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2013 Journal Article Jackknife for bias reduction in predictive regressionsZhu, Min (2013). Jackknife for bias reduction in predictive regressions. Journal of Financial Econometrics, 11 (1) nbs011, 193-220. doi: 10.1093/jjfinec/nbs011 |
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2013 Journal Article Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino childrenLeung, Denis Heng-Yan, Small, Dylan S., Qin, Jing and Zhu, Min (2013). Shrinkage empirical likelihood estimator in longitudinal analysis with time‐dependent covariates—application to modeling the health of Filipino children. Biometrics, 69 (3), 624-632. doi: 10.1111/biom.12039 |
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2013 Journal Article Return distribution predictability and its implications for portfolio selectionZhu, Min (2013). Return distribution predictability and its implications for portfolio selection. International Review of Economics and Finance, 27, 209-223. doi: 10.1016/j.iref.2012.10.002 |
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2012 Journal Article The benefits of tree-based models for stock selectionZhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). The benefits of tree-based models for stock selection. Journal of Asset Management, 13 (6), 437-448. doi: 10.1057/jam.2012.17 |
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2012 Book Chapter Classification and regression trees and their use in financial modelingZhu, Min, Philpotts, David and Stevenson, Maxwell J. (2012). Classification and regression trees and their use in financial modeling. Encyclopedia of financial models. (pp. 375-382) edited by Frank J. Fabozzi. -: John Wiley & Sons. doi: 10.1002/9781118182635.efm0063 |
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2011 Journal Article A hybrid approach to combining CART and logistic regression for stock rankingZhu, Min, Philpotts, David, Sparks, Ross and J. Stevenson, Maxwell (2011). A hybrid approach to combining CART and logistic regression for stock ranking. The Journal of Portfolio Management, 38 (1), 100-109. doi: 10.3905/jpm.2011.38.1.100 |
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2009 Journal Article Quantile regression without the curse of unsmoothnessWang, You-Gan, Shao, Quanxi and Zhu, Min (2009). Quantile regression without the curse of unsmoothness. Computational Statistics & Data Analysis, 53 (10), 3696-3705. doi: 10.1016/j.csda.2009.03.012 |
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2009 Journal Article Efficient parameter estimation in longitudinal data analysis using a hybrid GEE methodLeung, Dennis H. Y., Wang, You-Gan and Zhu, Min (2009). Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method. Biostatistics, 10 (3), 436-445. doi: 10.1093/biostatistics/kxp002 |
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2008 Journal Article Testing Intergroup Concordance in Ranking Experiments With Two Groups of JudgesDekle, Dawn J., Leung, Denis H.Y. and Zhu, Min (2008). Testing Intergroup Concordance in Ranking Experiments With Two Groups of Judges. Psychological Methods, 13 (1), 58-71. doi: 10.1037/1082-989X.13.1.58 |
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2007 Journal Article Robust estimation using the Huber function with a data-dependent tuning constantWang, You-Gan, Lin, Xu, Zhu, Min and Bai, Zhidong (2007). Robust estimation using the Huber function with a data-dependent tuning constant. Journal of Computational and Graphical Statistics, 16 (2), 468-481. doi: 10.1198/106186007x180156 |
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2006 Journal Article Rank-based regression for analysis of repeated measuresWang, You-Gan and Zhu, Min (2006). Rank-based regression for analysis of repeated measures. Biometrika, 93 (2), 459-464. doi: 10.1093/biomet/93.2.459 |
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2005 Journal Article Quantile estimation from ranked set sampling dataZhu, Min and Wang, You-Gan (2005). Quantile estimation from ranked set sampling data. Sankhya: The Indian Journal of Statistics, 67 (2), 295-304. |
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2005 Journal Article Robust estimating functions and bias correction for longitudinal data analysisWang, You-Gan, Lin, Xu and Zhu, Min (2005). Robust estimating functions and bias correction for longitudinal data analysis. Biometrics, 61 (3), 684-691. doi: 10.1111/j.1541-0420.2005.00354.x |
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2005 Journal Article Optimal sign tests for data from ranked set samplesWang, You-Gan and Zhu, Min (2005). Optimal sign tests for data from ranked set samples. Statistics and Probability Letters, 72 (1), 13-22. doi: 10.1016/j.spl.2004.11.014 |
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0202 Journal Article Informational content of options around analyst recommendationsWang, Qingxia, Faff, Robert and Zhu, Min (0202). Informational content of options around analyst recommendations. International Journal of Managerial Finance, 18 (3), 445-465. doi: 10.1108/ijmf-04-2021-0168 |
