| Functional-coefficient regression models for nonlinear time series Z Cai, J Fan, Q Yao Journal of the American Statistical Association 95 (451), 941-956, 2000 | 778 | 2000 |
| Efficient estimation and inferences for varying-coefficient models Z Cai, J Fan, R Li Journal of the American Statistical Association 95 (451), 888-902, 2000 | 599 | 2000 |
| Trending time-varying coefficient time series models with serially correlated errors Z Cai Journal of Econometrics 136 (1), 163-188, 2007 | 405 | 2007 |
| Adaptive varying-coefficient linear models J Fan, Q Yao, Z Cai Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2003 | 300 | 2003 |
| Nonparametric quantile estimations for dynamic smooth coefficient models Z Cai, X Xu Journal of the American Statistical Association 103 (484), 1595-1608, 2008 | 255 | 2008 |
| Regression quantiles for time series Z Cai Econometric theory 18 (1), 169-192, 2002 | 246 | 2002 |
| Local linear estimation for time‐dependent coefficients in Cox's regression models Z Cai, Y Sun Scandinavian Journal of Statistics 30 (1), 93-111, 2003 | 212 | 2003 |
| Functional-coefficient models for nonstationary time series data Z Cai, Q Li, JY Park Journal of Econometrics 148 (2), 101-113, 2009 | 188 | 2009 |
| Nonparametric estimation of conditional VaR and expected shortfall Z Cai, X Wang Journal of Econometrics 147 (1), 120-130, 2008 | 152 | 2008 |
| Nonparametric estimation of varying coefficient dynamic panel data models Z Cai, Q Li Econometric Theory 24 (5), 1321-1342, 2008 | 152 | 2008 |
| Functional coefficient instrumental variables models Z Cai, M Das, H Xiong, X Wu Journal of Econometrics 133 (1), 207-241, 2006 | 134 | 2006 |
| Semiparametric quantile regression estimation in dynamic models with partially varying coefficients Z Cai, Z Xiao Journal of Econometrics 167 (2), 413-425, 2012 | 120 | 2012 |
| Weighted nadaraya–watson regression estimation Z Cai Statistics & probability letters 51 (3), 307-318, 2001 | 103 | 2001 |
| Asymptotic properties of Kaplan-Meier estimator for censored dependent data Z Cai Statistics & probability letters 37 (4), 381-389, 1998 | 99 | 1998 |
| Uniform strong estimation under α-mixing, with rates Z Cai, GG Roussas Statistics & probability letters 15 (1), 47-55, 1992 | 98 | 1992 |
| Application of a local linear autoregressive model to BOD time series Z Cai, RC Tiwari Environmetrics: The official journal of the International Environmetrics …, 2000 | 83 | 2000 |
| Estimating a distribution function for censored time series data Z Cai Journal of Multivariate Analysis 78 (2), 299-318, 2001 | 69 | 2001 |
| Berry-Esseen bounds for smooth estimator of a distribution function under association Z Cai, GG Roussas Journal of Nonparametric Statistics 11 (1-3), 79-106, 1999 | 69 | 1999 |
| The hit of the novel coronavirus outbreak to China's economy H Duan, Q Bao, K Tian, S Wang, C Yang, Z Cai China Economic Review 67, 101606, 2021 | 59 | 2021 |
| Kaplan–Meier estimator under association Z Cai, GG Roussas Journal of Multivariate Analysis 67 (2), 318-348, 1998 | 56 | 1998 |
Jianqing FanProfessor of Statistics, Professor of Finance, Princeton UniversityAdresse e-mail validée de princeton.edu
