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Start Over Committee Member Jingzhi Huang

3. Varying-Coefficient Models: New Models, Inference Procedures, and Applications

open_access
Open Access
Author:
Wang, Yang
Title:
Varying-Coefficient Models: New Models, Inference Procedures, and Applications
Graduate Program:
Statistics
Keywords:
Monte Carlo simulation
semi-parametric
semiparametric
nonparametric regression
kernel regression
local likelihood
generalized likelihood ratio test
cross validation
Time-varying-coefficient model
Nonlinear
Local Linear
Varying-coefficient Model
forecasting
bandwidth
bootstraping
bootstrap
File:
Download phdthesis.pdf
Committee Members:
Runze Li, Committee Chair/Co-Chair
Jingzhi Huang, Committee Chair/Co-Chair
James Landis Rosenberger, Committee Member
Damla Senturk, Committee Member

5. Estimation and forecasting methodologies for nonparametric regression models via dynamic linear models

open_access
Open Access
Author:
Jiang, Yuejiao
Title:
Estimation and forecasting methodologies for nonparametric regression models via dynamic linear models
Graduate Program:
Statistics
Keywords:
nonparametric regression models
dynamic linear models
File:
Download YuejiaoJiangdissertation.pdf
Committee Members:
Runze Li, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Member
Murali Haran, Committee Member
Aleksandra B Slavković, Committee Member
Runze Li, Committee Chair/Co-Chair

7. Why Does Hedge Fund Alpha Decrease over Time? Evidence from Individual Hedge Funds

open_access
Open Access
Author:
Zhong, Zhaodong
Title:
Why Does Hedge Fund Alpha Decrease over Time? Evidence from Individual Hedge Funds
Graduate Program:
Business Administration
Keywords:
hedge funds
performance
alpha
flows
capacity constraints
counter-factual analysis
File:
Download Zhaodong-Zhong-Dissertation-final.pdf
Committee Members:
Quanwei Cao, Committee Chair/Co-Chair
Jingzhi Huang, Committee Chair/Co-Chair
William Kracaw, Committee Member
Dennis Kon Jin Lin, Committee Member

8. Essays on Market Frictions in the Real Estate Market

open_access
Open Access
Author:
Park, Sun Young
Title:
Essays on Market Frictions in the Real Estate Market
Graduate Program:
Business Administration
Keywords:
real estate market
market friction
segmentation
loss aversion
File:
Download SYPDissertation0726.pdf
Committee Members:
Brent William Ambrose, Dissertation Advisor/Co-Advisor
Brent William Ambrose, Committee Chair/Co-Chair
Austin Jay Jaffe, Committee Member
N Edward Coulson, Committee Member
Jiro Yoshida, Committee Member
Jingzhi Huang, Committee Member

9. feature screening and variable selection for ultrahigh dimensional data analysis

open_access
Open Access
Author:
Zhong, Wei
Title:
feature screening and variable selection for ultrahigh dimensional data analysis
Graduate Program:
Statistics
Keywords:
ultrahigh dimensionality
distance correlation
feature screening
sure screening property
variable selection
File:
Download PhD-Dissertation-Wei-Zhong-2012.pdf
Committee Members:
Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Bruce G Lindsay, Committee Member
Dennis Kon Jin Lin, Committee Member
Jingzhi Huang, Committee Member

10. Essays on Credit Risk and Corporate Governance

open_access
Open Access
Author:
Wang, Yuan
Title:
Essays on Credit Risk and Corporate Governance
Graduate Program:
Business Administration
Keywords:
Credit risk
Debt covenants
Corporate Governance
Liquidity
File:
Download Yuan_Wang_dissertation.pdfDownload 1-Yuan_Wang_dissertation.pdf
Committee Members:
Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Jean Helwege, Committee Member
Laura B Field, Committee Member
Joel Matthew Vanden, Committee Member
Guojin Gong, Special Member