| Publication | Date of Publication | Type |
|---|
Robust optimal subsampling based on weighted asymmetric least squares
Statistical Papers | 2024-07-25 | Paper |
Heteroscedasticity identification and variable selection via multiple quantile regression
Journal of Statistical Computation and Simulation | 2024-06-10 | Paper |
Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net
Journal of Systems Science and Complexity | 2024-04-03 | Paper |
Doubly robust weighted composite quantile regression based on SCAD‐L2
The Canadian Journal of Statistics | 2023-11-02 | Paper |
Modified adaptive group lasso for high-dimensional varying coefficient models
Communications in Statistics. Simulation and Computation | 2022-12-13 | Paper |
Optimal subsampling for least absolute relative error estimators with massive data
Journal of Complexity | 2022-11-23 | Paper |
Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
A Cholesky-based estimation for large-dimensional covariance matrices
Journal of Applied Statistics | 2022-02-25 | Paper |
Ensemble sparse estimation of covariance structure for exploring genetic disease data
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
A new variant of the parallel regression model with variable selection in surveys with sensitive attribute
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
Journal of Applied Statistics | 2020-12-03 | Paper |
Structure identification for varying coefficient models with measurement errors based on kernel smoothing
Statistical Papers | 2020-11-02 | Paper |
Variable selection in the high-dimensional continuous generalized linear model with current status data
Journal of Applied Statistics | 2020-10-28 | Paper |
Adaptive penalized weighted least absolute deviations estimation for the accelerated failure time model
Acta Mathematica Sinica, English Series | 2020-09-07 | Paper |
Group selection via adjusted weighted least absolute deviation regression
Journal of Computational and Applied Mathematics | 2020-05-11 | Paper |
Profile statistical inference for partially linear additive models with a diverging number of parameters
Journal of Systems Science and Complexity | 2020-01-20 | Paper |
Adaptive group Lasso for high-dimensional generalized linear models
Statistical Papers | 2019-11-28 | Paper |
Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
Statistical Methodology | 2019-03-13 | Paper |
Identification and estimation for generalized varying coefficient partially linear models
Hacettepe Journal of Mathematics and Statistics | 2019-03-06 | Paper |
scientific article; zbMATH DE number 6919723 (Why is no real title available?)
| 2018-08-16 | Paper |
Restricted profile estimation for partially linear models with large-dimensional covariates
Statistics & Probability Letters | 2017-10-06 | Paper |
Group variable selection based on SCAD and MCP in generalized linear models
| 2017-07-14 | Paper |
Adaptive group bridge estimation for high-dimensional partially linear models
Journal of Inequalities and Applications | 2017-07-13 | Paper |
Combined-penalized likelihood estimations with a diverging number of parameters
Journal of Applied Statistics | 2016-12-21 | Paper |
Robust group non-convex estimations for high-dimensional partially linear models
Journal of Nonparametric Statistics | 2016-06-10 | Paper |
Quadratic approximation via the SCAD penalty with a diverging number of parameters
Communications in Statistics. Simulation and Computation | 2016-05-30 | Paper |
SCAD-penalized least absolute deviation regression in high-dimensional models
Communications in Statistics: Theory and Methods | 2016-01-05 | Paper |
Combination of nonconvex penalties and ridge regression for high-dimensional linear models
| 2015-06-29 | Paper |
A note on the one-step estimator for ultrahigh dimensionality
Journal of Computational and Applied Mathematics | 2014-08-05 | Paper |
Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
Statistics & Probability Letters | 2014-06-11 | Paper |
Identification for semiparametric varying coefficient partially linear models
Statistics & Probability Letters | 2013-11-29 | Paper |
Bridge Estimators in the Partially Linear Model with High Dimensionality
Communications in Statistics. Theory and Methods | 2012-06-19 | Paper |
Estimation of Pareto distribution parameters under a \(q\)-symmetric entropy loss function
Journal of Dalian University of Technology | 2012-06-01 | Paper |
Bridge estimation for generalized linear models with a diverging number of parameters
Statistics & Probability Letters | 2010-09-24 | Paper |
Subsampling for Big Data Linear Models with Measurement Errors
| N/A | Paper |
