Lu Lin

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Person:176022

Available identifiers

zbMath Open lin.luMaRDI QIDQ176022

List of research outcomes





PublicationDate of PublicationType
Capturing Heterogeneity in repeated measures data by fusion penalty2024-10-29Paper
Healthcare center clustering for Cox's proportional hazards model by fusion penalty2024-10-29Paper
Profile composite quantile regression and variable selection for longitudinal data single-index models2024-10-25Paper
Global debiased DC estimations for biased estimators via pro forma regression2023-09-20Paper
A general framework of online updating variable selection for generalized linear models with streaming datasets2023-04-21Paper
https://portal.mardi4nfdi.de/entity/Q50982502022-09-01Paper
https://portal.mardi4nfdi.de/entity/Q50982582022-09-01Paper
A pressure-correction and bound-preserving discretization of the phase-field method for variable density two-phase flows2022-05-10Paper
Variable selection for spatial nonparametric regression2022-03-21Paper
Instrumental variable regression with variable constraint and its applications in option pricing and portfolio2022-03-21Paper
Asymptotic properties of adaptive Dantzig selector2022-03-21Paper
Copula based composite quantile regression for longitudinal data and variable selection2022-03-21Paper
Neyman's truncation test for two-sample means under high dimensional setting2022-02-21Paper
Univariate measurement error selection likelihood for variable selection of additive model2022-01-25Paper
An adaptive estimation for covariate-adjusted nonparametric regression model2022-01-14Paper
Degrees of freedom for regularized regression with Huber loss and linear constraints2021-12-27Paper
Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data2021-10-01Paper
A generalized semiparametric regression and its efficient estimation2021-06-22Paper
Partition-based feature screening for categorical data via RKHS embeddings2021-05-07Paper
Robust variable selection with exponential squared loss for the spatial autoregressive model2021-05-06Paper
Parallel inference for big data with the group Bayesian method2021-02-10Paper
Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood2020-11-02Paper
Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model2020-09-15Paper
Nonparametric variable selection and its application to additive models2020-05-27Paper
Model-free conditional screening via conditional distance correlation2020-04-29Paper
Classification with minimum ambiguity under distribution heterogeneity2020-04-27Paper
Robust inference for estimating equations with nonignorably missing data based on SIR algorithm2020-04-27Paper
Significance test of clustering under high dimensional setting with applications to cancer data2020-04-23Paper
Rapid penalized likelihood-based outlier detection via heteroskedasticity test2020-04-22Paper
Variable selection for varying coefficient models via kernel based regularized rank regression2020-04-15Paper
Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data2020-03-27Paper
GMM and misspecification correction for misspecified models with diverging number of parameters2020-02-27Paper
Nonparametric Regression Combining Linear Structure2020-01-22Paper
Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data2019-11-28Paper
Some remarks on Jacobi and Gauss-Seidel-type iteration methods for the matrix equation \(A X B = C\)2019-11-28Paper
Generalized \(\ell_1\)-penalized quantile regression with linear constraints2019-11-22Paper
Composite Estimation: An Asymptotically Weighted Least Squares Approach2019-08-01Paper
Estimation for biased partial linear single index models2019-07-12Paper
Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management2019-07-05Paper
https://portal.mardi4nfdi.de/entity/Q53835212019-06-21Paper
https://portal.mardi4nfdi.de/entity/Q53811132019-06-07Paper
Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data2019-05-29Paper
https://portal.mardi4nfdi.de/entity/Q46247912019-02-22Paper
Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection2019-02-21Paper
Nonparametric feature screening2018-11-02Paper
Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors2018-10-17Paper
Block empirical likelihood for longitudinal single-index varying-coefficient model2018-10-10Paper
