The following pages link to Chih-Ling Tsai (Q429626):
Displaying 45 items.
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- (Q195236) (redirect page) (← links)
- (Q311656) (redirect page) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- A Bayesian information criterion for portfolio selection (Q429627) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- Constrained regression model selection (Q951053) (← links)
- Isotonic single-index model for high-dimensional database marketing (Q957060) (← links)
- Longitudinal data model selection (Q959391) (← links)
- Tree-structured model diagnostics for linear regression (Q1009312) (← links)
- Contour projected dimension reduction (Q1043711) (← links)
- Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression (Q1176998) (← links)
- Diagnostics for nonlinearity in generalized linear models. (Q1285508) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure (Q1340903) (← links)
- The model selection criterion AICu. (Q1380660) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- The impact of unsuspected serial correlations on model selection in linear regression (Q1916177) (← links)
- Tests for covariance structures with high-dimensional repeated measurements (Q2012932) (← links)
- Inference on covariance-mean regression (Q2172004) (← links)
- Partially linear single index models for repeated measurements (Q2252906) (← links)
- A robust and efficient approach to causal inference based on sparse sufficient dimension reduction (Q2414095) (← links)
- Diagnostics for binomial response models using power divergence statistics (Q2563659) (← links)
- Single-index model selections (Q2775615) (← links)
- Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models (Q2883898) (← links)
- Regression Analysis of Asymmetric Pairs in Large-Scale Network Data (Q3102901) (← links)
- Jackknifing and bootstrapping quasi–likelihood estimators (Q3350558) (← links)
- Smoothing parameter selection in quasi-likelihood models (Q3423585) (← links)
- Functional Form Diagnostics for Cox's Proportional Hazards Model (Q3435664) (← links)
- Sequential Model Averaging for High Dimensional Linear Regression Models (Q4602133) (← links)
- Clarification: Regression Model Selection—A Residual Likelihood Approach (Q4632610) (← links)
- Relative rates of convergence for efficient model selection criteria in linear regression (Q4842935) (← links)
- Network Influence Analysis (Q5037784) (← links)
- Regression coefficient and autoregressive order shrinkage and selection via the lasso (Q5087438) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- Tail Index Regression (Q5254743) (← links)
- Regularization Parameter Selections via Generalized Information Criterion (Q5254958) (← links)
- A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (Q5285834) (← links)
- A note on shrinkage sliced inverse regression (Q5314852) (← links)
- Tuning parameter selectors for the smoothly clipped absolute deviation method (Q5447649) (← links)
- Partial inverse regression (Q5447653) (← links)
- Tree-augmented Cox proportional hazards models (Q5694090) (← links)
