The following pages link to Heng-Jian Cui (Q590559):
Displayed 50 items.
- Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
- On nonlinear regression estimator with denoised variables (Q2445822) (← links)
- Testing for additivity with B-splines (Q2454657) (← links)
- On weighted randomly trimmed means (Q2461331) (← links)
- Empirical depth processes (Q2474780) (← links)
- Average projection type weighted Cramér-von Mises statistics for testing some distributions (Q2503780) (← links)
- Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs (Q2508017) (← links)
- Numerical discretization-based kernel type estimation methods for ordinary differential equation models (Q2516020) (← links)
- Consistency of chi-squared test with varying number of classes (Q2517114) (← links)
- M-estimation for linear models with spatially-correlated errors (Q2567189) (← links)
- Asymptotics of mean transformation estimators with errors in variables model (Q2573831) (← links)
- Parameter estimation of varying coefficients structural EV model with time series (Q2627876) (← links)
- (Q2744334) (← links)
- (Q2757121) (← links)
- (Q2767437) (← links)
- (Q2779037) (← links)
- The T-type estimate of a class of partially non linear models (Q2807746) (← links)
- Asymptotic distributions of principal components based on robust dispersions (Q2813908) (← links)
- Adjusted empirical likelihood inference for additive hazards regression (Q2834729) (← links)
- (Q2924187) (← links)
- (Q2993356) (← links)
- (Q3125013) (← links)
- Empirical likelihood inference for parameters in a partially linear errors-in-variables model (Q3143502) (← links)
- (Q3378808) (← links)
- Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model (Q3396354) (← links)
- Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models (Q3411065) (← links)
- (Q3412862) (← links)
- Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models (Q3455252) (← links)
- Regularized quantile regression and robust feature screening for single index models (Q3465094) (← links)
- (Q3537015) (← links)
- (Q3572125) (← links)
- Robust estimates in generalised varying-coefficient partially linear models (Q3589227) (← links)
- (Q3599759) (← links)
- (Q3622278) (← links)
- (Q3640159) (← links)
- (Q3771436) (← links)
- (Q4233296) (← links)
- (Q4278804) (← links)
- (Q4278929) (← links)
- (Q4381777) (← links)
- The n.s. conditions for the ration of two quadratic forms to have an f-distribution and its applications (Q4386007) (← links)
- (Q4387845) (← links)
- (Q4426874) (← links)
- Skewness correction <i>X̄</i> and <i>R</i> charts for skewed distributions (Q4456083) (← links)
- (Q4516435) (← links)
- (Q4516648) (← links)
- (Q4516733) (← links)
- On Best Linear Unbiased Estimation in the Restricted General Linear Model (Q4720548) (← links)
- (Q4787694) (← links)
- (Q4801741) (← links)