The following pages link to Heng-Jian Cui (Q590559):
Displayed 50 items.
- (Q238727) (redirect page) (← links)
- Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random (Q287859) (← links)
- On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
- (Q365839) (redirect page) (← links)
- Empirical likelihood inference for semi-parametric estimating equations (Q365840) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
- Estimation in partial linear EV models with replicated observations (Q551726) (← links)
- (Q589277) (redirect page) (← links)
- Discriminant analysis based on statistical depth (Q601902) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- Efficient estimation of a varying-coefficient partially linear binary regression model (Q627609) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Hazard regression with penalized spline: the smoothing parameter choice and asymptotics (Q716518) (← links)
- On asymptotics of t-type regression estimation in multiple linear model (Q813812) (← links)
- Efficient estimation for semiparametric varying-coefficient partially linear regression models with current status data (Q844048) (← links)
- Quadratic admissible estimate of covariance in pseudo-elliptical contoured distribution (Q863027) (← links)
- Sieve M-estimator for a semi-functional linear model (Q904655) (← links)
- Empirical likelihood inference for partial linear models under martingale difference sequence (Q956361) (← links)
- Asymptotic distributions in the projection pursuit based canonical correlation analysis (Q963707) (← links)
- Empirical likelihood for median regression model with designed censoring variables (Q1041079) (← links)
- Consistency and normality of Huber-Dutter estimators for partial linear model (Q1042771) (← links)
- Empirical likelihood for mixed-effects error-in-variables model (Q1048236) (← links)
- The laws of the iterated logarithm for two kinds of PP statistics (Q1359793) (← links)
- On parameter estimation for semi-linear errors-in-variables models (Q1383909) (← links)
- Longitudinal data analysis using \(t\)-type regression. (Q1429889) (← links)
- Testing lack-of-fit for a polynomial errors-in-variables model (Q1432848) (← links)
- A projection type distribution function and quantile estimates in the presence of auxiliary information (Q1567323) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors (Q1709424) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- Depth weighted scatter estimators (Q1781165) (← links)
- Empirical likelihood confidence region for parameter in the errors-in-variables models. (Q1867197) (← links)
- Estimation in mixed effects model with errors in variables (Q1882934) (← links)
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data. (Q1884609) (← links)
- Covariance matrix estimation in the presence of auxiliary information (Q1895527) (← links)
- Robust nonparametric function estimation for errors-in-variables models (Q1987580) (← links)
- A distribution-free test of independence based on mean variance index (Q2002722) (← links)
- Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
- Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models (Q2042144) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Error density estimation in high-dimensional sparse linear model (Q2304251) (← links)
- A new test for part of high dimensional regression coefficients (Q2348453) (← links)
- Trimmed and Winsorized transformed means based on a scaled deviation (Q2355376) (← links)
- Robust estimation of parameters in nonlinear ordinary differential equation models (Q2416522) (← links)