| Publication | Date of Publication | Type |
|---|
The Exact Likelihood Ratio Test for Equality of Two Normal Populations
The American Statistician | 2023-02-02 | Paper |
Some specific density functions of aggregated discounted claims with dependent risks
Results in Applied Mathematics | 2021-09-03 | Paper |
Projection sparse principal component analysis: an efficient least squares method
Journal of Multivariate Analysis | 2019-10-01 | Paper |
| Nonparametric Multiple Change Point Detection for Non-Stationary Times Series | 2019-01-10 | Paper |
Case deletion diagnostics for GMM estimation
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
A new hybrid estimation method for the generalized Pareto distribution
Communications in Statistics. Theory and Methods | 2016-08-26 | Paper |
Estimation and inference for varying-coefficient regression models with error-prone covariates
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Statistical inference for multivariate partially linear regression models
The Canadian Journal of Statistics | 2013-10-09 | Paper |
A note on the likelihood ratio test for equality of \(k\) normal populations
Communications in Statistics. Simulation and Computation | 2013-02-11 | Paper |
Tests of transformation in nonlinear regression
Economics Letters | 2013-01-01 | Paper |
Deletion, replacement and mean-shift for diagnostics in linear mixed models
Computational Statistics and Data Analysis | 2012-06-20 | Paper |
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Management Science | 2012-03-01 | Paper |
A new quantile function based model for modeling price behaviors in financial markets
Statistics and Its Interface | 2012-01-25 | Paper |
Weighted profile least squares estimation for a panel data varying-coefficient partially linear model
Chinese Annals of Mathematics. Series B | 2011-04-06 | Paper |
A Note on Bartlett's<i>M</i>Test for Homogeneity of Variances
Communications in Statistics: Theory and Methods | 2010-11-22 | Paper |
Influence measures for general linear models with correlated errors
The American Statistician | 2010-03-11 | Paper |
Strong consistency of the empirical martingale simulation option price estimator
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
Graphing Kendall's \(\tau \)
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Case deletion diagnostics in multilevel models
Journal of Multivariate Analysis | 2008-11-06 | Paper |
Local influence in multilevel models
The Canadian Journal of Statistics | 2008-09-25 | Paper |
Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
Communications in Statistics: Theory and Methods | 2008-08-08 | Paper |
Detection of outliers in multilevel models
Journal of Statistical Planning and Inference | 2008-08-06 | Paper |
On inference for a semiparametric partially linear regression model with serially correlated errors
The Canadian Journal of Statistics | 2008-07-21 | Paper |
Statistical inference of partially linear regression models with heteroscedastic errors
Journal of Multivariate Analysis | 2007-10-24 | Paper |
Hierarchical linear regression models for conditional quantiles
Science in China. Series A | 2007-03-14 | Paper |
Corrected local polynomial estimation in varying-coefficient models with measurement errors
The Canadian Journal of Statistics | 2007-01-30 | Paper |
Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
Journal of Statistical Planning and Inference | 2006-10-30 | Paper |
Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models
Acta Mathematicae Applicatae Sinica. English Series | 2006-10-09 | Paper |
Block empirical likelihood for longitudinal partially linear regression models
The Canadian Journal of Statistics | 2006-07-14 | Paper |
A class of partially linear single-index survival models
The Canadian Journal of Statistics | 2006-07-14 | Paper |
Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
Journal of Multivariate Analysis | 2006-04-28 | Paper |
Wild bootstrap estimation in partially linear models with heteroscedasticity
Statistics & Probability Letters | 2006-04-28 | Paper |
An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
Statistical Papers | 2006-03-09 | Paper |
Testing heteroscedasticity in partially linear regression models
Statistics & Probability Letters | 2005-11-25 | Paper |
Asymptotic normality of some estimators in a fixed-design semiparametric regression model with linear time series errors
Journal of Systems Science and Complexity | 2005-11-21 | Paper |
| scientific article; zbMATH DE number 2177406 (Why is no real title available?) | 2005-06-21 | Paper |
A New Multivariate Control Chart for Monitoring Both Location and Dispersion
Communications in Statistics. Simulation and Computation | 2005-05-23 | Paper |
Block external bootstrap in partially linear models with nonstationary strong mixing error terms
The Canadian Journal of Statistics | 2005-04-29 | Paper |
Jackknifing in partially linear regression models with serially correlated errors
Journal of Multivariate Analysis | 2005-02-23 | Paper |
| scientific article; zbMATH DE number 2135424 (Why is no real title available?) | 2005-02-21 | Paper |
Computing Average Run Lengths for the MaxEWMA Chart
Communications in Statistics. Simulation and Computation | 2005-01-17 | Paper |
Delete-group jackknife estimate in partially linear regression models with heteroscedasticity
Acta Mathematicae Applicatae Sinica. English Series | 2004-09-22 | Paper |
Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
Acta Mathematicae Applicatae Sinica. English Series | 2004-06-22 | Paper |
PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
Communications in Statistics: Theory and Methods | 2004-02-04 | Paper |
CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
Communications in Statistics: Theory and Methods | 2004-02-04 | Paper |
A new test for normality in linear autoregressive models
Journal of Systems Science and Complexity | 2004-01-13 | Paper |
Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
Communications in Statistics: Theory and Methods | 2003-07-24 | Paper |
Box-Cox transformations in linear models: Large sample theory and tests of normality
The Canadian Journal of Statistics | 2003-06-24 | Paper |
Weak convergence of the empirical process of residuals in linear models with many parameters
The Annals of Statistics | 2002-11-14 | Paper |
A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models
The Canadian Journal of Statistics | 2002-10-08 | Paper |
| scientific article; zbMATH DE number 1789736 (Why is no real title available?) | 2002-08-27 | Paper |
A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
A NOTE ON EWMA CHARTS FOR MONITORING MEAN CHANGES IN NORMAL PROCESSES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Theory & Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2002-07-28 | Paper |
Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series
Acta Mathematicae Applicatae Sinica. English Series | 2002-06-27 | Paper |
| scientific article; zbMATH DE number 1894913 (Why is no real title available?) | 2002-01-01 | Paper |
Geometric ergodicity of nonlinear autoregressive models with changing conditional variances
The Canadian Journal of Statistics | 2001-04-08 | Paper |
The run length distributions of the<i>R, s</i>and<i>s</i><sup>2</sup>control charts when σ is estimated
The Canadian Journal of Statistics | 1999-06-14 | Paper |
The exact \(u\) chart can be obtained using simple adjustments
Statistics & Probability Letters | 1998-10-19 | Paper |
Box‐Cox transformed linear models: A parameter‐based asymptotic approach
The Canadian Journal of Statistics | 1998-06-02 | Paper |
| scientific article; zbMATH DE number 1121366 (Why is no real title available?) | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 1121374 (Why is no real title available?) | 1998-02-25 | Paper |
| scientific article; zbMATH DE number 1052821 (Why is no real title available?) | 1997-12-01 | Paper |
| scientific article; zbMATH DE number 1058152 (Why is no real title available?) | 1997-11-06 | Paper |
EDF tests of goodness of fit for transform‐both‐sides models
The Canadian Journal of Statistics | 1997-06-03 | Paper |
| scientific article; zbMATH DE number 788237 (Why is no real title available?) | 1996-01-02 | Paper |
| scientific article; zbMATH DE number 788241 (Why is no real title available?) | 1996-01-02 | Paper |
LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS
Journal of Time Series Analysis | 1995-11-28 | Paper |
Some specific contiguous alternatives to the normal error assumption in linear models
Statistics & Probability Letters | 1993-05-16 | Paper |