The dual and degrees of freedom of linearly constrained generalized Lasso2018-08-21Paper
Adaptive conditional feature screening2018-08-15Paper
https://portal.mardi4nfdi.de/entity/Q31755532018-07-18Paper
Conditional feature screening for mean and variance functions in models with multiple-index structure2018-06-13Paper
Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression2018-02-09Paper
https://portal.mardi4nfdi.de/entity/Q31311332018-01-29Paper
Mini-max-risk and mini-mean-risk inferences for a partially piecewise regression2018-01-12Paper
Optimal variance estimation based on lagged second-order difference in nonparametric regression2017-09-08Paper
Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data2017-08-23Paper
Robust and efficient direction identification for groupwise additive multiple-index models and its applications2017-08-15Paper
Handling estimating equation with nonignorably missing data based on SIR algorithm2017-08-01Paper
Upper expectation parametric regression2017-07-13Paper
Conditional sure independence screening by conditional marginal empirical likelihood2017-05-29Paper
https://portal.mardi4nfdi.de/entity/Q31800822017-01-06Paper
Parallel tempering for dynamic generalized linear models2016-11-11Paper
Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models2016-08-25Paper
Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model2016-08-16Paper
https://portal.mardi4nfdi.de/entity/Q29933492016-08-10Paper
Robust structure identification and variable selection in partial linear varying coefficient models2016-04-22Paper
The moment of maximum normed randomly weighted sums of martingale differences2016-03-21Paper
Inference for biased models: a quasi-instrumental variable approach2016-02-29Paper
Testing for positive expectation dependence2016-02-23Paper
Derivative estimation based on difference sequence via locally weighted least squares regression2016-02-19Paper
Simulation-based two-stage estimation for multiple nonparametric regression2016-01-12Paper
Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data2016-01-05Paper
\(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction2015-12-28Paper
Covariance matrix and transfer function of dynamic generalized linear models2015-12-21Paper
Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes2015-10-14Paper
Empirical likelihood for composite quantile regression modeling2015-06-02Paper
Heteroscedasticity checks for single index models2015-03-24Paper
The Dantzig Discriminant Analysis with High Dimensional Data2015-03-13Paper
Walsh-average based variable selection for varying coefficient models2015-01-29Paper
Independent feature screening for ultrahigh-dimensional models with interactions2015-01-26Paper
Variable selection in robust semiparametric modeling for longitudinal data2014-08-11Paper
Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data2014-08-07Paper
New efficient estimation and variable selection in models with single-index structure2014-06-11Paper
Local rank estimation and related test for varying-coefficient partially linear models2014-06-06Paper
Terminal-Dependent Statistical Inferences for FBSDE2014-05-15Paper
Local linear-additive estimation for multiple nonparametric regressions2014-01-13Paper
Multi-step-adjustment consistent inference for a biased sub-model of multidimensional linear regression2013-11-19Paper
Empirical likelihood inference for estimating equation with missing data2013-09-09Paper
Model selection consistency of Dantzig selector2013-05-13Paper
Remodeling and estimation for sparse partially linear regression models2013-05-08Paper
Weighted local linear composite quantile estimation for the case of general error distributions2013-05-02Paper
Sublinear expectation linear regression2013-04-12Paper
Variable selection and parameter estimation for partially linear models via Dantzig selector2013-02-21Paper
https://portal.mardi4nfdi.de/entity/Q49018492013-01-24Paper
Empirical likelihood analysis of longitudinal data involving within-subject correlation2012-12-06Paper
Quasi Bayesian likelihood2012-10-19Paper
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters2012-03-13Paper
Multivariate Hawkes processes: an application to financial data2011-10-25Paper
Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression2011-10-10Paper
