Person:353621: Difference between revisions

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Person:353621
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m AuthorDisambiguator moved page Xiao Rong Yang to Xiao Rong Yang: Duplicate
 
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Latest revision as of 13:06, 11 December 2023

Available identifiers

zbMath Open yang.xiaorongMaRDI QIDQ353621

List of research outcomes





PublicationDate of PublicationType
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure2024-10-28Paper
Multiple-output quantile regression neural network2024-05-31Paper
https://portal.mardi4nfdi.de/entity/Q61417982024-01-23Paper
A New Approach to Censored Quantile Regression Estimation2022-03-28Paper
On Korn's inequality at endpoints2022-03-21Paper
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions2020-11-04Paper
Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance2016-07-15Paper
The Hoffmann-Jørgensen inequality of NA random variables and its applications to the logarithm law2014-11-25Paper
Asymptotic of theLr-norm of density estimators in the autoregressive time series2014-03-14Paper
Estimation of the mean for critical branching process and its bootstrap approximation2013-08-01Paper
A nonclassical LIL for geometrically weighted series in Banach space2013-07-16Paper
A Hoffmann-Jørgensen inequality of NA random variables with applications to the convergence rate2013-03-06Paper
Asymptotic properties for the loglog laws under positive association2012-10-16Paper
Asymptotics of kernel error density estimators in nonlinear autoregressive models2011-07-21Paper
Convergence rates of the LIL for random fields in Hilbert spaces2011-07-15Paper
Convergence rates of tail probabilities for sums under dependence assumptions2010-11-17Paper
https://portal.mardi4nfdi.de/entity/Q34029632010-02-12Paper
Moment convergence rates in the law of the logarithm for dependent sequences2009-10-15Paper
Precise asymptotics in the law of logarithm under dependence assumptions2009-03-12Paper
A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors2009-03-06Paper
A note on self-weighted quantile estimation for infinite variance quantile autoregression models2008-11-14Paper
Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables2007-12-07Paper
https://portal.mardi4nfdi.de/entity/Q57544092007-08-22Paper
The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent2007-03-12Paper

Research outcomes over time

This page was built for person: Xiao Rong Yang