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Heng-Jian Cui - MaRDI portal

Heng-Jian Cui

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Person:590559

Available identifiers

zbMath Open cui.hengjianWikidataQ102646309 ScholiaQ102646309MaRDI QIDQ590559

List of research outcomes





PublicationDate of PublicationType
A class of robust independence tests based on weighted integrals of empirical characteristic functions2025-01-10Paper
Semi-Distance Correlation and Its Applications2024-12-10Paper
Homogeneity tests for high-dimensional mean vectors and covariance matrices2024-10-18Paper
Cross projection test for mean vectors via multiple random splits in high dimensions2024-10-08Paper
On the test of covariance between two high-dimensional random vectors2024-07-30Paper
Abnormal sample detection based on robust Mahalanobis distance estimation in adversarial machine learning2024-04-16Paper
Semi-Distance Correlation and Its Applications2024-01-05Paper
Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation2024-01-04Paper
semidist2023-11-21Software
Feature Screening with Latent Responses2023-10-30Paper
Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\)2023-07-13Paper
The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’2023-03-07Paper
https://portal.mardi4nfdi.de/entity/Q50979112022-09-01Paper
Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients2022-07-19Paper
Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA2022-07-15Paper
Robust error density estimation in ultrahigh dimensional sparse linear model2022-06-30Paper
Test for high dimensional regression coefficients of partially linear models2022-05-18Paper
RCV-based error density estimation in the ultrahigh dimensional additive model2022-05-04Paper
Nonlinear regression in COVID-19 forecasting2022-03-21Paper
https://portal.mardi4nfdi.de/entity/Q50624632022-03-17Paper
Model-free feature screening via distance correlation for ultrahigh dimensional survival data2021-12-27Paper
Efficient distributed estimation of high-dimensional sparse precision matrix for transelliptical graphical models2021-07-28Paper
https://portal.mardi4nfdi.de/entity/Q49838472021-04-26Paper
Robust nonparametric function estimation for errors-in-variables models2020-04-15Paper
Error density estimation in high-dimensional sparse linear model2020-03-09Paper
Hypothesis testing on linear structures of high-dimensional covariance matrix2020-01-15Paper
A distribution-free test of independence based on mean variance index2019-07-12Paper
Robust estimation of parameters in nonlinear ordinary differential equation models2019-05-23Paper
Projection tests for high-dimensional spiked covariance matrices2019-01-04Paper
Test for high-dimensional regression coefficients using refitted cross-validation variance estimation2018-06-29Paper
Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors2018-04-05Paper
Generalized F-test for high dimensional regression coefficients of partially linear models2018-02-20Paper
Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis2017-10-13Paper
Partial penalized empirical likelihood ratio test under sparse case2017-08-03Paper
Parameter estimation of varying coefficients structural EV model with time series2017-06-01Paper
Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation2017-05-05Paper
Adjusted empirical likelihood inference for additive hazards regression2016-11-23Paper
https://portal.mardi4nfdi.de/entity/Q29933562016-08-10Paper
Generalized M-estimation for the accelerated failure time model2016-07-19Paper
Asymptotic distributions of principal components based on robust dispersions2016-06-27Paper
On the second-order properties of empirical likelihood with moment restrictions2016-05-27Paper
The T-type estimate of a class of partially non linear models2016-05-25Paper
Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random2016-05-23Paper
Regularized quantile regression and robust feature screening for single index models2016-01-28Paper
Sieve M-estimator for a semi-functional linear model2016-01-13Paper
Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models2015-12-04Paper
Consistency of chi-squared test with varying number of classes2015-08-14Paper
Numerical discretization-based kernel type estimation methods for ordinary differential equation models2015-08-10Paper
Trimmed and Winsorized transformed means based on a scaled deviation2015-07-22Paper
A new test for part of high dimensional regression coefficients2015-06-12Paper
https://portal.mardi4nfdi.de/entity/Q29241872014-11-03Paper
https://portal.mardi4nfdi.de/entity/Q49804072014-06-30Paper
On nonlinear regression estimator with denoised variables2014-04-14Paper
Robust estimation for partially linear models with large-dimensional covariates2014-03-21Paper
Generalized \(F\) test for high dimensional linear regression coefficients2014-01-10Paper
Empirical likelihood inference for semi-parametric estimating equations2013-09-09Paper
Empirical likelihood inference for parameters in a partially linear errors-in-variables model2012-11-30Paper
Hazard regression with penalized spline: the smoothing parameter choice and asymptotics2011-09-29Paper
Estimation in partial linear EV models with replicated observations2011-07-21Paper
Efficient estimation of a varying-coefficient partially linear binary regression model2011-03-02Paper
Sieve M-estimation for semiparametric varying-coefficient partially linear regression model2011-02-25Paper
