← All authors Xinyu Zhang Zhejiang University (per OpenAlex) · ORCID · OpenAlex
107 papers in scope · 104 published · 3 on the econ.EM arXiv · 3,007 citations · h-index 27 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Xiaomeng Zhang Lu Zhang Jie Ding Yuhong Yang Vahid Tarokh Jason Coupet Jared Amani Greathouse Mani Bayani Wenchao Xu R. Di Stefano Piersilvio De Bortoli Wendun Wang Florian Gunsilius Giovanni Mellace Xinran Liu Yuning Li Li Yu-ning Davide Ferrari Jia Chen Bruno Ferman Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 107)
Optimal Poisson Subsampling for Multiplicative Regressions With Massive Data
published 2026 · Scandinavian Journal of Statistics
with Jiahui Zou, Jie He, Xiaomeng Yan
Model Averaging with Factor Instrumental Variables
published 2025 · Journal of Systems Science and Complexity
with Wenhui Li
DKformer: A Novel Transformer‐Based Model for Interval‐Valued Crude Oil Price Forecasting
published 2025 · Journal of Forecasting · 2 citations
Factor-Adjusted Model Averaging
published 2025 · Journal of the American Statistical Association · 1 citations
with Wenhui Li
AVERAGING ESTIMATORS OF HETEROGENEOUS TREATMENT EFFECTS UNDER ADDITIVE MODELS
published 2025 · Econometric Theory · 1 citations
Optimal averaging estimator of heterogeneous treatment effects for single-index models
published 2025 · Annals of the Institute of Statistical Mathematics
with Na Li, Maoyuan Wang, Yu Fei
MODEL AVERAGING FOR TREATMENT EFFECT ESTIMATION WITH HETEROGENEITY AND HETEROSKEDASTICITY
published 2025 · Econometric Theory · 2 citations
with Yuting Wei, Guangren Yang, Zhanshou Chen
Research on CNC machining technology of straight bevel gears based on hypocycloids
published 2025 · Scientific Reports
with Chong Tian, Taiyong Wang, Ying Tian
Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
published 2025 · Journal of the American Statistical Association · 4 citations · first circulated 2022
with Dalei Yu, Hua Liang
OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION
published 2025 · Econometric Theory · 1 citations
with Shoukun Jiao, Wenchao Xu, Wuyi Ye
Model Averaging Under Flexible Loss Functions
published 2025 · INFORMS journal on computing · 1 citations
Pigeonhole Stochastic Gradient Langevin Dynamics for Large Crossed Mixed Effects Models
published 2025 · Bayesian Analysis · first circulated 2022
with Cheng Li
Frequentist Model Averaging for Global Fréchet Regression
published 2024 · IEEE Transactions on Information Theory · 1 citations · first circulated 2023
with Xingyu Yan, Peng Zhao
working paper 2024 · arXiv
Improving Tensor Regression by Optimal Model Averaging
published 2024 · Journal of the American Statistical Association · 1 citations · first circulated 2023
with Qiushi Bu, Hua Liang, Jiahui Zou
Ranking Model Averaging: Ranking Based on Model Averaging
published 2024 · INFORMS journal on computing · 1 citations
with Ziheng Feng, Baihua He, Tianfa Xie, Xianpeng Zong
Code and Data Repository for Ranking Model Averaging: Ranking Based on Model Averaging
published 2024 · INFORMS journal on computing · 1 citations
with Ziheng Feng, Baihua He, Tianfa Xie
working paper 2024 · arXiv
Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching
published 2024 · Economics Letters · 4 citations · first circulated 2023
with Pengfei Shi, Wei Zhong
Quantile generalized measures of correlation
published 2024 · Statistics and Computing · 6 citations
with Hongwei Shi, Niwen Zhou, Falong Tan, Xu Guo
Linearized maximum rank correlation estimation when covariates are functional
published 2024 · Journal of Multivariate Analysis · 1 citations
with Wenchao Xu, Hua Liang
Survival tree averaging by functional martingale-based residuals
published 2024 · Communication in Statistics-Theory and Methods · 1 citations
with Chang Wang, Baihua He, Shishun Zhao, Jianguo Sun
Partial Linear Model Averaging Prediction for Longitudinal Data
published 2024 · Journal of Systems Science and Complexity · 9 citations
with Na Li, Yu Fei
Post-averaging inference for optimal model averaging estimator in generalized linear models
published 2024 · Econometric Reviews · 6 citations
Model averaging for support vector classifier by cross-validation
published 2023 · Statistics and Computing · 6 citations · first circulated 2021
with Jiahui Zou, Chaoxia Yuan, Guohua Zou, Alan T. K. Wan
Optimal Model Averaging for Single-Index Models With Divergent Dimensions
