| Publication | Date of Publication | Type |
|---|
| Distributed mean dimension reduction through semi-parametric approaches | 2025-01-27 | Paper |
| Convergence rate for nonparametric quantile regression with a total variation penalty | 2024-05-21 | Paper |
| Testing homogeneity in high dimensional data through random projections | 2024-01-12 | Paper |
| Calibrated regression estimation using empirical likelihood under data fusion | 2023-11-28 | Paper |
| Value iteration for streaming data on a continuous space with gradient method in an RKHS | 2023-10-26 | Paper |
| Sketched approximation of regularized canonical correlation analysis | 2023-09-11 | Paper |
| Independence tests with random subspace of two random vectors in high dimension | 2023-03-17 | Paper |
| An approximate randomization test for the high-dimensional two-sample Behrens–Fisher problem under arbitrary covariances | 2023-01-04 | Paper |
| A rank-based high-dimensional test for equality of mean vectors | 2022-05-30 | Paper |
| Estimating the number of equal components for two high-dimensional mean vectors | 2022-05-25 | Paper |
| A generalized Wilcoxon-Mann-Whitney type test for multivariate data through pairwise distance | 2022-05-23 | Paper |
| Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction | 2022-05-23 | Paper |
| Symmetrical independence tests for two random vectors with arbitrary dimensional graphs | 2022-04-25 | Paper |
| Penalized maximum likelihood estimation for skew normal mixtures | 2022-03-21 | Paper |
| A robust and nonparametric two-sample test in high dimensions | 2022-03-04 | Paper |
| Two-sample test in high dimensions through random selection | 2021-11-09 | Paper |
| An approximate randomization test for high-dimensional two-sample Behrens-Fisher problem under arbitrary covariances | 2021-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4996357 | 2021-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5129433 | 2020-10-27 | Paper |
| Multiplicative distortion measurement errors linear models with general moment identifiability condition | 2020-04-28 | Paper |
| Multiple permutation test for high-dimensional data: a components-combined algorithm | 2020-04-27 | Paper |
| Adaptive composite quantile regressions and their asymptotic relative efficiency | 2020-04-23 | Paper |
| Adaptive positive and negative runs test | 2020-04-23 | Paper |
| Two new estimators for the proportion of true null hypotheses in multiple test | 2020-04-22 | Paper |
| Confidence interval estimation for negative binomial group distribution | 2020-04-01 | Paper |
| A modified combinedp-value multiple test | 2020-03-27 | Paper |
| Comparison of several Birnbaum–Saunders distributions | 2020-03-12 | Paper |
| An improved score interval with a modified midpoint for a binomial proportion | 2020-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5196289 | 2019-10-02 | Paper |
| A combined \(p\)-value test for the mean difference of high-dimensional data | 2019-06-20 | Paper |
| Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data | 2019-05-27 | Paper |
| A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis | 2019-05-24 | Paper |
| Semiparametric Inference for Data with A Continuous Outcome from A Two-Phase Probability-Dependent Sampling Scheme | 2019-05-09 | Paper |
| Empirical likelihood inference in linear regression with nonignorable missing response | 2018-11-23 | Paper |
| Dimension reduction with missing response at random | 2018-11-02 | Paper |
| Semiparametric double robust and efficient estimation for mean functionals with response missing at random | 2018-10-17 | Paper |
| Semiparametric quantile estimation for varying coefficient partially linear measurement errors models | 2018-08-31 | Paper |
| A modified Hosmer–Lemeshow test for large data sets | 2018-02-21 | Paper |
| Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form | 2017-04-21 | Paper |
| Confidence interval estimation by a joint pivot method | 2016-08-04 | Paper |
| Checking nonparametric component for partial linear regression model with missing response | 2015-12-22 | Paper |
| Goodness-of-fit testing for varying-coefficient models | 2015-10-14 | Paper |
| Consistently determining the number of factors in multivariate volatility modelling | 2015-10-08 | Paper |
| Nonparametric check for partial linear errors-in-covariables models with validation data | 2015-07-21 | Paper |
| Empirical likelihood for single index model with missing covariates at random | 2015-07-20 | Paper |
| Model checking for parametric regressions with response missing at random | 2015-07-01 | Paper |
| Transformation-based model averaged tail area inference | 2015-03-05 | Paper |
| Robust estimating equation-based sufficient dimension reduction | 2015-02-04 | Paper |
| Testing equality of shape parameters in several inverse Gaussian populations | 2014-10-17 | Paper |
| An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data | 2014-09-26 | Paper |
| Multi-index regression models with missing covariates at random | 2014-01-13 | Paper |
| Checking the adequacy of partial linear models with missing covariates at random | 2013-08-07 | Paper |
| Nonparametric checks for varying coefficient models with missing response at random | 2013-07-12 | Paper |
| Some properties for the estimators in linear mixed models | 2013-04-17 | Paper |
| Testing the adequacy of varying coefficient models with missing responses at random | 2013-02-25 | Paper |
| Testing normality in mixed models using a transformation method | 2013-02-19 | Paper |
| A maximum smoothed likelihood estimator in the current status continuous mark model | 2012-06-25 | Paper |
| Goodness-of-fit tests for general linear models with covariates missed at random | 2012-05-18 | Paper |
| Tests for variance components in varying coefficient mixed models | 2012-03-08 | Paper |
| Three Categories Customer Churn Prediction Based on the Adjusted Real Adaboost | 2011-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571650 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3573977 | 2010-07-08 | Paper |
| Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models | 2010-04-22 | Paper |
| Testing for random effects in linear mixed models for longitudinal data under moment conditions | 2010-03-17 | Paper |
| Goodness-of-Fit for Longitudinal Count Data with Overdispersion | 2009-12-16 | Paper |
| Influence diagnostics and outlier tests for varying coefficient mixed models | 2009-09-28 | Paper |
| Model diagnosis for parametric regression in high-dimensional spaces | 2009-06-10 | Paper |
| A goodness-of-fit test for a varying-coefficients model in longitudinal studies | 2009-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435855 | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435885 | 2008-01-14 | Paper |
| The empirical likelihood goodness-of-fit test for regression models | 2007-10-16 | Paper |
| A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator | 2006-10-24 | Paper |
