The following pages link to Lu Lin (Q176022):
Displaying 50 items.
- A pressure-correction and bound-preserving discretization of the phase-field method for variable density two-phase flows (Q2136451) (← links)
- Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
- Nonparametric variable selection and its application to additive models (Q2183769) (← links)
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
- Parallel inference for big data with the group Bayesian method (Q2227203) (← links)
- Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
- Empirical likelihood for composite quantile regression modeling (Q2346499) (← links)
- Covariate-adjusted nonlinear regression (Q2388982) (← links)
- Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
- Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403) (← links)
- Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data (Q2419161) (← links)
- New efficient estimation and variable selection in models with single-index structure (Q2453903) (← links)
- Profile empirical likelihood for parametric and semiparametric models (Q2501354) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- Iterative quasi-likelihood for seemingly unrelated regression systems (Q2572408) (← links)
- Robust depth-weighted wavelet for nonparametric regression models (Q2581181) (← links)
- Unbiased quasi-regression (Q2641582) (← links)
- Bias-corrected smoothed score function for single-index models (Q2655280) (← links)
- (Q2780909) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- (Q2788376) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- Parallel tempering for dynamic generalized linear models (Q2832630) (← links)
- (Q2858846) (← links)
- (Q2993349) (← links)
- (Q3023132) (← links)
- (Q3057801) (← links)
- Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models (Q3064089) (← links)
- Multivariate Hawkes processes: an application to financial data (Q3094498) (← links)
- (Q3125049) (← links)
- (Q3131133) (← links)
- (Q3175553) (← links)
- (Q3180082) (← links)
- (Q3374988) (← links)
- Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations (Q3391825) (← links)
- (Q3402778) (← links)
- (Q3414934) (← links)
- (Q3416514) (← links)
- Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
- (Q3501702) (← links)
- Stable and bias-corrected estimation for nonparametric regression models (Q3521111) (← links)
- An Extended Projection Data Depth and Its Applications to Discrimination (Q3526081) (← links)
- An Adaptive Two‐stage Estimation Method for Additive Models (Q3552977) (← links)
- Covariate-Adjusted Partially Linear Regression Models (Q3566554) (← links)
- (Q3599656) (← links)
- (Q3610091) (← links)