published 2023 · Statistica Sinica · 2 citations · first circulated 2021
Model averaging for estimating treatment effects
published 2023 · Annals of the Institute of Statistical Mathematics · 8 citations
with Zhihao Zhao, Guohua Zou, Alan T. K. Wan, Kwok Fai Tso
TSGAN: Individual treatment effect estimation for multi-intervention with continuous dosage
published 2023 · Theoretical and Natural Science
with Houhan Lu, Evan Bu, Ruisi Zhu, Yifeng Jiang, Peifan Tian
Correcting sample selection bias with model averaging for consumer demand forecasting
published 2023 · Economic Modelling
with Shangwei Zhao, Tian Xie, Xin Ai, Guangren Yang
A general averaging method for count data with overdispersion and/or excess zeros in biomedicine
published 2023 · Statistical Methods in Medical Research · 2 citations
with Yin Liu, Jianhong Zhou, Zhanshou Chen
A marginalized zero-truncated Poisson regression model and its model averaging prediction
published 2023 · Communications in Mathematics and Statistics · 4 citations
with Yin Liu, Wenhui Li
Frequentist model averaging for envelope models
published 2023 · Scandinavian Journal of Statistics · 6 citations
with Ziwen Gao, Jiahui Zou, Yanyuan Ma
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters
published 2023 · Journal of Business and Economic Statistics · 10 citations
with Huihang Liu, Yizheng Wei, Yanyuan Ma
Optimal model averaging based on leave‐h‐out forward‐validation for threshold autoregressive models
published 2023 · Stat · 2 citations
with Xi Li, Yin Liu, Zhanshou Chen
Penalized time-varying model averaging
published 2022 · Journal of Econometrics · 22 citations
working paper 2022 · arXiv · 1 citations
Frequentist Model Averaging for Undirected Gaussian Graphical Models
published 2022 · Biometrics · 5 citations
with Huihang Liu
A Scalable Frequentist Model Averaging Method
published 2022 · Journal of Business and Economic Statistics · 6 citations
with Rong Zhu, HaiYing Wang, Hua Liang
Rank-Based Greedy Model Averaging for High-Dimensional Survival Data
published 2022 · Journal of the American Statistical Association · 13 citations
with Baihua He, Shuangge Ma, Lixing Zhu
Optimal model averaging based on forward-validation
published 2022 · Journal of Econometrics · 27 citations
with Xiaomeng Zhang
Model averaging prediction by K-fold cross-validation
published 2022 · Journal of Econometrics · 273 citations
Model selection for functional linear regression with hierarchical structure
published 2022 · Brazilian Journal of Probability and Statistics
with Sanying Feng, Liang Hui, Lifang Pei
Frequentist model averaging under inequality constraints
published 2022 · Journal of Statistical Planning and Inference · 7 citations
with Rong Zhu, Alan T. K. Wan, Guohua Zou
Optimal model averaging for divergent-dimensional Poisson regressions
published 2022 · Econometric Reviews · 24 citations
Asymptotic Theory of Principal Component Analysis for Time Series Data with Cautionary Comments
published 2022 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 3 citations · first circulated 2020
A model‐averaging treatment of multiple instruments in Poisson models with errors
published 2021 · Canadian Journal of Statistics · 4 citations
with Xiaomeng Zhang, Yanyuan Ma
Kernel Averaging Estimators
published 2021 · Journal of Business and Economic Statistics · 7 citations
with Rong Zhu, Alan T. K. Wan, Guohua Zou
Model averaging for interval-valued data
published 2021 · European Journal of Operational Research · 31 citations
Jackknife model averaging for high‐dimensional quantile regression
published 2021 · Biometrics · 24 citations
with Miaomiao Wang, Alan T. K. Wan, Kang You, Guohua Zou
Multimodel inference based on smoothed information criteria
published 2021 · Science China Mathematics · 3 citations
with Shangwei Zhao
Least Squares Model Averaging Based on Generalized Cross Validation
published 2021 · Acta Mathematicae Applicatae Sinica English Series · 7 citations
with Xinmin Li, Guohua Zou, Shangwei Zhao
Fault detection and isolation for discrete-time Markovian jump systems with generally bounded transition probabilities: A zonotope-based method
published 2021 · Transactions of the Institute of Measurement and Control · 3 citations
with Dunke Lu, Yunsheng Lan, Xiaohua Wang
Social media sentiment, model uncertainty, and volatility forecasting
