Yang, Bingduo; Long, Wei; Peng, Liang; Cai, Zongwu Testing the predictability of U.S. housing price index returns based on an IVX-AR model. (English) Zbl 1452.62967 J. Am. Stat. Assoc. 115, No. 532, 1598-1619 (2020). MSC: 62P20 62J05 PDFBibTeX XMLCite \textit{B. Yang} et al., J. Am. Stat. Assoc. 115, No. 532, 1598--1619 (2020; Zbl 1452.62967) Full Text: DOI
Cai, Zongwu; Wang, Xian Selection of mixed copula model via penalized likelihood. (English) Zbl 1367.62215 J. Am. Stat. Assoc. 109, No. 506, 788-801 (2014). MSC: 62J07 62H05 62F12 PDFBibTeX XMLCite \textit{Z. Cai} and \textit{X. Wang}, J. Am. Stat. Assoc. 109, No. 506, 788--801 (2014; Zbl 1367.62215) Full Text: DOI
Cai, Zongwu; Xu, Xiaoping Nonparametric quantile estimations for dynamic smooth coefficient models. (English) Zbl 1375.62003 J. Am. Stat. Assoc. 104, No. 485, 371-383 (2009); Corection 106, No. 494, 773 (2011). MSC: 62G05 62G08 62M10 PDFBibTeX XMLCite \textit{Z. Cai} and \textit{X. Xu}, J. Am. Stat. Assoc. 104, No. 485, 371--383 (2009; Zbl 1375.62003) Full Text: DOI DOI Link
Cai, Zongwu; Xu, Xiaoping Nonparametric quantile estimations for dynamic smooth coefficient models. (English) Zbl 1286.62029 J. Am. Stat. Assoc. 103, No. 484, 1595-1608 (2008). MSC: 62G05 62G08 62M10 PDFBibTeX XMLCite \textit{Z. Cai} and \textit{X. Xu}, J. Am. Stat. Assoc. 103, No. 484, 1595--1608 (2008; Zbl 1286.62029) Full Text: DOI Link
Cai, Zongwu; Fan, Jianqing; Yao, Qiwei Functional-coefficient regression models for nonlinear time series. (English) Zbl 0996.62078 J. Am. Stat. Assoc. 95, No. 451, 941-956 (2000). MSC: 62M10 62G08 62J02 PDFBibTeX XMLCite \textit{Z. Cai} et al., J. Am. Stat. Assoc. 95, No. 451, 941--956 (2000; Zbl 0996.62078) Full Text: DOI Link
Cai, Zongwu; Fan, Jianqing; Li, Runze Efficient estimation and inferences for varying-coefficient models. (English) Zbl 0999.62052 J. Am. Stat. Assoc. 95, No. 451, 888-902 (2000). MSC: 62J12 62G10 65C60 PDFBibTeX XMLCite \textit{Z. Cai} et al., J. Am. Stat. Assoc. 95, No. 451, 888--902 (2000; Zbl 0999.62052) Full Text: DOI DOI