Lexin Li

North Carolina State University

Hillsborough Street

Raleigh, NC 27695

United States

  • North Carolina State University

SCHOLARLY PAPERS

2

DOWNLOADS

394

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

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1.

Tobit Model Estimation and Sliced Inverse Regression

NYU Working Paper No. SOR-2006-1
Number of pages: 22 Posted: 03 Nov 2008
Lexin Li, Jeffrey S. Simonoff and Chih-Ling Tsai
North Carolina State University, New York University (NYU) - Leonard N. Stern School of Business and University of California, Davis - Graduate School of Management
Downloads 208 (202,143)

Abstract:

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Dimension reduction, Heteroscedasticity, Nonnormality, Single-index model

2.

High Dimensional Influence Measure

Number of pages: 31 Posted: 29 Aug 2013
Junlong Zhao, Chenlei Leng, Lexin Li and Hansheng Wang
Beijing Normal University, University of Warwick, North Carolina State University and Peking University - Guanghua School of Management
Downloads 186 (223,431)

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Cook's distance, High dimensional diagnosis, Influential observation, Lasso, Marginal correlations, Variable Screening