Person:1633843

Available identifiers

zbMath Open tong.tiejunWikidataQ38317958 ScholiaQ38317958MaRDI QIDQ1633843

List of research outcomes

Publication	Date of Publication	Type
A new method for estimating Sharpe ratio function via local maximum likelihood	2024-04-12	Paper
A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors	2024-01-29	Paper
Regularized t$$ t $$ distribution: definition, properties, and applications	2024-01-02	Paper
Partially linear single-index model in the presence of measurement error	2023-09-22	Paper
Sequential profile Lasso for ultra-high-dimensional partially linear models	2023-03-07	Paper
Direct local linear estimation for Sharpe ratio function	2022-08-02	Paper
A rank-based high-dimensional test for equality of mean vectors	2022-05-30	Paper
Variable selection for functional linear models with strong heredity constraint	2022-04-04	Paper
Testing for heteroskedasticity in two-way fixed effects panel data models	2022-02-25	Paper
Sequence Q-Learning Algorithm for Optimal Mobility-Aware User Association	2022-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q5004051	2021-07-30	Paper
A shrinkage approach to joint estimation of multiple covariance matrices	2021-06-28	Paper
Model selection between the fixed-effects model and the random-effects model in meta-analysis	2021-05-03	Paper
Estimating the mean and variance from the five-number summary of a log-normal distribution	2021-05-03	Paper
Robust estimation of nonparametric function via addition sequence	2021-01-06	Paper
Semiparametric regression analysis of multivariate doubly censored data	2021-01-04	Paper
Testing discontinuities in nonparametric regression	2020-12-04	Paper
Extremal linear quantile regression with Weibull-type tails	2020-11-16	Paper
Variance estimation in nonparametric regression with jump discontinuities	2020-10-28	Paper
Estimating the proportion of true null hypotheses using the pattern of observedp-values	2020-10-26	Paper
TFisher: a powerful truncation and weighting procedure for combining \(p\)-values	2020-05-13	Paper
Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data	2020-02-07	Paper
Hypothesis testing for normal distributions: a unified framework and new developments	2020-01-31	Paper
A least squares method for variance estimation in heteroscedastic nonparametric regression	2019-11-19	Paper
SIMEX estimation for single-index model with covariate measurement error	2019-09-11	Paper
Discriminant analysis and normalization methods for next-generation sequencing data	2019-06-13	Paper
https://portal.mardi4nfdi.de/entity/Q5381113	2019-06-07	Paper
Nonparametric estimation of extreme conditional quantiles with functional covariate	2018-12-21	Paper
Optimal difference-based estimation for partially linear models	2018-06-18	Paper
On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression	2018-05-18	Paper
Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models	2017-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q2834495	2016-11-22	Paper
Estimation of high conditional quantiles using the Hill estimator of the tail index	2016-05-20	Paper
Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles	2016-04-22	Paper
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data	2015-12-23	Paper
Corrected empirical likelihood for a class of generalized linear measurement error models	2015-10-27	Paper
Optimal difference-based variance estimation in heteroscedastic nonparametric regression	2015-10-26	Paper
Shrinkage estimation of large dimensional precision matrix using random matrix theory	2015-10-08	Paper
Difference-based variance estimation in nonparametric regression with repeated measurement data	2015-09-21	Paper
Tail Probability Ratios of Normal and Student’stDistributions	2014-11-26	Paper
Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression	2014-07-29	Paper
Simultaneous confidence bands and hypothesis testing for single-index models	2014-04-29	Paper
Simultaneous confidence band for nonparametric fixed effects panel data models	2014-03-17	Paper
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices	2014-02-13	Paper
Optimal variance estimation without estimating the mean function	2014-02-04	Paper
A note on a two-sample \(T\) test with one variance unknown	2012-10-19	Paper
James-Stein type estimators of variances	2012-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q3087179	2011-08-16	Paper
Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification	2011-02-17	Paper
Shrinkage‐based Diagonal Discriminant Analysis and Its Applications in High‐Dimensional Data	2010-01-21	Paper
Comparing multiple treatments to both positive and negative controls	2009-11-13	Paper
Estimating residual variance in nonparametric regression using least squares	2008-12-10	Paper
Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis	2007-09-18	Paper
Almost sure convergence of the general Jamison weighted sum of \({\mathcal B}\)-valued random variables	2004-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q4542229	2002-11-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

This page was built for person: Tie Jun Tong