Jussi Klemelä Enno Mammen	3
+	Asymptotic maximal deviation of M-smoothers	1989	Wolfgang Karl Härdle	3
+ PDF Chat	Additive Regression and Other Nonparametric Models	1985	Charles J. Stone	3
+ PDF Chat	Robust Estimation of a Location Parameter	1964	Peter J. Huber	3
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	2
+ PDF Chat	Nonparametric estimates for conditional quantiles of time series	2014	Jürgen Franke Peter N. Mwita Weining Wang	2
+	A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE	2008	Qin Wang Xiangrong Yin	2
+	Variable selection for the single-index model	2007	E. Kong Yingcun Xia	2
+ PDF Chat	An Adaptive Estimation of Dimension Reduction Space	2002	Yingcun Xia Howell Tong W. K. Li Li Zhu	2
+ PDF Chat	Parameter tuning in pointwise adaptation using a propagation approach	2009	Vladimir Spokoiny Céline Vial	2
+ PDF Chat	Nonparametric Estimation of an Additive Quantile Regression Model	2005	Joël L. Horowitz Sokbae Lee	2
+ PDF Chat	Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection	2011	Jelena Bradić Jianqing Fan Weiwei Wang	2
+ PDF Chat	Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression	2010	Bo Kai Runze Li Hui Zou	2
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	2
+	Probabilities of maximal deviations for nonparametric regression function estimates	1982	Gordon Johnston	2
+	Asymmetric Least Squares Estimation and Testing	1987	Whitney K. Newey James L. Powell	2
+	Bootstrap confidence bands and partial linear quantile regression	2012	Song Song Ya’acov Ritov Wolfgang Karl Härdle	2
+ PDF Chat	Model Selection and Estimation in Regression with Grouped Variables	2005	Ming Yuan Yi Lin	2
+ PDF Chat	Bootstrap confidence bands for regression curves and their derivatives	2003	Gerda Claeskens Ingrid Van Keilegom	2
+ PDF Chat	Regression-type inference in nonparametric autoregression	1998	Jens-Peter Kreiß Michael H. Neumann	2
+	An Effective Bandwidth Selector for Local Least Squares Regression	1995	David Ruppert Simon J. Sheather M. P. Wand	2
+ PDF Chat	Optimal Global Rates of Convergence for Nonparametric Regression	1982	Charles J. Stone	2
+	Edgeworth expansions for nonparametric density estimators, with applications	1991	Peter Hall	2
+ PDF Chat	Investigating Smooth Multiple Regression by the Method of Average Derivatives	1989	Wolfgang Karl Härdle Thomas M. Stoker	2
+	<i>L</i><sub>1</sub>-Norm Quantile Regression	2008	Youjuan Li Ji Zhu	2
+	A Lasso-Type Approach for Estimation and Variable Selection in Single Index Models	2011	Peng Zeng Tianhong He Yu Zhu	2
+	New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models	2010	Bo Kai Runze Li Hui Zou	2
+	Optimal expectile smoothing	2009	Sabine Schnabel Paul H.C. Eilers	2