published 2021 · Economic Modelling · 44 citations
with Steven Lehrer, Tian Xie
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
published 2021 · Journal of Empirical Finance · 24 citations
with Yue Qiu, Zongrun Wang, Tian Xie
Fault diagnosis method of satellite attitude control system based on stacked autoencoder network
published 2021 · Seventh Symposium on Novel Photoelectronic Detection Technology and Applications · 2 citations
with Lei Li, Chunyue Li, Xinying Tong
Optimal Model Averaging Based on Generalized Method of Moments
published 2021 · Economics Letters · 7 citations · first circulated 2020
with Weiwei Wang, Qi Zhang, Xinmin Li
Model averaging prediction for time series models with a diverging number of parameters
published 2020 · Journal of Econometrics · 16 citations
with Jun Liao, Guohua Zou, Yan Gao
Model-free motion control of continuum robots based on a zeroing neurodynamic approach
published 2020 · Neural Networks · 42 citations
with Ning Tan, Peng Yu, Tao Wang
Reducing Simulation Input-Model Risk via Input Model Averaging
published 2020 · INFORMS journal on computing · 11 citations
with Barry L. Nelson, Alan T. K. Wan, Guohua Zou, Wendy Xi Jiang
Model averaging estimation for high-dimensional covariance matrices with a network structure
published 2020 · Econometrics Journal · 3 citations
with Rong Zhu, Yanyuan Ma, Guohua Zou
published 2020 · Journal of Econometrics · 45 citations · first circulated 2017
Model averaging in a multiplicative heteroscedastic model
published 2020 · Econometric Reviews · 7 citations
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING
published 2020 · Econometric Theory · 21 citations
Automatic Deep Extraction of Robust Dynamic Features for Industrial Big Data Modeling and Soft Sensor Application
published 2019 · IEEE Transactions on Industrial Informatics · 59 citations
with Zhiqiang Ge
MALMEM: Model Averaging in Linear Measurement Error Models
published 2019 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 22 citations
with Yanyuan Ma, Raymond J. Carroll
Parsimonious Model Averaging With a Diverging Number of Parameters
published 2019 · Journal of the American Statistical Association · 89 citations
with Guohua Zou, Hua Liang, Raymond J. Carroll
Model averaging estimators for the stochastic frontier model
published 2019 · Journal of Productivity Analysis · 17 citations · first circulated 2016
Versatile HAR model for realized volatility: A least square model averaging perspective
published 2019 · Journal of Management Science and Engineering · 30 citations
with Yue Qiu, Tian Xie, Shangwei Zhao
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
published 2019 · Journal of Applied Econometrics · 27 citations
A Demand Forecasting Method Based on Stochastic Frontier Analysis and Model Average: An Application in Air Travel Demand Forecasting
published 2018 · Journal of Systems Science and Complexity · 25 citations
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
published 2018 · Econometric Theory · 17 citations
with Guannan Liu, Wei Long, Qi Li
INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
published 2018 · Econometric Theory · 62 citations · first circulated 2017
Functional prediction through averaging estimated functional linear regression models
published 2018 · Biometrika · 16 citations
with Jeng-Min Chiou, Yanyuan Ma
A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model
published 2018 · Journal of the American Statistical Association · 86 citations
with Rong Zhu, Alan T. K. Wan, Guohua Zou, Guohua Zo
A model averaging approach for the ordered probit and nested logit models with applications
published 2018 · Journal of Applied Statistics · 12 citations
with Longmei Chen, Alan T. K. Wan, Kwok Fai Tso
Asymptotic Properties and Information Criteria for Misspecified Generalized Linear Mixed Models
published 2018 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 16 citations
with Dalei Yu, Kelvin K.W. Yau
Frequentist model averaging for threshold models
published 2018 · Annals of the Institute of Statistical Mathematics · 38 citations · first circulated 2017
Spatial weights matrix selection and model averaging for spatial autoregressive models
published 2017 · Journal of Econometrics · 108 citations
with Jihai Yu
A class of model averaging estimators
published 2017 · Economics Letters · 4 citations
with Shangwei Zhao, Aman Ullah
