The following pages link to Tie Jun Tong (Q1633843):
Displaying 50 items.
- (Q274158) (redirect page) (← links)
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
- (Q413771) (redirect page) (← links)
- James-Stein type estimators of variances (Q413774) (← links)
- (Q496468) (redirect page) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- A note on a two-sample \(T\) test with one variance unknown (Q713903) (← links)
- Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
- Corrected empirical likelihood for a class of generalized linear measurement error models (Q887052) (← links)
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data (Q900797) (← links)
- Comparing multiple treatments to both positive and negative controls (Q1036717) (← links)
- Nonparametric estimation of extreme conditional quantiles with functional covariate (Q1633844) (← links)
- Optimal difference-based estimation for partially linear models (Q1643015) (← links)
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression (Q1750258) (← links)
- Almost sure convergence of the general Jamison weighted sum of \({\mathcal B}\)-valued random variables (Q1888715) (← links)
- Model selection between the fixed-effects model and the random-effects model in meta-analysis (Q2023487) (← links)
- Estimating the mean and variance from the five-number summary of a log-normal distribution (Q2023492) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- Variable selection for functional linear models with strong heredity constraint (Q2121450) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- TFisher: a powerful truncation and weighting procedure for combining \(p\)-values (Q2179954) (← links)
- Hypothesis testing for normal distributions: a unified framework and new developments (Q2291646) (← links)
- SIMEX estimation for single-index model with covariate measurement error (Q2324316) (← links)
- A least squares method for variance estimation in heteroscedastic nonparametric regression (Q2336557) (← links)
- Discriminant analysis and normalization methods for next-generation sequencing data (Q2419382) (← links)
- Optimal variance estimation without estimating the mean function (Q2435225) (← links)
- Simultaneous confidence band for nonparametric fixed effects panel data models (Q2439793) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- (Q2834495) (← links)
- Tail Probability Ratios of Normal and Student’s<i>t</i>Distributions (Q2931575) (← links)
- Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201) (← links)
- Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification (Q3076039) (← links)
- (Q3087179) (← links)
- Semiparametric regression analysis of multivariate doubly censored data (Q3386478) (← links)
- Optimal difference-based variance estimation in heteroscedastic nonparametric regression (Q3448715) (← links)
- Estimating residual variance in nonparametric regression using least squares (Q3545420) (← links)
- (Q4542229) (← links)
- (Q5004051) (← links)
- Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
- Direct local linear estimation for Sharpe ratio function (Q5094282) (← links)
- Variance estimation in nonparametric regression with jump discontinuities (Q5128602) (← links)
- Estimating the proportion of true null hypotheses using the pattern of observed<i>p</i>-values (Q5129086) (← links)
- Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
- Testing discontinuities in nonparametric regression (Q5139003) (← links)
- Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data (Q5214470) (← links)
- Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis (Q5307687) (← links)
- (Q5381113) (← links)
- Simultaneous confidence bands and hypothesis testing for single-index models (Q5413289) (← links)
