Yingcun Xia

National University of Singapore (NUS)

1E Kent Ridge Road

NUHS Tower Block Level 7

Singapore, 119228

Singapore

SCHOLARLY PAPERS

7

DOWNLOADS

1,263

SSRN CITATIONS
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Top 20,254

in Total Papers Citations

29

CROSSREF CITATIONS

21

Scholarly Papers (7)

1.

Shrinkage Estimation of the Varying Coefficient Model

Number of pages: 35 Posted: 23 Nov 2008 Last Revised: 30 Nov 2008
Hansheng Wang and Yingcun Xia
Peking University - Guanghua School of Management and National University of Singapore (NUS)
Downloads 714 (50,418)
Citation 1

Abstract:

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BIC, LASSO, Kernel Smoothing, Oracle Property, SCAD, Variable Selection, Varying Coefficient Model

2.

On a Principal Varying Coefficient Model

Number of pages: 41 Posted: 06 Oct 2012
affiliation not provided to SSRN, Peking University - Guanghua School of Management, National University of Singapore (NUS) and Peking University - Guanghua School of Management
Downloads 256 (165,824)
Citation 1

Abstract:

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local linear estimator, L1-penalty, principal function, profile least-squares estimation, semi-varying coefficient model, varying coefficient model

3.

Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and its Application to the Additive Model

LSE STICERD Research Paper No. EM535
Number of pages: 44 Posted: 08 Feb 2010
Efang Kong, Oliver B. Linton and Yingcun Xia
affiliation not provided to SSRN, University of Cambridge and National University of Singapore (NUS)
Downloads 95 (370,739)
Citation 3

Abstract:

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4.

Global Bahadur Representation for Nonparametric Censored Regression Quantiles and its Applications

Number of pages: 30 Posted: 04 Nov 2011
Oliver B. Linton, Efang Kong and Yingcun Xia
University of Cambridge, affiliation not provided to SSRN and National University of Singapore (NUS)
Downloads 81 (408,430)

Abstract:

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Bahadur representation, Censored data, Kernel smoothing, Quantile regression, Semiparametric models

5.

Estimation of a Rank-Reduced Functional-Coefficient Panel Data Model with Serial Correlation

Number of pages: 47 Posted: 02 Aug 2015 Last Revised: 22 Jul 2017
Jia Chen, Degui Li and Yingcun Xia
University of York - Department of Economics and Related Studies, University of York and National University of Singapore (NUS)
Downloads 60 (482,547)

Abstract:

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Cholesky decomposition, functional coefficients, local linear smoothing, panel data, principal component analysis, profile least squares, within-subject covariance

6.

Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator

LSE STICERD Research Paper No. EM537
Number of pages: 32 Posted: 08 Feb 2010
Blockchain Research Center, University of Cambridge and National University of Singapore (NUS)
Downloads 57 (490,323)
Citation 26

Abstract:

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7.

Sliced Regression for Dimension Reduction

Journal of the American Statistical Association, Vol. 103, pp. 811-821, 2008
Posted: 02 Dec 2008
Hansheng Wang and Yingcun Xia
Peking University - Guanghua School of Management and National University of Singapore (NUS)

Abstract:

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cross-validation, earnings forecast, minimum average variance estimation, sliced inverse regression, sufficient dimension reduction