The following pages link to Ji-cai Liu (Q272825):
Displayed 44 items.
- The proportional hazards model for multiple type recurrent gap times (Q272828) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Item:Q272825 (redirect page) (← links)
- A robust and efficient estimation method for single index models (Q391886) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Variable selection in semiparametric hazard regression for multivariate survival data (Q893164) (← links)
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
- A martingale-difference-divergence-based estimation of central mean subspace (Q1999990) (← links)
- Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
- Hierarchically penalized additive hazards model with diverging number of parameters (Q2254832) (← links)
- Empirical likelihood based modal regression (Q2340393) (← links)
- Robust adaptive estimation for semivarying coefficient models (Q2343642) (← links)
- Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
- Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
- Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q2434140) (← links)
- A new local estimation method for single index models for longitudinal data (Q2832021) (← links)
- Generalized varying-coefficient single-index model (Q2934860) (← links)
- (Q2991692) (← links)
- (Q3462832) (← links)
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models (Q4559457) (← links)
- (Q4860389) (← links)
- Composite quantile regression and variable selection of the partial linear single-index models (Q5017909) (← links)
- A new nonparametric extension of ANOVA via projection mean variance measure (Q5037831) (← links)
- Estimating restricted mean treatment effects with additive-multiplicative hazards models (Q5051338) (← links)
- Variable selection for varying dispersion beta regression model (Q5128562) (← links)
- Quantile regression and variable selection for the single-index model (Q5128663) (← links)
- Sparse group variable selection based on quantile hierarchical Lasso (Q5128673) (← links)
- Robust variable selection for the varying coefficient model based on composite<i>L</i><sub>1</sub>–<i>L</i><sub>2</sub>regression (Q5129091) (← links)
- Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model (Q5249182) (← links)
- (Q5260205) (← links)
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q5299893) (← links)
- Robust estimation for partially linear single-index model (Q5349085) (← links)
- (Q5399813) (← links)
- Group screening for ultra-high-dimensional feature under linear model (Q5880025) (← links)
- <i>K</i>-CDFs: A Nonparametric Clustering Algorithm via Cumulative Distribution Function (Q6047133) (← links)
- Supercongruences between truncated ${}_3F_2$ hypergeometric series (Q6283544) (← links)
- Supercongruences for the $(p-1)$th Ap\'ery number (Q6299774) (← links)
- A variation of $q$-Wolstenholme's theorem (Q6334859) (← links)
- A $p$-adic analogue of Chan and Verrill's formula for $1/\pi$ (Q6347123) (← links)
- On the divisibility of $q$-trinomial coefficients (Q6371243) (← links)
- Further results on the divisibility of $q$-trinomial coefficients (Q6404813) (← links)
- Supercongruences involving Motzkin numbers and central trinomial coefficients (Q6408468) (← links)