| Publication | Date of Publication | Type |
|---|
| Semiparametric Tail Index Regression | 2024-10-17 | Paper |
| Fallacy of data-selective inference in modelling networks | 2024-05-27 | Paper |
| Applied regression analysis of correlations for correlated data | 2024-04-15 | Paper |
| Optimal Subsampling Bootstrap for Massive Data | 2024-03-06 | Paper |
| Wang and Leng (2016), High-Dimensional Ordinary Least-Squares Projection for Screening Variables, Journal of The Royal Statistical Society Series B, 78, 589–611 | 2022-07-11 | Paper |
| Analysis of Networks via the Sparseβ-model | 2022-07-11 | Paper |
| Dimension reduction for covariates in network data | 2022-02-15 | Paper |
| Nonparametric estimation of large covariance matrices with conditional sparsity | 2021-05-04 | Paper |
| Dynamic linear discriminant analysis in high dimensional space | 2020-02-12 | Paper |
| Provable Subspace Clustering: When LRR Meets SSC | 2020-01-28 | Paper |
| Multiple Influential Point Detection in High Dimensional Regression Spaces | 2019-09-26 | Paper |
| Statistical Inference in a Directed Network Model With Covariates | 2019-08-27 | Paper |
| Analysis of Networks via the Sparse $\beta$-Model | 2019-08-08 | Paper |
| Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach | 2019-08-01 | Paper |
| A Joint Modelling Approach for Longitudinal Studies | 2019-06-14 | Paper |
| High Dimensional Ordinary Least Squares Projection for Screening Variables | 2019-06-12 | Paper |
| A Non-Parametric Cramér-von Mises Penalty Function Smoother | 2019-06-03 | Paper |
| Clarification: Regression Model Selection—A Residual Likelihood Approach | 2019-04-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4558173 | 2018-11-21 | Paper |
| Sparse estimation of high-dimensional correlation matrices | 2018-08-15 | Paper |
| Covariance estimation via sparse Kronecker structures | 2018-05-18 | Paper |
| A simulation study of the \(p_1\) model for directed random graphs | 2018-05-08 | Paper |
| A Semiparametric Regression Model for Longitudinal Data with Non‐stationary Errors | 2018-01-04 | Paper |
| Gradient-Based Kernel Dimension Reduction for Regression | 2017-08-04 | Paper |
| An analysis of penalized interaction models | 2016-05-12 | Paper |
| High dimensional discrimination analysis via a semiparametric model | 2016-04-22 | Paper |
| Asymptotics in directed exponential random graph models with an increasing bi-degree sequence | 2016-02-22 | Paper |
| Smoothing combined estimating equations in quantile regression for longitudinal data | 2015-11-19 | Paper |
| Variational approximation for heteroscedastic linear models and matching pursuit algorithms | 2015-10-16 | Paper |
| Local linear estimation of covariance matrices via Cholesky decomposition | 2015-10-08 | Paper |
| Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data | 2015-06-11 | Paper |
| A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS | 2015-03-03 | Paper |
| Bayesian adaptive Lasso | 2014-10-02 | Paper |
| Structured lasso for regression with matrix covariates | 2014-04-29 | Paper |
| Censored quantile regression via Box-Cox transformation under conditional independence | 2014-04-29 | Paper |
| Bayesian projection approaches to variable selection in generalized linear models | 2014-04-14 | Paper |
| High-dimensional influence measure | 2014-03-06 | Paper |
| A quantile regression estimator for censored data | 2013-03-07 | Paper |
| The predictive Lasso | 2012-12-07 | Paper |
| Sparse Matrix Graphical Models | 2012-11-09 | Paper |
| Shrinkage tuning parameter selection with a diverging number of parameters | 2012-10-25 | Paper |
| Penalized empirical likelihood and growing dimensional general estimating equations | 2012-09-21 | Paper |
| A moving average Cholesky factor model in covariance modelling for longitudinal data | 2012-03-29 | Paper |
| An empirical likelihood approach to quantile regression with auxiliary information | 2011-12-28 | Paper |
| Empirical likelihood and quantile regression in longitudinal data analysis | 2011-12-28 | Paper |
| Improving variance function estimation in semiparametric longitudinal data analysis | 2011-12-28 | Paper |
| Model selection in validation sampling: An asymptotic likelihood-based LASSO approach | 2011-05-16 | Paper |
| Penalized high-dimensional empirical likelihood | 2011-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405561 | 2010-02-10 | Paper |
| Statistical inference for induced L-statistics: a random perturbation approach | 2009-10-16 | Paper |
| A note on adaptive group Lasso | 2009-06-16 | Paper |
| Unified LASSO Estimation by Least Squares Approximation | 2009-06-12 | Paper |
| A simple approach for varying-coefficient model selection | 2009-04-30 | Paper |
| Sparse optimal scoring for multiclass cancer diagnosis and biomarker detection using microarray data | 2009-03-12 | Paper |
| ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS | 2007-09-13 | Paper |
| Model selection in nonparametric hazard regression | 2007-07-18 | Paper |
| A note on the Lasso and related procedures in model selection | 2007-04-13 | Paper |
