| Publication | Date of Publication | Type |
|---|
A Simple Divide-and-Conquer-based Distributed Method for the Accelerated Failure Time Model
Journal of Computational and Graphical Statistics | 2025-06-26 | Paper |
Distributed Mallows model averaging for ridge regressions
Acta Mathematica Sinica. English Series | 2025-03-20 | Paper |
Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A Varying-Coefficient Expectile Model for Estimating Value at Risk
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A varying-coefficient partially linear transformation model for length-biased data with an application to HIV vaccine studies
The International Journal of Biostatistics | 2024-11-12 | Paper |
Kernel Averaging Estimators
Journal of Business and Economic Statistics | 2024-08-13 | Paper |
Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
Statistica Neerlandica | 2024-06-14 | Paper |
Model averaging for estimating treatment effects
Annals of the Institute of Statistical Mathematics | 2024-01-16 | Paper |
Missing data analysis with sufficient dimension reduction
The Canadian Journal of Statistics | 2023-11-02 | Paper |
Jackknife model averaging for high‐dimensional quantile regression
Biometrics | 2023-10-30 | Paper |
Model averaging for support vector classifier by cross-validation
Statistics and Computing | 2023-08-16 | Paper |
Frequentist Model Averaging for the Nonparametric Additive Model
STATISTICA SINICA | 2023-05-23 | Paper |
AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
Journal of the American Statistical Association | 2023-03-09 | Paper |
Frequentist model averaging under inequality constraints
Journal of Statistical Planning and Inference | 2022-07-20 | Paper |
A semiparametric generalized ridge estimator and link with model averaging
Econometric Reviews | 2022-06-07 | Paper |
A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
Econometric Reviews | 2022-06-07 | Paper |
Model averaging for interval-valued data
European Journal of Operational Research | 2022-05-20 | Paper |
Model averaging in a multiplicative heteroscedastic model
Econometric Reviews | 2022-03-04 | Paper |
Optimal model averaging for multivariate regression models
Journal of Multivariate Analysis | 2022-03-01 | Paper |
A model averaging approach for the ordered probit and nested logit models with applications
Journal of Applied Statistics | 2022-02-23 | Paper |
Reducing Simulation Input-Model Risk via Input Model Averaging
INFORMS Journal on Computing | 2021-06-23 | Paper |
A varying coefficient approach to estimating hedonic housing price functions and their quantiles
Journal of Applied Statistics | 2020-12-04 | Paper |
Predicting daily highs and lows of exchange rates: a cointegration analysis
Journal of Applied Statistics | 2020-09-28 | Paper |
A Mallows-type model averaging estimator for the varying-coefficient partially linear model
Journal of the American Statistical Association | 2019-08-27 | Paper |
On the asymptotic non-equivalence of efficient-GMM and MEL estimators in models with missing data
Scandinavian Journal of Statistics | 2019-06-07 | Paper |
Smoothed rank regression for the accelerated failure time competing risks model with missing cause of failure
STATISTICA SINICA | 2019-02-28 | Paper |
A semiparametric linear transformation model for general biased-sampling and right-censored data
Statistics and Its Interface | 2018-11-16 | Paper |
Quantile regression methods with varying-coefficient models for censored data
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Partially linear transformation model for length-biased and right-censored data
Journal of Nonparametric Statistics | 2018-05-28 | Paper |
Efficient quantile regression analysis with missing observations
Journal of the American Statistical Association | 2017-10-13 | Paper |
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Journal of Econometrics | 2016-08-04 | Paper |
Least squares model averaging by Mallows criterion
Journal of Econometrics | 2016-08-01 | Paper |
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
A varying-coefficient approach to estimating multi-level clustered data models
Test | 2015-06-26 | Paper |
A quantile varying-coefficient regression approach to length-biased data modeling
Electronic Journal of Statistics | 2015-01-14 | Paper |
On estimation and inference in a partially linear hazard model with varying coefficients
Annals of the Institute of Statistical Mathematics | 2014-09-10 | Paper |
Frequentist model averaging with missing observations
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Model averaging by jackknife criterion in models with dependent data
Journal of Econometrics | 2014-03-18 | Paper |
Stein-type improved estimation of standard error under asymmetric LINEX loss function
Statistics | 2014-03-12 | Paper |
Model averaging for varying-coefficient partially linear measurement error models
Electronic Journal of Statistics | 2013-05-28 | Paper |
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
Economics Letters | 2013-01-09 | Paper |
Adaptive LASSO for varying-coefficient partially linear measurement error models
