| Publication | Date of Publication | Type |
|---|
Model-averaging-based semiparametric modeling for conditional quantile prediction
Science China. Mathematics | 2024-12-06 | Paper |
Homogeneity and Structure Identification in Semiparametric Factor Models
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
Acta Mathematica Sinica, English Series | 2023-08-09 | Paper |
Model averaging marginal regression for high dimensional conditional quantile prediction
Statistical Papers | 2021-12-27 | Paper |
Composite quantile regression for ultra-high dimensional semiparametric model averaging
Computational Statistics and Data Analysis | 2021-11-09 | Paper |
Robust variable selection in modal varying-coefficient models with longitudinal
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
Annals of the Institute of Statistical Mathematics | 2019-10-22 | Paper |
Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
Test | 2019-09-18 | Paper |
Subject-wise empirical likelihood inference for robust joint mean-covariance model with longitudinal data
Statistics and Its Interface | 2019-07-19 | Paper |
Efficient rank inference based on the modified Cholesky decomposition with longitudinal data
| 2019-02-22 | Paper |
An efficient and robust variable selection method for longitudinal generalized linear models
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Two step estimations for a single-index varying-coefficient model with longitudinal data
Statistical Papers | 2018-10-01 | Paper |
Semiparametric model averaging for high dimensional conditional quantile prediction
| 2018-09-05 | Paper |
A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
Computational Statistics and Data Analysis | 2018-08-07 | Paper |
Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
Statistics | 2018-05-03 | Paper |
Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
Statistical Papers | 2017-12-13 | Paper |
Variable selection in partially linear additive models for modal regression
Communications in Statistics. Simulation and Computation | 2017-11-15 | Paper |
Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
Computational Statistics | 2017-09-08 | Paper |
Robust variable selection for generalized linear models with a diverging number of parameters
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
Joint estimation for single index mean-covariance models with longitudinal data
Journal of the Korean Statistical Society | 2016-11-01 | Paper |
Robust estimation for varying index coefficient models
Computational Statistics | 2016-09-29 | Paper |
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
Computational Statistics | 2016-09-29 | Paper |
Erratum to: ``Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
Computational Statistics | 2016-09-29 | Paper |
Penalized LAD regression for single-index models
Communications in Statistics. Simulation and Computation | 2016-09-16 | Paper |
Robust variable selection and parametric component identification in varying coefficient models
Communications in Statistics. Theory and Methods | 2016-08-29 | Paper |
Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
Communications in Statistics. Theory and Methods | 2016-08-26 | Paper |
Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
Applied Mathematics and Computation | 2016-05-02 | Paper |
Variable selection for generalized varying coefficient models with longitudinal data
Statistical Papers | 2016-03-18 | Paper |
Generalized varying index coefficient models
Journal of Computational and Applied Mathematics | 2016-02-29 | Paper |
Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
Journal of Computational and Applied Mathematics | 2015-01-08 | Paper |
SCAD penalized rank regression with a diverging number of parameters
Journal of Multivariate Analysis | 2014-11-28 | Paper |
A robust and efficient estimation method for single-index varying-coefficient models
Statistics \& Probability Letters | 2014-11-03 | Paper |