Discriminant analysis based on statistical depth2010-10-29Paper
Robust estimates in generalised varying-coefficient partially linear models2010-09-20Paper
https://portal.mardi4nfdi.de/entity/Q35721252010-07-08Paper
Asymptotic distributions in the projection pursuit based canonical correlation analysis2010-04-13Paper
Efficient estimation for semiparametric varying-coefficient partially linear regression models with current status data2010-01-18Paper
Empirical likelihood for mixed-effects error-in-variables model2010-01-11Paper
Consistency and normality of Huber-Dutter estimators for partial linear model2009-12-07Paper
Empirical likelihood for median regression model with designed censoring variables2009-11-27Paper
https://portal.mardi4nfdi.de/entity/Q36401592009-11-11Paper
Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model2009-09-18Paper
https://portal.mardi4nfdi.de/entity/Q53258112009-07-24Paper
https://portal.mardi4nfdi.de/entity/Q36222782009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q35997592009-02-09Paper
On Bartlett correction of empirical likelihood in the presence of nuisance parameters2009-01-15Paper
Empirical likelihood inference for partial linear models under martingale difference sequence2008-11-25Paper
https://portal.mardi4nfdi.de/entity/Q35370152008-11-24Paper
Empirical depth processes2008-03-06Paper
https://portal.mardi4nfdi.de/entity/Q54358922008-01-14Paper
https://portal.mardi4nfdi.de/entity/Q54311932007-12-07Paper
On weighted randomly trimmed means2007-11-27Paper
Testing for additivity with B-splines2007-10-16Paper
Quadratic admissible estimate of covariance in pseudo-elliptical contoured distribution2007-01-25Paper
https://portal.mardi4nfdi.de/entity/Q34128622007-01-03Paper
Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models2006-12-08Paper
Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs2006-10-09Paper
Average projection type weighted Cramér-von Mises statistics for testing some distributions2006-09-22Paper
https://portal.mardi4nfdi.de/entity/Q54749302006-06-15Paper
https://portal.mardi4nfdi.de/entity/Q54696502006-05-26Paper
https://portal.mardi4nfdi.de/entity/Q33788082006-04-04Paper
On asymptotics of t-type regression estimation in multiple linear model2006-02-13Paper
Asymptotics of mean transformation estimators with errors in variables model2005-11-24Paper
https://portal.mardi4nfdi.de/entity/Q56947332005-10-04Paper
M-estimation for linear models with spatially-correlated errors2005-09-29Paper
https://portal.mardi4nfdi.de/entity/Q53156312005-09-09Paper
https://portal.mardi4nfdi.de/entity/Q54654622005-08-08Paper
https://portal.mardi4nfdi.de/entity/Q54637822005-08-05Paper
Depth weighted scatter estimators2005-06-23Paper
Some properties of a lack-of-fit test for a linear errors in variables model2005-01-25Paper
A Semi‐parametric Regression Model with Errors in Variables2004-11-24Paper
On the Stahel-Donoho estimator and depth-weighted means of multivariate data.2004-11-05Paper
Estimation in mixed effects model with errors in variables2004-10-01Paper
https://portal.mardi4nfdi.de/entity/Q48107452004-08-16Paper
Testing lack-of-fit for a polynomial errors-in-variables model2004-06-22Paper
Longitudinal data analysis using \(t\)-type regression.2004-05-27Paper
Skewness correction and R charts for skewed distributions2004-03-15Paper
https://portal.mardi4nfdi.de/entity/Q44268742003-09-17Paper
https://portal.mardi4nfdi.de/entity/Q48017412003-09-02Paper
Empirical likelihood confidence region for parameter in the errors-in-variables models.2003-04-02Paper
https://portal.mardi4nfdi.de/entity/Q47876942003-02-16Paper
Some properties of Rosen's MLE for general distributions.2002-06-18Paper
https://portal.mardi4nfdi.de/entity/Q27790372002-06-10Paper
https://portal.mardi4nfdi.de/entity/Q27571212002-04-25Paper
https://portal.mardi4nfdi.de/entity/Q27674372002-01-29Paper
https://portal.mardi4nfdi.de/entity/Q27443342001-01-01Paper
https://portal.mardi4nfdi.de/entity/Q45164352000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45166482000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45167332000-11-28Paper
A projection type distribution function and quantile estimates in the presence of auxiliary information2000-06-05Paper
https://portal.mardi4nfdi.de/entity/Q42332961999-05-16Paper
On parameter estimation for semi-linear errors-in-variables models1999-04-08Paper
https://portal.mardi4nfdi.de/entity/Q43817771999-02-09Paper
The laws of the iterated logarithm for two kinds of PP statistics1998-10-14Paper
The n.s. conditions for the ration of two quadratic forms to have an f-distribution and its applications1998-08-12Paper
https://portal.mardi4nfdi.de/entity/Q43878451998-05-14Paper
https://portal.mardi4nfdi.de/entity/Q31250131997-09-24Paper
The relative canonical algebra for genus 4 fibrations1996-08-04Paper
https://portal.mardi4nfdi.de/entity/Q48549931996-03-20Paper
https://portal.mardi4nfdi.de/entity/Q48480561995-11-28Paper
Covariance matrix estimation in the presence of auxiliary information1995-10-03Paper
https://portal.mardi4nfdi.de/entity/Q42788041994-05-19Paper
https://portal.mardi4nfdi.de/entity/Q42789291994-02-24Paper
On Best Linear Unbiased Estimation in the Restricted General Linear Model1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37714361986-01-01Paper

Research outcomes over time

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