| Publication | Date of Publication | Type |
|---|
Asymptotic theory in spatio-temporal unstable autoregression
Journal of Multivariate Analysis | 2026-09-16 | Paper |
Partially linear varying-coefficient quantile regression with truncated and missing data
Metrika | 2026-04-17 | Paper |
Limit theorems for stochastic integrals with long memory processes
Stochastic Processes and their Applications | 2026-02-27 | Paper |
Subgroup effect quantile regression with high dimensional missing panel data
Journal of Multivariate Analysis | 2026-02-27 | Paper |
Varying-coefficient quantile regression with effect under panel data and missing observation
Journal of Multivariate Analysis | 2026-01-19 | Paper |
High-dimensional subgroup functional quantile regression with panel and dependent data
Computational Statistics and Data Analysis | 2025-11-10 | Paper |
Asymptotic normality for weighted estimator of conditional density with truncated and censored data
Communications in Statistics. Theory and Methods | 2025-08-05 | Paper |
Model selection based on KL divergence with censoring indicators missing at random
Statistics | 2025-05-11 | Paper |
Functional quantile regression with missing data in reproducing kernel Hilbert space
Communications in Statistics. Theory and Methods | 2025-04-28 | Paper |
Bayesian quantile regression for partially linear single-index model with longitudinal data
Statistical Papers | 2025-02-18 | Paper |
Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
Statistical Papers | 2024-07-25 | Paper |
Quantile difference estimation with censoring indicators missing at random
Lifetime Data Analysis | 2024-07-11 | Paper |
Empirical likelihood in single-index partially functional linear model with missing observations
Communications in Statistics: Theory and Methods | 2024-02-23 | Paper |
Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
Acta Mathematica Sinica, English Series | 2023-10-24 | Paper |
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces
Journal of the Korean Statistical Society | 2023-10-04 | Paper |
Bayesian analysis in single-index quantile regression with missing observation
Communications in Statistics: Theory and Methods | 2023-09-11 | Paper |
Empirical likelihood in single-index quantile regression with high dimensional and missing observations
Journal of Statistical Planning and Inference | 2023-06-26 | Paper |
Bayesian empirical likelihood of quantile regression with missing observations
Metrika | 2023-04-11 | Paper |
Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions
Statistics | 2023-03-06 | Paper |
Nonparametric inference for quantile cointegrations with stationary covariates
Journal of Econometrics | 2022-09-14 | Paper |
Change point estimation in regression model with response missing at random
Communications in Statistics: Theory and Methods | 2022-09-14 | Paper |
A probability inequality for sums of independent Banach space valued random variables
Stochastics | 2022-06-30 | Paper |
Empirical likelihood in varying-coefficient quantile regression with missing observations
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Asymptotic normality of conditional density estimation under truncated, censored and dependent data
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Empirical likelihood of conditional quantile difference with left-truncated and dependent data
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present
Acta Mathematica Sinica, English Series | 2022-01-12 | Paper |
Local M-estimation of nonparametric regression with left-truncated and dependent data
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
CLT for integrated square error of density estimators with censoring indicators missing at random
Statistical Papers | 2021-06-03 | Paper |
Quantile regression of partially linear single-index model with missing observations
Statistics | 2021-05-03 | Paper |
Dimension reduction estimation for central mean subspace with missing multivariate response
Journal of Multivariate Analysis | 2019-11-22 | Paper |
Asymptotic properties for LS estimators in EV regression model with dependent errors
AStA. Advances in Statistical Analysis | 2018-12-18 | Paper |
Weighted estimation of conditional mean function with truncated, censored and dependent data
Statistics | 2018-12-03 | Paper |
Asymptotic normality of estimators in heteroscedastic errors-in-variables model
AStA. Advances in Statistical Analysis | 2018-11-09 | Paper |
Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
Science China. Mathematics | 2018-10-29 | Paper |
Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
Computational Statistics and Data Analysis | 2018-08-17 | Paper |
Quantile regression and its empirical likelihood with missing response at random
Statistical Papers | 2018-08-02 | Paper |
Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
Communications in Statistics: Theory and Methods | 2018-06-01 | Paper |
A weighted estimator of conditional hazard rate with left-truncated and dependent data
Annals of the Institute of Statistical Mathematics | 2018-02-08 | Paper |
Wavelet estimation of density for censored data with censoring indicator missing at random
Statistics | 2018-01-12 | Paper |
An extension of Feller's strong law of large numbers
Statistics & Probability Letters | 2017-12-22 | Paper |
Weak convergence to stochastic integrals for econometric applications
Econometric Theory | 2017-05-10 | Paper |
Convergence rate of wavelet density estimator with data missing randomly when covariables are present
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Hypothesis test on response mean with inequality constraints under data missing when covariables are present
Statistical Papers | 2017-03-07 | Paper |
Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
Statistical Papers | 2017-03-07 | Paper |
A note on symmetrization procedures for the laws of large numbers
Statistics & Probability Letters | 2016-12-15 | Paper |
Berry-Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions
Communications in Statistics. Theory and Methods | 2016-08-29 | Paper |
Berry-Esseen type bounds in heteroscedastic errors-in-variables model
Communications in Statistics. Theory and Methods | 2016-08-26 | Paper |
Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
Journal of Multivariate Analysis | 2016-04-20 | Paper |
Asymptotic normality of conditional density estimation with left-truncated and dependent data
Statistical Papers | 2016-03-18 | Paper |
