| Publication | Date of Publication | Type |
|---|
Jump-preserving estimation for the discontinuous link function in a single-index multiplicative model
Chinese Annals of Mathematics. Series B | 2026-05-29 | Paper |
In memory of Professor Wang Songgui (1942--2025)
Chinese Journal of Applied Probability and Statistics | 2025-10-08 | Paper |
Bias-enhanced support detection and root finding approach
Statistics and Computing | 2025-09-05 | Paper |
<i>L</i> <sub>0</sub> -regularized high-dimensional sparse multiplicative models
Statistical Theory and Related Fields | 2025-04-30 | Paper |
Total variation regularized multi-matrices weighted Schatten p-norm minimization for image denoising
Applied Mathematical Modelling | 2025-04-07 | Paper |
Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach
Statistical Papers | 2024-07-30 | Paper |
Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
Acta Mathematica Sinica, English Series | 2023-08-09 | Paper |
One-step sparse estimates in the reverse penalty for high-dimensional correlated data
Journal of Computational and Applied Mathematics | 2023-06-20 | Paper |
| scientific article; zbMATH DE number 7580840 (Why is no real title available?) | 2022-09-01 | Paper |
Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data
Communications in Statistics. Simulation and Computation | 2022-07-05 | Paper |
| scientific article; zbMATH DE number 7492032 (Why is no real title available?) | 2022-03-17 | Paper |
WLAD-LASSO method for robust estimation and variable selection in partially linear models
Communications in Statistics: Theory and Methods | 2022-02-16 | Paper |
Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
Statistical Papers | 2022-01-14 | Paper |
Model averaging marginal regression for high dimensional conditional quantile prediction
Statistical Papers | 2021-12-27 | Paper |
Least product relative error estimation for identification in multiplicative additive models
Journal of Computational and Applied Mathematics | 2021-12-14 | Paper |
Conditioning theory of the equality constrained quadratic programming and its applications
Linear and Multilinear Algebra | 2021-04-14 | Paper |
A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
Statistical Papers | 2020-11-02 | Paper |
On the restricted almost unbiased estimators in linear regression
Journal of Applied Statistics | 2020-09-30 | Paper |
Robust variable selection in modal varying-coefficient models with longitudinal
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
A two-parameter estimator in the negative binomial regression model
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
Weighted composite quantile regression for single index model with missing covariates at random
Computational Statistics | 2020-01-08 | Paper |
Rank-based shrinkage estimation for identification in semiparametric additive models
Statistical Papers | 2019-11-28 | Paper |
Local Walsh-average-based estimation and variable selection for single-index models
Science China. Mathematics | 2019-11-27 | Paper |
Robust variable selection of varying coefficient partially nonlinear model based on quantile regression
Statistics and Its Interface | 2019-06-27 | Paper |
On the penalized maximum likelihood estimation of high-dimensional approximate factor model
Computational Statistics | 2019-06-03 | Paper |
Performance of the restricted almost unbiased type principal components estimators in linear regression model
Statistical Papers | 2019-05-08 | Paper |
| Efficient rank inference based on the modified Cholesky decomposition with longitudinal data | 2019-02-22 | Paper |
Two classes of almost unbiased type principal component estimators in linear regression model
Journal of Applied Mathematics | 2019-02-01 | Paper |
On the condition number theory of the equality constrained indefinite least squares problem
(available as arXiv preprint) | 2019-01-28 | Paper |
Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
Statistics | 2018-12-03 | Paper |
An efficient and robust variable selection method for longitudinal generalized linear models
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
A note on the condition number of the scaled total least squares problem
Calcolo | 2018-10-31 | Paper |
Some results for the Drazin inverses of the sum of two matrices and some block matrices
Journal of Applied Mathematics | 2018-10-10 | Paper |
Two step estimations for a single-index varying-coefficient model with longitudinal data
Statistical Papers | 2018-10-01 | Paper |
| Semiparametric model averaging for high dimensional conditional quantile prediction | 2018-09-05 | Paper |
Feature screening for generalized varying coefficient models with application to dichotomous responses
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Regularized estimation for the least absolute relative error models with a diverging number of covariates
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
Computational Statistics and Data Analysis | 2018-08-07 | Paper |
On a nonparametric estimator for ruin probability in the classical risk model
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Quantile regression for robust inference on varying coefficient partially nonlinear models
Journal of the Korean Statistical Society | 2018-05-03 | Paper |
Estimation and variable selection in single-index composite quantile regression
Communications in Statistics. Simulation and Computation | 2018-03-13 | Paper |
Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models
Statistics | 2018-01-12 | Paper |
Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
Statistical Papers | 2017-12-13 | Paper |
Variable selection in partially linear additive models for modal regression
Communications in Statistics. Simulation and Computation | 2017-11-15 | Paper |
Quantile regression and variable selection for single-index varying-coefficient models
Communications in Statistics. Simulation and Computation | 2017-10-27 | Paper |
Robust modal estimation and variable selection for single-index varying-coefficient models
Communications in Statistics. Simulation and Computation | 2017-09-20 | Paper |
Penalized composite quantile estimation for censored regression model with a diverging number of parameters
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
Robust variable selection for generalized linear models with a diverging number of parameters
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
On a nonparametric estimator for the finite time survival probability with zero initial surplus
