许文超｜上海对外经贸大学｜学者主页

2026

Functional sufficient dimension reduction with multivariate responses: a projection averaging method and beyond

Wenchao Xu, Jicai Liu, Jianjie Guo

Statistics and Computing

DOI

2026

ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING WHEN TRUE MODEL IS INCLUDED

Wenchao Xu, Xin-Yu Zhang

Econometric Theory

DOI

2025

OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION

Shoukun Jiao, Wenchao Xu, Wuyi Ye, Xinyu Zhang

Econometric Theory

DOI

2025

FROM MODEL SELECTION TO MODEL AVERAGING: A COMPARISON FOR NESTED LINEAR MODELS

Wenchao Xu, Xinyu Zhang

Econometric Theory

DOI

2025

两样本广义函数型线性模型的估计和半参数有效性

许文超，张日权，梁华

《中国科学:数学》

2025

Estimating Sharpe ratio function in the presence of measurement error

Hongmei Lin, Shaodong Zhang, Wenchao Xu, Tiejun Tong, Riquan Zhang

Communication in Statistics- Theory and Methods

DOI

2024

Linearized maximum rank correlation estimation when covariates are functional

Wenchao Xu, Xinyu Zhang, Hua Liang

Journal of Multivariate Analysis

DOI

2024

Estimation and semiparametric efficiency in two-sample generalized functional linear models

Wenchao Xu, Zhang Riquan, Hua Liang

Scientia Sinica Mathematica

DOI

2023

Functional Data-Driven Quantile Model Averaging with Application to Cryptocurrencies

Wenchao Xu, Xinyu Zhang, Jeng-Min Chiou, Yu-Ying Sun

2022

A new nonparametric extension of ANOVA via projection mean variance measure

Ji-Cai Liu, Yuefeng Si, Wenchao Xu, Riquan Zhang

DOI

2022

A new method for estimating Sharpe ratio function via local maximum likelihood

Wenchao Xu, Hongmei Lin, Tie-Jun Tong, Riquan Zhang

Journal of Applied Statistics

DOI

2021

Direct local linear estimation for Sharpe ratio function

Hongmei Lin, Tie-Jun Tong, Yue-Dong Wang, Wenchao Xu, Riquan Zhang

Canadian journal of statistics

DOI

2021

Two-sample functional linear models with functional responses

Wenchao Xu, Hongmei Lin, Riquan Zhang, Hua Liang

Journal of Statistical Planning and Inference

DOI

2020

Estimation and inference in partially functional linear regression with multiple functional covariates

Wenchao Xu, Huijuan Ding, Riquan Zhang, Hua Liang

DOI

2019

Two-sample Functional Linear Models

Wenchao Xu, Riquan Zhang, Hua Liang

Statistica sinica

DOI

2018

函数型数据回归分析综述

丁辉，许文超，朱汉兵，王国长，张涛，张日权

《应用概率统计》

2017

Multiple-index varying-coefficient models for longitudinal data

Hongmei Lin, Wenchao Xu, Riquan Zhang, Jian-Hong Shi, Yue-Dong Wang

DOI

2017

A class of functional partially linear single-index models

Huijuan Ding, Yanghui Liu, Wenchao Xu, Riquan Zhang

Journal of Multivariate Analysis

DOI

2017

Estimating time-varying treatment switching effects via local linear smoothing and quasi-likelihood

Hongmei Lin, Riquan Zhang, Wenchao Xu, Yue-Dong Wang

Computational Statistics & Data Analysis

DOI

许文超

精选作品

期刊论文

Functional sufficient dimension reduction with multivariate responses: a projection averaging method and beyond

ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING WHEN TRUE MODEL IS INCLUDED

OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION

FROM MODEL SELECTION TO MODEL AVERAGING: A COMPARISON FOR NESTED LINEAR MODELS

两样本广义函数型线性模型的估计和半参数有效性

Estimating Sharpe ratio function in the presence of measurement error

Linearized maximum rank correlation estimation when covariates are functional

Estimation and semiparametric efficiency in two-sample generalized functional linear models

Functional Data-Driven Quantile Model Averaging with Application to Cryptocurrencies

A new nonparametric extension of ANOVA via projection mean variance measure

A new method for estimating Sharpe ratio function via local maximum likelihood

Direct local linear estimation for Sharpe ratio function

Two-sample functional linear models with functional responses

Estimation and inference in partially functional linear regression with multiple functional covariates

Two-sample Functional Linear Models

函数型数据回归分析综述

Multiple-index varying-coefficient models for longitudinal data

A class of functional partially linear single-index models

Estimating time-varying treatment switching effects via local linear smoothing and quasi-likelihood

研究方向