Asymptotic properties of conditional quantile estimator for censored dependent observations
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Conditional quantile estimation with truncated, censored and dependent data
Chinese Annals of Mathematics. Series B | 2016-01-06 | Paper |
Nonlinear wavelet density estimation with data missing at random when covariates are present
Metrika | 2015-11-06 | Paper |
| A comparison theorem for the law of large numbers in Banach spaces | 2015-06-24 | Paper |
A central limit theorem in non-parametric regression with truncated, censored and dependent data
Scandinavian Journal of Statistics | 2015-03-09 | Paper |
Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
Global L₂ error of wavelet density estimator with truncated and strong mixing observations
International Journal of Wavelets, Multiresolution and Information Processing | 2014-08-11 | Paper |
Empirical likelihood inference for semiparametric model with linear process errors
Journal of the Korean Statistical Society | 2014-08-04 | Paper |
Empirical likelihood for longitudinal partially linear model with -mixing errors
Journal of Systems Science and Complexity | 2014-01-27 | Paper |
Kernel estimation of conditional density with truncated, censored and dependent data
Journal of Multivariate Analysis | 2014-01-13 | Paper |
The limit law of the iterated logarithm in Banach space
Statistics & Probability Letters | 2013-12-06 | Paper |
Local polynomial quasi-likelihood regression with truncated and dependent data
Statistics | 2013-11-21 | Paper |
Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
Electronic Journal of Statistics | 2013-05-28 | Paper |
Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
Test | 2013-04-10 | Paper |
Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
Statistical Papers | 2013-02-19 | Paper |
Asymptotic normality of wavelet estimator in heteroscedastic model with -mixing errors
Journal of Systems Science and Complexity | 2013-01-31 | Paper |
Self-normalized moderate deviations for independent random variables
Science China. Mathematics | 2013-01-28 | Paper |
Statistical inference for partially time-varying coefficient errors-in-variables models
Journal of Statistical Planning and Inference | 2012-12-28 | Paper |
Empirical likelihood for conditional quantile with left-truncated and dependent data
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
Weighted nonparametric regression estimation with truncated and dependent data
Journal of Nonparametric Statistics | 2012-12-20 | Paper |
Local polynomial estimation of a conditional mean function with dependent truncated data
Test | 2012-11-15 | Paper |
Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Berry-Esseen bounds for density estimates under NA assumption
Metrika | 2012-09-23 | Paper |
Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
Communications in Statistics. Theory and Methods | 2012-08-02 | Paper |
Empirical likelihood for partially time-varying coefficient models with dependent observations
Journal of Nonparametric Statistics | 2012-06-25 | Paper |
Nonlinear wavelet estimation of conditional density under left-truncated and -mixing assumptions
International Journal of Wavelets, Multiresolution and Information Processing | 2012-06-13 | Paper |
NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
International Journal of Wavelets, Multiresolution and Information Processing | 2011-08-16 | Paper |
Berry-Esseen type bounds in heteroscedastic semi-parametric model
Journal of Statistical Planning and Inference | 2011-08-01 | Paper |
Conditional quantile estimation with auxiliary information for left-truncated and dependent data
Journal of Statistical Planning and Inference | 2011-08-01 | Paper |
Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
Journal of Nonparametric Statistics | 2011-07-22 | Paper |
Asymptotic properties of conditional quantile estimator under left-truncated and \(\alpha \)-mixing conditions
Communications in Statistics: Theory and Methods | 2011-07-20 | Paper |
Asymptotic normality for regression function estimate under truncation and -mixing conditions
Communications in Statistics: Theory and Methods | 2011-07-13 | Paper |
Empirical likelihood for a heteroscedastic partial linear model
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
Strong convergence for weighted sums of negatively associated arrays
Chinese Annals of Mathematics. Series B | 2011-04-06 | Paper |
Wavelet estimation of conditional density with truncated, censored and dependent data
Journal of Multivariate Analysis | 2011-03-14 | Paper |
| Convergence rate of wavelet estimator in semiparametric models with dependent MA() error process | 2011-02-05 | Paper |
Nonlinear wavelet estimator of the regression function under left-truncated dependent data
Journal of Nonparametric Statistics | 2010-06-18 | Paper |
Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
Metrika | 2010-06-16 | Paper |
Empirical likelihood for conditional density under left truncation and -mixing condition
Communications in Statistics: Theory and Methods | 2010-05-21 | Paper |
Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
Journal of Multivariate Analysis | 2010-04-06 | Paper |
Complete moment and integral convergence for sums of negatively associated random variables
Acta Mathematica Sinica, English Series | 2010-03-17 | Paper |
| Recursive density estimation of NA samples | 2009-07-22 | Paper |
Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
Communications in Statistics: Theory and Methods | 2009-06-09 | Paper |
| scientific article; zbMATH DE number 5548251 (Why is no real title available?) | 2009-04-28 | Paper |
A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
Journal of Multivariate Analysis | 2009-04-21 | Paper |
A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS
Journal of the Korean Mathematical Society | 2009-02-12 | Paper |
| scientific article; zbMATH DE number 5504846 (Why is no real title available?) | 2009-02-09 | Paper |
Asymptotic normality in partial linear models based on dependent errors
Journal of Statistical Planning and Inference | 2009-01-30 | Paper |
Strong limit theorems for weighted sums of negatively associated random variables
Journal of Theoretical Probability | 2008-12-16 | Paper |
Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
Journal of Multivariate Analysis | 2008-12-10 | Paper |
Strong convergence in nonparametric regression with truncated dependent data
Journal of Multivariate Analysis | 2008-12-10 | Paper |