Journal of Statistical Planning and Inference | 2012-10-30 | Paper |
Optimal weight choice for frequentist model average estimators
Journal of the American Statistical Association | 2012-01-18 | Paper |
Combining least-squares and quantile regressions
Journal of Statistical Planning and Inference | 2011-10-10 | Paper |
Estimating equations inference with missing data
Journal of the American Statistical Association | 2011-02-01 | Paper |
Robustness of Stein-type estimators under a non-scalar error covariance structure
Journal of Multivariate Analysis | 2009-11-13 | Paper |
On the sensitivity of the one-sided \(t\) test to covariance misspecification
Journal of Multivariate Analysis | 2009-06-24 | Paper |
Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
Statistical Papers | 2009-06-02 | Paper |
| Further results on the generalized Liu-type estimators under the balanced loss function | 2009-01-12 | Paper |
On the sensitivity of the restricted least squares estimators to covariance misspecification
Econometrics Journal | 2008-01-09 | Paper |
Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
Statistics & Probability Letters | 2007-07-23 | Paper |
Further results on optimal critical values of pre‐test when estimating the regression error variance
Econometrics Journal | 2006-05-26 | Paper |
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
Econometric Theory | 2006-01-17 | Paper |
Generalized Liu Type Estimators Under Zellner's Balanced Loss Function
Communications in Statistics: Theory and Methods | 2005-10-17 | Paper |
| scientific article; zbMATH DE number 2135708 (Why is no real title available?) | 2005-02-21 | Paper |
SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
Communications in Statistics: Theory and Methods | 2004-11-26 | Paper |
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
Econometric Reviews | 2004-09-21 | Paper |
The moments of the operational almost unbiased ridge regression estimator
Applied Mathematics and Computation | 2004-08-06 | Paper |
On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance.
Journal of Statistical Planning and Inference | 2004-01-06 | Paper |
Admissible and minimax estimation of the parameter \(n\) in the binomial distribution
Journal of Statistical Planning and Inference | 2003-05-19 | Paper |
Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
Journal of Econometrics | 2003-05-04 | Paper |
Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
On generalized ridge regression estimators under collinearity and balanced loss
Applied Mathematics and Computation | 2003-01-28 | Paper |
Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
Annals of the Institute of Statistical Mathematics | 2003-01-08 | Paper |
Simultaneous estimation of several stratum means under error-in-variables superpopulation models
Annals of the Institute of Statistical Mathematics | 2002-11-27 | Paper |
STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Double \(k\)-class estimators in regression models with non-spherical disturbances
Journal of Multivariate Analysis | 2002-06-10 | Paper |
On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
Statistical Papers | 2001-08-17 | Paper |
Minimax and -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
Statistics & Probability Letters | 2001-04-17 | Paper |
| Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances | 2001-02-19 | Paper |
Minimum mean-squared error estimation in linear regression with an inequality constraint
Journal of Statistical Planning and Inference | 2000-12-14 | Paper |
A note on almost unbiased generalized ridge regression estimator under asymmetric loss
Journal of Statistical Computation and Simulation | 2000-05-18 | Paper |
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
Statistics & Probability Letters | 1999-11-29 | Paper |
THE OPTIMAL CRITICAL VALUE OF A PRE‐TEST FOR AN INEQUALITY RESTRICTION IN A MIS‐SPECIFIED REGRESSION MODEL
Australian Journal of Statistics | 1999-11-08 | Paper |
On the Sampling Performance of an Improved Stein Inequality Restricted Estimator
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 1999-06-03 | Paper |
| scientific article; zbMATH DE number 1192564 (Why is no real title available?) | 1998-12-02 | Paper |
The exact density and distribution functions of the inequality constrained and pre-test estimators
Statistical Papers | 1998-04-27 | Paper |
Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients
Statistical Papers | 1998-03-17 | Paper |
On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms
Communications in Statistics: Theory and Methods | 1997-05-19 | Paper |
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
Economics Letters | 1997-02-27 | Paper |
Estimating the error variance after a pre-test for an inequality restriction on the coefficients
Journal of Statistical Planning and Inference | 1996-09-05 | Paper |
THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
Australian Journal of Statistics | 1996-01-24 | Paper |
The non-optimality of interval restricted and pre-test estimators under squared error loss
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
Economics Letters | 1995-03-01 | Paper |
