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Tsai , Chih-Ling's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,119 |
Total
Citations
24 |
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1.
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Barber, Brad M.
University of California, Davis Lyon, Richard
affiliation not provided to SSRN Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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1,140
(7,434)
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11
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2.
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Wang, Hansheng
Peking University - Guanghua School of Management Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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314
(45,804)
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Generalized Extreme Distribution; Generalized Pareto Distribution; Hill Estimator; Pareto-type Distribution; Tail Index Regression
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3.
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Liu, Yu-Jane
National Chengchi University (NCCU) - Department of Finance and Banking Tsai , Chih-Ling
University of California, Davis - Graduate School of Management Wang, Ming-Chun
National Chengchi University Zhu, Ning
China Academy of Financial Research (CAFR)
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249
(59,416)
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1
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House money effect, market maker, derivatives, investor behavior
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4.
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Lan, Wei
Peking University - Guang Hua School of Management Wang, Hansheng
Peking University - Guanghua School of Management Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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241
(61,456)
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Bayesian Information Criterion, Minimal Variance Portfolio, Portfolio Selection, Risk Diversification
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5.
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Smith, Aaron
University of California, Davis - Department of Agricultural and Resource Economics Naik, Prasad A.
University of California, Davis Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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193
(77,380)
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6
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Advertising effectiveness, business cycles, EM algorithm, hidden Markov models, information criterion, Markov-switching regression
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6.
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Liang, Hua
affiliation not provided to SSRN Wang, Hansheng
Peking University - Guanghua School of Management Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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160
(92,275)
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Forward Regression, Partially Linear Model, Profiled Forward Regression, Screening Consistency, Ultrahigh Dimensional Predictor
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7.
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Tsai , Chih-Ling
University of California, Davis - Graduate School of Management Wang, Hansheng
Peking University - Guanghua School of Management Zhu, Ning
China Academy of Financial Research (CAFR)
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158
(93,349)
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model selection, BIC, model averaging, model mixing, stock predictability, financial markets
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8.
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Luo, Ronghua
affiliation not provided to SSRN Wang, Hansheng
Peking University - Guanghua School of Management Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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125
(114,077)
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1
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central subspace, central contour subspace, contour projection, directional regression, generalized contour subspace
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9.
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Simonoff, Jeffrey S.
New York University (NYU) - Leonard N. Stern School of Business Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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125
(114,077)
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Autocorrelation, Heteroscedasticity, Local polynomial estimation, Model selection
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10.
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Li, Lexin
affiliation not provided to SSRN Simonoff, Jeffrey S.
New York University (NYU) - Leonard N. Stern School of Business Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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120
(117,937)
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Dimension reduction, Heteroscedasticity, Nonnormality, Single-index model
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11.
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Simonoff, Jeffrey S.
New York University (NYU) - Leonard N. Stern School of Business Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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88
(147,149)
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4
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Goodness-of-fit, Kullback-Leibler discrepancy, Nonparametric regression, Smoothing spline regression estimator
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12.
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Su, Xiaogang
University of Central Florida Tsai , Chih-Ling
University of California, Davis - Graduate School of Management Wang, Hansheng
Peking University - Guanghua School of Management Nickerson, David M.
University of Central Florida Li, Bogong
United States Bureau of Labor Statistics
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84
(151,518)
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CART, Interaction, Subgroup Analysis, Random Forests
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13.
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Pan, Rui
Peking University Wang, Hansheng
Peking University - Guanghua School of Management Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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58
(186,736)
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Asymmetric Pair, Dyad Independence Model, Latent Space Model, Social Network, Stochastic Block Model
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14.
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Li, Guodong
University of Hong Kong - Department of Statistics & Actuarial Science Li, Yang
University of Hong Kong - Department of Statistics & Actuarial Science Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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27
(251,621)
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Autocorrelation function, Box-Jenkins method, Quantile correlation, Quantile partial correlation, Quantile autoregressive model
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15.
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Lan, Wei
Peking University - Guang Hua School of Management Wang, Hansheng
Peking University - Guanghua School of Management Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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21
(271,442)
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Generalized Linear Model, High Dimensional Data, Hypotheses Testing, Paid Search Advertising, Partial Covariance, Partial F-Test
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16.
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Shi, Peide
Peking University - School of Mathematical Sciences Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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16
(289,132)
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1
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AIC, BIC, Kullback-Leibler information, model selection, residual likelihood
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17.
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Wang, Hansheng
Peking University - Guanghua School of Management Li, Runze
affiliation not provided to SSRN Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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aic, bic, Generalised crossvalidation, Least absolute shrinkage and selection operator, Smoothly clipped absolute deviation
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18.
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Wang, Hansheng
Peking University - Guanghua School of Management Ni, Liqiang
University of Central Florida - Department of Statistics Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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Contour-projection, dimension reduction, linearity condition, sliced average variance estimation, sliced inverse regression
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19.
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Wang, Hansheng
Peking University - Guanghua School of Management Li, Guodong
affiliation not provided to SSRN Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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ARX, Lasso, Oracle Estimator, REGAR
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20.
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Luo, Ronghua
affiliation not provided to SSRN Tsai , Chih-Ling
University of California, Davis - Graduate School of Management Wang, Hansheng
Peking University - Guanghua School of Management
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finite mixture model, LASSO, mixture penalty
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21.
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Weiss, Dan
Tel Aviv University - Faculty of Management Naik, Prasad A.
University of California, Davis Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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Single-Index-Model, Market-Adapted Earnings
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22.
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Barber, Brad M.
University of California, Davis Tsai , Chih-Ling
University of California, Davis - Graduate School of Management
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Records 1 -
22
of 22 matches
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