Name: ZHANG Xinyu
Title:Researcher
Research Areas:Model averaging, machine learning, combinatorial forecasting
E-mail: xinyu@amss.ac.cn
Highest Degree&Year Earned: Ph.D, 2000
Discipline:Finance and Statistics
Publication in the Past 5 Years:
1)English Journals&Journal Citations (SSCI/SCI/EI/CSSCI)
1.Zhao X , Ma Y,Wan A , et al. Model averaging in a multiplicative heteroscedastic model[J] (2020). Econometric Reviews, 2020:1-25. SCI
2. Zhu R , Wan A , Zhang X , et al. A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model[J] (2018). Journal of the American Statistical Association,:1-30. SCI
3. Yu, D., Zhang, X.# and Yau, K.K.W. (2018). Asymptotic properties and information criteria for misspecified generalized linear mixed models. Journal of the Royal Statistical Society Series B, 80, 817-836. ( #Corresponding author)
4. Zhu, R., Zou, G. and Zhang, X. (2018). Model averaging for multivariate multiple regression models. Statistics, 52, 205-227. SCI
5. Zhang, X. and Yu, J. (2018). Spatial weights matrix selection and model averaging for spatial autoregressive models. Journal of Econometrics, 203, 1-18. SCI
6. Zhao, S., Ullah, A. and Zhang, X.# (2018). A class of model averaging estimators. Economics Letters, 162, 101-106. ( #Corresponding author) SCI
7. Zhang, X., Wang, H., Ma, Y. and Carroll, R.J. (2017). Linear model selection when covariates contain errors. Journal of the American Statistical Association, 112, 1553-1561. SCI
8. Zhang, X., Cao, J. and Carroll, R.J. (2017). Estimating varying coefficients for partial differential equation models. Biometrics, 2017, 73, 949-959. SCI
9. Ullah, A., Wan, A.T.K., Wang, H. and Zhang, X. and Zou, G. (2017). A semiparametric generalized ridge estimator and link with model averaging. Econometric Reviews, 36, 370-384. SCI
10. Zhang, X., Yu, D., Zou, G. and Liang, H. (2016). Optimal model averaging estimation for generalized linear models and generalized linear mixed-effects models. Journal of the American Statistical Association, 111, 1775-1790.
11. Zhao, S., Zhang, X.# and Gao, Y. (2016). Model averaging with averaging covariance matrix. Economics Letters, 145, 214-217. ( #Corresponding author)SCI
12. Gao, Y., Zhang, X.#, Wang, S. and Zou, G. (2016). Model averaging based on leave-subject-out cross validation. Journal of Econometrics, 192, 139-151. ( #Corresponding author) SCI
13. Magnus, J., Wang, W. and Zhang, X. (2016). Weighted average least square prediction. Econometric Reviews, 35, 1040-1074. SCI
14. Zhang, X., Liang, H., Liu, A., Ruppert, D. and Zou, G. (2016). Selection strategy for covariance structure of random effects in linear mixed-effects models. Scandinavian Journal of Statistics, 43, 275-291.
15. Zhang, X., Ullah, A. and Zhao, S. (2016). On the dominance of Mallows model averaging estimator over ordinary least squares estimator. Economics Letters, 142, 69-73. SCI
16. Zhang, X., Zou, G. and Carroll, R.J. (2015). Model averaging based on Kullback-Leibler distance. Statistica Sinica, 25, 1583-1598.Zhang, X. (2015). Consistency of model averaging estimators. Economics Letters, 130, 120-123. SCI
17. Ma, Y. and Zhang, X.# (2015). A validated information criterion to determine the structural dimension in dimension reduction. Biometrika, 102, 409-420. ( #Corresponding author) SCI
18. Zhang, X., Cao, J. and Carroll, R.J. (2015). On the selection of ordinary differential equation models with application to predator-prey dynamical models. Biometrics, 71, 131-138. SCI
Projects Statistics:
1) Number of Research Projects in the Past 5 Years: 3
Honor and Awards: China Youth Science and Technology Award
Social Activities: Guest Editor, Econometrics; Editorial Board, Chinese Journal of Applied Probability and Statistics; Associate Editor, Statistical Analysis and Data Mining; Editorial Board, Journal of System Science and Complexity; Editorial Board, Journal System Science and Mathematical Science.