An alternating projected gradient algorithm for nonnegative matrix factorization2011-07-22Paper
Consistent inference for biased sub-model of high-dimensional partially linear model2011-03-08Paper
Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models2011-02-18Paper
Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models2010-12-20Paper
https://portal.mardi4nfdi.de/entity/Q30578012010-11-17Paper
Nonparametric Estimation for FBSDEs Models with Applications in Finance2010-09-21Paper
Alternative gradient algorithms with applications to nonnegative matrix factorizations2010-06-25Paper
Covariate-Adjusted Partially Linear Regression Models2010-06-08Paper
An Adaptive Two‐stage Estimation Method for Additive Models2010-04-22Paper
Bias-corrected empirical likelihood in a multi-link semiparametric model2010-03-01Paper
https://portal.mardi4nfdi.de/entity/Q34027782010-02-12Paper
Bias-corrected smoothed score function for single-index models2010-01-25Paper
Multiplicative adjustment method for semiparametric regression with mixing dependent data2009-12-16Paper
https://portal.mardi4nfdi.de/entity/Q36409902009-11-11Paper
Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations2009-08-13Paper
Covariate-adjusted nonlinear regression2009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q53191702009-07-22Paper
Semi-Parametric Density Estimation for Time-Series with Multiplicative Adjustment2009-06-25Paper
A solution of inverse eigenvalue problems for unitary Hessenberg matrices2009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35996562009-02-09Paper
An Extended Projection Data Depth and Its Applications to Discrimination2008-09-24Paper
Stable and bias-corrected estimation for nonparametric regression models2008-08-27Paper
Proper Bayesian estimating equation based on Hilbert space method2008-06-19Paper
Robust state feedback stabilization of switched systems with time-varying delayed perturbations2008-06-03Paper
Unbiased quasi-regression2007-08-20Paper
Stahel-Donoho kernel estimation for fixed design nonparametric regression models2007-03-14Paper
Robust estimating equation based on statistical depth2007-02-13Paper
https://portal.mardi4nfdi.de/entity/Q34165142007-01-22Paper
https://portal.mardi4nfdi.de/entity/Q34149342007-01-12Paper
Profile empirical likelihood for parametric and semiparametric models2006-09-06Paper
https://portal.mardi4nfdi.de/entity/Q54850032006-08-23Paper
Inverse generalized eigenvalue problem for reflexive matrices2006-07-14Paper
https://portal.mardi4nfdi.de/entity/Q33749882006-03-01Paper
Robust depth-weighted wavelet for nonparametric regression models2006-01-09Paper
Iterative quasi-likelihood for seemingly unrelated regression systems2005-11-08Paper
https://portal.mardi4nfdi.de/entity/Q30231322005-07-04Paper
Generalized quasi-likelihood2005-02-11Paper
Bootstrap wavelet in the nonparametric regression model with weakly dependent processes2004-05-27Paper
Maximum information and optimum estimating function2004-05-27Paper
https://portal.mardi4nfdi.de/entity/Q47987522003-07-03Paper
https://portal.mardi4nfdi.de/entity/Q45430892003-03-18Paper
Relative stability of hypothesis testing2003-03-10Paper
Profile quasi-likelihood2002-09-05Paper
Blockwise empirical Euclidean likelihood for weakly dependent processes2002-06-27Paper
https://portal.mardi4nfdi.de/entity/Q45145582001-05-02Paper
https://portal.mardi4nfdi.de/entity/Q45283832001-01-31Paper
Algebraic multilevel iterative preconditioning methods for h-matrices2000-11-22Paper
https://portal.mardi4nfdi.de/entity/Q49514822000-08-29Paper
https://portal.mardi4nfdi.de/entity/Q47028491999-12-09Paper
https://portal.mardi4nfdi.de/entity/Q42649121999-10-07Paper
https://portal.mardi4nfdi.de/entity/Q42649311999-10-07Paper
https://portal.mardi4nfdi.de/entity/Q42650131999-10-07Paper
https://portal.mardi4nfdi.de/entity/Q38405051999-04-22Paper
https://portal.mardi4nfdi.de/entity/Q42328271999-03-16Paper
https://portal.mardi4nfdi.de/entity/Q42346371999-03-16Paper
https://portal.mardi4nfdi.de/entity/Q31250491997-12-02Paper
https://portal.mardi4nfdi.de/entity/Q48851651996-09-10Paper
https://portal.mardi4nfdi.de/entity/Q48851361996-07-15Paper
https://portal.mardi4nfdi.de/entity/Q48388371995-07-12Paper

Research outcomes over time

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