| Publication | Date of Publication | Type |
|---|
A comparison of methods for estimating the determinant of high-dimensional covariance matrix
The International Journal of Biostatistics | 2024-11-12 | Paper |
Estimation of variances and covariances for high-dimensional data: a selective review
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
Estimating the reciprocal of a binomial proportion
International Statistical Review | 2024-07-29 | Paper |
A new method for estimating Sharpe ratio function via local maximum likelihood
Journal of Applied Statistics | 2024-04-12 | Paper |
A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors
STATISTICA SINICA | 2024-01-29 | Paper |
Regularized t$$ t $$ distribution: definition, properties, and applications
Scandinavian Journal of Statistics | 2024-01-02 | Paper |
Partially linear single-index model in the presence of measurement error
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Sequential profile Lasso for ultra-high-dimensional partially linear models
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Direct local linear estimation for Sharpe ratio function
The Canadian Journal of Statistics | 2022-08-02 | Paper |
A rank-based high-dimensional test for equality of mean vectors
Computational Statistics and Data Analysis | 2022-05-30 | Paper |
Variable selection for functional linear models with strong heredity constraint
Annals of the Institute of Statistical Mathematics | 2022-04-04 | Paper |
Testing for heteroskedasticity in two-way fixed effects panel data models
Journal of Applied Statistics | 2022-02-25 | Paper |
Sequence Q-Learning Algorithm for Optimal Mobility-Aware User Association
| 2022-01-16 | Paper |
scientific article; zbMATH DE number 7376773 (Why is no real title available?)
| 2021-07-30 | Paper |
A shrinkage approach to joint estimation of multiple covariance matrices
Metrika | 2021-06-28 | Paper |
Model selection between the fixed-effects model and the random-effects model in meta-analysis
Statistics and Its Interface | 2021-05-03 | Paper |
Estimating the mean and variance from the five-number summary of a log-normal distribution
Statistics and Its Interface | 2021-05-03 | Paper |
Robust estimation of nonparametric function via addition sequence
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
Semiparametric regression analysis of multivariate doubly censored data
Statistical Modelling | 2021-01-04 | Paper |
Testing discontinuities in nonparametric regression
Journal of Applied Statistics | 2020-12-04 | Paper |
Extremal linear quantile regression with Weibull-type tails
STATISTICA SINICA | 2020-11-16 | Paper |
Variance estimation in nonparametric regression with jump discontinuities
Journal of Applied Statistics | 2020-10-28 | Paper |
Estimating the proportion of true null hypotheses using the pattern of observed \(p\)-values
Journal of Applied Statistics | 2020-10-26 | Paper |
TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
The Annals of Applied Statistics | 2020-05-13 | Paper |
Diagonal likelihood ratio test for equality of mean vectors in high-dimensional data
Biometrics | 2020-02-07 | Paper |
Hypothesis testing for normal distributions: a unified framework and new developments
Statistics and Its Interface | 2020-01-31 | Paper |
A least squares method for variance estimation in heteroscedastic nonparametric regression
Journal of Applied Mathematics | 2019-11-19 | Paper |
SIMEX estimation for single-index model with covariate measurement error
AStA. Advances in Statistical Analysis | 2019-09-11 | Paper |
Discriminant analysis and normalization methods for next-generation sequencing data
| 2019-06-13 | Paper |
Robust estimation of derivatives using locally weighted least absolute deviation regression
| 2019-06-07 | Paper |
Nonparametric estimation of extreme conditional quantiles with functional covariate
Acta Mathematica Sinica, English Series | 2018-12-21 | Paper |
Optimal difference-based estimation for partially linear models
Computational Statistics | 2018-06-18 | Paper |
On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
Statistical Science | 2018-05-18 | Paper |
Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
Journal of Multivariate Analysis | 2017-02-23 | Paper |
Optimal estimation of derivatives in nonparametric regression
Journal of Machine Learning Research (JMLR) | 2016-11-22 | Paper |
Estimation of high conditional quantiles using the Hill estimator of the tail index
Journal of Statistical Planning and Inference | 2016-05-20 | Paper |
Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
Statistics \& Probability Letters | 2016-04-22 | Paper |
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
Journal of Multivariate Analysis | 2015-12-23 | Paper |
Corrected empirical likelihood for a class of generalized linear measurement error models
Science China. Mathematics | 2015-10-27 | Paper |
Optimal difference-based variance estimation in heteroscedastic nonparametric regression
STATISTICA SINICA | 2015-10-26 | Paper |
Shrinkage estimation of large dimensional precision matrix using random matrix theory
STATISTICA SINICA | 2015-10-08 | Paper |
Difference-based variance estimation in nonparametric regression with repeated measurement data
Journal of Statistical Planning and Inference | 2015-09-21 | Paper |
Tail probability ratios of normal and Student's \(t\) distributions
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Relative errors of difference-based variance estimators in nonparametric regression
Communications in Statistics: Theory and Methods | 2014-07-29 | Paper |
Simultaneous confidence bands and hypothesis testing for single-index models
STATISTICA SINICA | 2014-04-29 | Paper |
Simultaneous confidence band for nonparametric fixed effects panel data models
Economics Letters | 2014-03-17 | Paper |
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
Journal of Multivariate Analysis | 2014-02-13 | Paper |
Optimal variance estimation without estimating the mean function
Bernoulli | 2014-02-04 | Paper |
A note on a two-sample \(T\) test with one variance unknown
Statistical Methodology | 2012-10-19 | Paper |
James-Stein type estimators of variances
Journal of Multivariate Analysis | 2012-05-07 | Paper |
scientific article; zbMATH DE number 5938965 (Why is no real title available?)
| 2011-08-16 | Paper |
Bias-corrected diagonal discriminant rules for high-dimensional classification
Biometrics | 2011-02-17 | Paper |
Shrinkage-based diagonal discriminant analysis and its applications in high-dimensional data
Biometrics | 2010-01-21 | Paper |
Comparing multiple treatments to both positive and negative controls
Journal of Statistical Planning and Inference | 2009-11-13 | Paper |
Estimating residual variance in nonparametric regression using least squares
Biometrika | 2008-12-10 | Paper |
Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis
Journal of the American Statistical Association | 2007-09-18 | Paper |
Almost sure convergence of the general Jamison weighted sum of \({\mathcal B}\)-valued random variables
Acta Mathematica Sinica, English Series | 2004-11-26 | Paper |
scientific article; zbMATH DE number 1775119 (Why is no real title available?)
| 2002-11-13 | Paper |