Acta Mathematicae Applicatae Sinica. English Series | 2017-03-23 | Paper |
Robust estimation and variable selection in censored partially linear additive models
Journal of the Korean Statistical Society | 2017-02-09 | Paper |
Generalized norms inequalities for absolute value operators
International Journal of Analysis and Applications | 2016-11-30 | Paper |
Some results on the Drazin inverse of a modified matrix with new conditions
International Journal of Analysis and Applications | 2016-11-30 | Paper |
More on the two-parameter estimation in the restricted regression
Communications in Statistics. Theory and Methods | 2016-11-23 | Paper |
Joint estimation for single index mean-covariance models with longitudinal data
Journal of the Korean Statistical Society | 2016-11-01 | Paper |
Robust estimation for varying index coefficient models
Computational Statistics | 2016-09-29 | Paper |
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
Computational Statistics | 2016-09-29 | Paper |
Erratum to: ``Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data''
Computational Statistics | 2016-09-29 | Paper |
Penalized LAD regression for single-index models
Communications in Statistics. Simulation and Computation | 2016-09-16 | Paper |
A note on a discrete time MAP risk model
Journal of Computational and Applied Mathematics | 2016-09-12 | Paper |
Restricted estimation and testing of hypothesis in linear measurement errors models
Communications in Statistics. Theory and Methods | 2016-08-29 | Paper |
Robust variable selection and parametric component identification in varying coefficient models
Communications in Statistics. Theory and Methods | 2016-08-29 | Paper |
Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
Communications in Statistics. Theory and Methods | 2016-08-26 | Paper |
Assessing local influence for elliptical linear models under equality constraints
Communications in Statistics. Theory and Methods | 2016-08-22 | Paper |
Variable selection for partially time-varying coefficient error-in-variables models
Statistics | 2016-07-19 | Paper |
Efficiency of a stochastic restricted two-parameter estimator in linear regression
Applied Mathematics and Computation | 2016-06-21 | Paper |
Positive-rule Stein-type almost unbiased ridge estimator in linear regression model
Communications in Statistics. Theory and Methods | 2016-06-10 | Paper |
Further research on the principal component two-parameter estimator in linear model
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Inverse probability weighted estimators for single-index models with missing covariates
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
Applied Mathematics and Computation | 2016-05-02 | Paper |
A robust penalized estimation for identification in semiparametric additive models
Statistics & Probability Letters | 2016-04-22 | Paper |
Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
Journal of Computational and Applied Mathematics | 2016-04-14 | Paper |
Variable selection for semiparametric varying coefficient partially linear errors-in-variables (EV) model with missing response
Communications in Statistics. Theory and Methods | 2016-04-01 | Paper |
More on the unbiased ridge regression estimation
Statistical Papers | 2016-03-18 | Paper |
Penalized weighted composite quantile estimators with missing covariates
Statistical Papers | 2016-03-18 | Paper |
Variable selection for generalized varying coefficient models with longitudinal data
Statistical Papers | 2016-03-18 | Paper |
Generalized varying index coefficient models
Journal of Computational and Applied Mathematics | 2016-02-29 | Paper |
| The relative efficiencies of weighted mixed estimators with respect to least squares estimators in linear regression model | 2016-01-15 | Paper |
A flexible condition number for weighted linear least squares problem and its statistical estimation
Journal of Computational and Applied Mathematics | 2015-09-09 | Paper |
Condition numbers for the nonlinear matrix equation and their statistical estimation
Linear Algebra and its Applications | 2015-08-21 | Paper |
On the principal component Liu-type estimator in linear regression
Communications in Statistics. Simulation and Computation | 2015-07-29 | Paper |
A ruin model with compound Poisson income and dependence between claim sizes and claim intervals
Acta Mathematicae Applicatae Sinica. English Series | 2015-07-22 | Paper |
Improved results on the Drazin inverse of a 22 block matrix in terms of Banachiewicz-Schur forms
Filomat | 2015-06-26 | Paper |
Some representations for the Drazin inverse of a modified matrix
Calcolo | 2015-03-23 | Paper |
Improvements in the upper bounds for the spread of a matrix
Mathematical Inequalities & Applications | 2015-02-17 | Paper |
On a principal component two-parameter estimator in linear model with autocorrelated errors
Statistical Papers | 2015-02-06 | Paper |
A Further Study of Predictions in Linear Mixed Models
Communications in Statistics: Theory and Methods | 2015-02-05 | Paper |
| On some singular value inequalities for matrices | 2015-01-30 | Paper |
Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
On a perturbed Sparre Andersen risk model with dividend barrier and dependence
Journal of the Korean Statistical Society | 2015-01-26 | Paper |
Perturbation analysis for the symplectic QR factorization
Linear and Multilinear Algebra | 2015-01-14 | Paper |
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
Journal of Computational and Applied Mathematics | 2015-01-08 | Paper |
SCAD penalized rank regression with a diverging number of parameters
Journal of Multivariate Analysis | 2014-11-28 | Paper |
Local influence analysis for the ridge regression under stochastic linear restrictions
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-t error
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
A robust and efficient estimation method for single-index varying-coefficient models
Statistics & Probability Letters | 2014-11-03 | Paper |
Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
A note on multiplicative perturbation bounds for the Moore-Penrose inverse
Linear and Multilinear Algebra | 2014-08-07 | Paper |
When does surplus reach a given target before ruin in the Markov-modulated diffusion model?
Journal of the Korean Statistical Society | 2014-08-05 | Paper |
Improvement of the Liu Estimator in Weighted Mixed Regression
Communications in Statistics: Theory and Methods | 2014-07-31 | Paper |
