| Publication | Date of Publication | Type |
|---|
Subsampling adaptive projection-test with mixed predictors
Journal of Systems Science and Complexity | 2026-03-25 | Paper |
Optimal subsampling for estimation of dimension reduction directions
Scandinavian Journal of Statistics | 2026-02-27 | Paper |
A sparse dimension-reduced subspace-based approach for detecting multiple change points in high-dimensional data
Journal of Multivariate Analysis | 2026-02-27 | Paper |
Bandwidth selection for large covariance and precision matrices
STATISTICA SINICA | 2025-01-27 | Paper |
Dimension reduction-based adaptive-to-model semi-supervised classification
Statistical Papers | 2024-11-18 | Paper |
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Nonlinear regression models with single‐index heteroscedasticity
Statistica Neerlandica | 2024-01-16 | Paper |
| Byzantine-robust distributed one-step estimation | 2023-07-15 | Paper |
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
Test | 2023-07-12 | Paper |
Adaptive-to-Model Hybrid of Tests for Regressions
Journal of the American Statistical Association | 2023-07-03 | Paper |
Detecting Multiple Change Points: The PULSE Criterion
STATISTICA SINICA | 2023-05-23 | Paper |
Additive distortion measurement errors regression models with exponential calibration
Journal of Statistical Computation and Simulation | 2022-10-17 | Paper |
Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Testing for conditional independence: a groupwise dimension reduction-based adaptive-to-model approach
Scandinavian Journal of Statistics | 2021-07-16 | Paper |
Dimensionality determination: a thresholding double ridge ratio approach
Computational Statistics and Data Analysis | 2020-05-07 | Paper |
Estimation for biased partial linear single index models
Computational Statistics and Data Analysis | 2019-07-12 | Paper |
Semiparametric double robust and efficient estimation for mean functionals with response missing at random
Computational Statistics and Data Analysis | 2018-10-17 | Paper |
Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
Journal of Multivariate Analysis | 2018-10-16 | Paper |
Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Inference for biased transformation models
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Dimension reduction-based significance testing in nonparametric regression
Electronic Journal of Statistics | 2018-05-28 | Paper |
Dimension reduction-based significance testing in nonparametric regression
Electronic Journal of Statistics | 2018-05-28 | Paper |
A projection-based adaptive-to-model test for regressions
STATISTICA SINICA | 2018-01-26 | Paper |
An adaptive-to-model test for partially parametric single-index models
Statistics and Computing | 2017-06-30 | Paper |
Parallel tempering for dynamic generalized linear models
Communications in Statistics. Theory and Methods | 2016-11-11 | Paper |
| Dimensionality determination: a thresholding double ridge ratio criterion | 2016-08-15 | Paper |
Testing for positive expectation dependence
Annals of the Institute of Statistical Mathematics | 2016-02-23 | Paper |
Heteroscedasticity checks for single index models
Journal of Multivariate Analysis | 2015-03-24 | Paper |
Independent feature screening for ultrahigh-dimensional models with interactions
Journal of the Korean Statistical Society | 2015-01-26 | Paper |
A note on almost stochastic dominance
Economics Letters | 2014-06-03 | Paper |
