Peide Shi

From MaRDI portal
Person:195235

Available identifiers

zbMath Open shi.peideMaRDI QIDQ195235

List of research outcomes





PublicationDate of PublicationType
Clarification: Regression Model Selection—A Residual Likelihood Approach2019-04-30Paper
A Bartlett type correction for Rao's score test in Cox regression model2010-08-13Paper
Estimation of covariate effects in Cox's regression models with frailties2010-08-12Paper
Extending the Akaike Information Criterion to Mixture Regression Models2007-09-18Paper
Convergence rate of b-spline estimators of nonparametric conditional quantile functions2007-04-16Paper
A Joint Regression Variable and Autoregressive Order Selection Criterion2005-05-20Paper
Regression Model Selection—A Residual Likelihood Approach2005-04-22Paper
https://portal.mardi4nfdi.de/entity/Q47876882003-01-08Paper
Asymptotic distributions of \(M\)-estimators of the parametric components of partly linear models with fixed carriers.2002-01-29Paper
Optimal multi-criteria designs for Fourier regression models2001-10-23Paper
A Note On the Unification of the Akaike Information Criterion1999-04-08Paper
https://portal.mardi4nfdi.de/entity/Q43817761999-02-22Paper
Semiparametric regression model selections.1999-01-01Paper
Monotone B-Spline Smoothing1998-11-03Paper
A note on transforming a response variable for linearity1998-11-03Paper
https://portal.mardi4nfdi.de/entity/Q47185711998-03-23Paper
\(M\)-type regression splines involving time series1998-01-22Paper
https://portal.mardi4nfdi.de/entity/Q48919851998-01-05Paper
Bivariate tensor-product \(B\)-splines in a partly linear model1997-07-14Paper
https://portal.mardi4nfdi.de/entity/Q47163461997-03-23Paper
The rates of convergence of \(M\)-estimators for partly linear models in dependent cases1997-02-24Paper
https://portal.mardi4nfdi.de/entity/Q43659001997-01-01Paper
A stopping time concerning sphere data and its applications1996-12-09Paper
https://portal.mardi4nfdi.de/entity/Q48876721996-11-17Paper
https://portal.mardi4nfdi.de/entity/Q48687751996-07-04Paper
Asymptotic behaviour of nonparametric conditional quantile estimates for time series1996-04-08Paper
https://portal.mardi4nfdi.de/entity/Q48680051996-03-20Paper
Optimal global rates of convergence of \(M\)-estimates for multivariate nonparametric regression1996-03-20Paper
https://portal.mardi4nfdi.de/entity/Q48495191996-02-13Paper
Rates of convergence of \(M\)-estimators for partly linear models involving time series1995-10-17Paper
Optimal convergence rates of nonparametric conditional quantiles in dependent cases1995-09-06Paper
https://portal.mardi4nfdi.de/entity/Q48443591995-08-21Paper
On the rates of convergence of “minimum l1-norm” estimates in a partly linear model1995-08-17Paper
https://portal.mardi4nfdi.de/entity/Q43201681995-05-04Paper
A Note on the Convergent Rates of M-Estimates for a Partly Linear Model1995-04-10Paper
https://portal.mardi4nfdi.de/entity/Q43218261995-04-06Paper
https://portal.mardi4nfdi.de/entity/Q43227061995-04-06Paper
Asymptotics of the “minimumL 1-norm” estimates in nonparametric regression models1995-03-05Paper
https://portal.mardi4nfdi.de/entity/Q43063271995-02-06Paper
https://portal.mardi4nfdi.de/entity/Q43004381994-09-27Paper
Some new results of \(M\)-type regression spline estimators in a partially linear model1994-06-28Paper
https://portal.mardi4nfdi.de/entity/Q42802521994-03-07Paper
A class of PP L-statistics for tests1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q39834181992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39857971992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39821011992-06-26Paper

Research outcomes over time

This page was built for person: Peide Shi