Model averaging for multivariate multiple regression models
published 2017 · Statistics · 13 citations
with Rong Zhu, Guohua Zou
Optimal Model Averaging Estimation for Partially Linear Models
published 2017 · Statistica Sinica · 29 citations · first circulated 2015
Estimating Varying Coefficients for Partial Differential Equation Models
published 2017 · Biometrics · 10 citations
with Jiguo Cao, Raymond J. Carroll
Linear Model Selection When Covariates Contain Errors
published 2016 · Journal of the American Statistical Association · 16 citations
with HaiYing Wang, Yanyuan Ma, Raymond J. Carroll
Model averaging with averaging covariance matrix
published 2016 · Economics Letters · 17 citations
with Shangwei Zhao, Yichen Gao
On the dominance of Mallows model averaging estimator over ordinary least squares estimator
published 2016 · Economics Letters · 17 citations
with Aman Ullah, Shangwei Zhao
Model averaging based on leave-subject-out cross-validation for vector autoregressions
published 2015 · Journal of Econometrics · 91 citations
Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models
published 2015 · Journal of the American Statistical Association · 175 citations
with Dalei Yu, Guohua Zou, Hua Liang
A semiparametric generalized ridge estimator and link with model averaging
published 2015 · Econometric Reviews · 11 citations
with Aman Ullah, Alan T. K. Wan, Huansha Wang, Guohua Zou
Selection Strategy for Covariance Structure of Random Effects in Linear Mixed‐effects Models
published 2015 · Scandinavian Journal of Statistics · 6 citations
with Hua Liang, Anna Liu, David Ruppert, Guohua Zou
Consistency of model averaging estimators
published 2015 · Economics Letters · 21 citations
Model averaging based on Kullback-Leibler distance
published 2014 · Statistica Sinica · 55 citations · first circulated 2012
with Guohua Zou, Raymond J. Carroll
Weighted-Average Least Squares Prediction
published 2014 · Econometric Reviews · 7 citations
Frequentist model averaging for multinomial and ordered logit models
published 2013 · International Journal of Forecasting · 40 citations
Model averaging with covariates that are missing completely at random
published 2013 · Economics Letters · 27 citations
Adaptively combined forecasting for discrete response time series
published 2013 · Journal of Econometrics · 41 citations
with Zudi Lu, Guohua Zou
Model averaging by jackknife criterion in models with dependent data
published 2013 · Journal of Econometrics · 152 citations
with Alan T. K. Wan, Guohua Zou
Information based model selection criteria for generalized linear mixed models with unknown variance component parameters
published 2013 · Journal of Multivariate Analysis · 10 citations
with Dalei Yu, Kelvin K.W. Yau
Choice of weights in FMA estimators under general parametric models
published 2012 · Science China Mathematics · 3 citations
with Guohua Zou, Hua Liang
Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold
published 2011 · Journal of Business and Economic Statistics · 84 citations
with Alan T. K. Wan, Sherry Zhou
Optimal Weight Choice for Frequentist Model Average Estimators
published 2011 · Journal of the American Statistical Association · 223 citations
with Hua Liang, Guohua Zou, Alan T. K. Wan
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
published 2010 · Computational Statistics & Data Analysis · 68 citations
with Jan R. Magnus, Alan T. K. Wan
Least squares model averaging by Mallows criterion
published 2009 · Journal of Econometrics · 331 citations · first circulated 2008
with Alan T. K. Wan, Guohua Zou
Frequentist model averaging estimation: a review
published 2009 · Journal of Systems Science and Complexity · 82 citations
with Haiying Wang, Guohua Zou
On the Use of Model Averaging in Tourism Research
published 2009 · Annals of Tourism Research · 26 citations
with Alan T. K. Wan
Robustness of Stein-type estimators under a non-scalar error covariance structure
published 2009 · Journal of Multivariate Analysis · 3 citations
with Ti Chen, Alan T. K. Wan, Guohua Zou
Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models
published 2009 · Scandinavian Journal of Statistics · 56 citations
with Hua Liang, Yongsong Qin, David Ruppert
On the Sensitivity of LME Predictors to Covariance Misspecification
published 2008 · Application of Statistics and Management
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