Hu Yang

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Person:250428

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zbMath Open yang.huMaRDI QIDQ250428

List of research outcomes





PublicationDate of PublicationType
Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach2024-07-30Paper
Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction2023-08-09Paper
One-step sparse estimates in the reverse penalty for high-dimensional correlated data2023-06-20Paper
https://portal.mardi4nfdi.de/entity/Q51006842022-09-01Paper
Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data2022-07-05Paper
https://portal.mardi4nfdi.de/entity/Q50626702022-03-17Paper
WLAD-LASSO method for robust estimation and variable selection in partially linear models2022-02-16Paper
Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models2022-01-14Paper
Model averaging marginal regression for high dimensional conditional quantile prediction2021-12-27Paper
Least product relative error estimation for identification in multiplicative additive models2021-12-14Paper
Conditioning theory of the equality constrained quadratic programming and its applications2021-04-14Paper
A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates2020-11-02Paper
On the restricted almost unbiased estimators in linear regression2020-09-30Paper
Robust variable selection in modal varying-coefficient models with longitudinal2020-04-01Paper
A two-parameter estimator in the negative binomial regression model2020-03-09Paper
Weighted composite quantile regression for single index model with missing covariates at random2020-01-08Paper
Rank-based shrinkage estimation for identification in semiparametric additive models2019-11-28Paper
Local Walsh-average-based estimation and variable selection for single-index models2019-11-27Paper
Robust variable selection of varying coefficient partially nonlinear model based on quantile regression2019-06-27Paper
On the penalized maximum likelihood estimation of high-dimensional approximate factor model2019-06-03Paper
Performance of the restricted almost unbiased type principal components estimators in linear regression model2019-05-08Paper
https://portal.mardi4nfdi.de/entity/Q46235772019-02-22Paper
Two classes of almost unbiased type principal component estimators in linear regression model2019-02-01Paper
On the condition number theory of the equality constrained indefinite least squares problem2019-01-28Paper
Statistical inference on asymptotic properties of two estimators for the partially linear single-index models2018-12-03Paper
An efficient and robust variable selection method for longitudinal generalized linear models2018-11-23Paper
A note on the condition number of the scaled total least squares problem2018-10-31Paper
Some results for the Drazin inverses of the sum of two matrices and some block matrices2018-10-10Paper
Two step estimations for a single-index varying-coefficient model with longitudinal data2018-10-01Paper
Semiparametric model averaging for high dimensional conditional quantile prediction2018-09-05Paper
Feature screening for generalized varying coefficient models with application to dichotomous responses2018-08-15Paper
Regularized estimation for the least absolute relative error models with a diverging number of covariates2018-08-15Paper
A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data2018-08-07Paper
On a nonparametric estimator for ruin probability in the classical risk model2018-07-11Paper
Quantile regression for robust inference on varying coefficient partially nonlinear models2018-05-03Paper
Estimation and variable selection in single-index composite quantile regression2018-03-13Paper
Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models2018-01-12Paper
Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression2017-12-13Paper
Variable selection in partially linear additive models for modal regression2017-11-15Paper
Quantile regression and variable selection for single-index varying-coefficient models2017-10-27Paper
Robust modal estimation and variable selection for single-index varying-coefficient models2017-09-20Paper
Penalized composite quantile estimation for censored regression model with a diverging number of parameters2017-08-23Paper
Robust variable selection for generalized linear models with a diverging number of parameters2017-05-02Paper
On a nonparametric estimator for the finite time survival probability with zero initial surplus2017-03-23Paper
Robust estimation and variable selection in censored partially linear additive models2017-02-09Paper
Some results on the Drazin inverse of a modified matrix with new conditions2016-11-30Paper
Generalized norms inequalities for absolute value operators2016-11-30Paper
More on the two-parameter estimation in the restricted regression2016-11-23Paper
Joint estimation for single index mean-covariance models with longitudinal data2016-11-01Paper
Robust estimation for varying index coefficient models2016-09-29Paper
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data2016-09-29Paper
Erratum to: ``Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data2016-09-29Paper
Penalized LAD Regression for Single-index Models2016-09-16Paper
A note on a discrete time MAP risk model2016-09-12Paper
Restricted estimation and testing of hypothesis in linear measurement errors models2016-08-29Paper
Robust variable selection and parametric component identification in varying coefficient models2016-08-29Paper
Robust estimation and variable selection for varying-coefficient single-index models based on modal regression2016-08-26Paper
Assessing local influence for elliptical linear models under equality constraints2016-08-22Paper
Variable selection for partially time-varying coefficient error-in-variables models2016-07-19Paper
Efficiency of a stochastic restricted two-parameter estimator in linear regression2016-06-21Paper
Positive-rule stein-type almost unbiased ridge estimator in linear regression model2016-06-10Paper
Inverse probability weighted estimators for single-index models with missing covariates2016-05-25Paper
Further research on the principal component two-parameter estimator in linear model2016-05-25Paper
Penalized inverse probability weighted estimators for weighted rank regression with missing covariates2016-05-25Paper
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis2016-05-02Paper
A robust penalized estimation for identification in semiparametric additive models2016-04-22Paper
Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method2016-04-14Paper
Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response2016-04-01Paper
More on the unbiased ridge regression estimation2016-03-18Paper
Penalized weighted composite quantile estimators with missing covariates2016-03-18Paper
Variable selection for generalized varying coefficient models with longitudinal data2016-03-18Paper
Generalized varying index coefficient models2016-02-29Paper
https://portal.mardi4nfdi.de/entity/Q34628502016-01-15Paper
A flexible condition number for weighted linear least squares problem and its statistical estimation2015-09-09Paper
Condition numbers for the nonlinear matrix equation and their statistical estimation2015-08-21Paper
On the Principal Component Liu-type Estimator in Linear Regression2015-07-29Paper
A ruin model with compound Poisson income and dependence between claim sizes and claim intervals2015-07-22Paper
Improved results on the Drazin inverse of a 2 x 2 block matrix in terms of Banachiewicz-Schur forms2015-06-26Paper
Some representations for the Drazin inverse of a modified matrix2015-03-23Paper
Improvements in the upper bounds for the spread of a matrix2015-02-17Paper
On a principal component two-parameter estimator in linear model with autocorrelated errors2015-02-06Paper
A Further Study of Predictions in Linear Mixed Models2015-02-05Paper
https://portal.mardi4nfdi.de/entity/Q54964012015-01-30Paper
Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity2015-01-29Paper
On a perturbed Sparre Andersen risk model with dividend barrier and dependence2015-01-26Paper
Perturbation analysis for the symplectic QR factorization2015-01-14Paper
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function2015-01-08Paper
SCAD penalized rank regression with a diverging number of parameters2014-11-28Paper
Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions2014-11-26Paper
Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error2014-11-26Paper
A robust and efficient estimation method for single-index varying-coefficient models2014-11-03Paper
A note on multiplicative perturbation bounds for the Moore–Penrose inverse2014-08-07Paper
Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses2014-08-07Paper
When does surplus reach a given target before ruin in the Markov-modulated diffusion model?2014-08-05Paper
Improvement of the Liu Estimator in Weighted Mixed Regression2014-07-31Paper
Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression2014-07-30Paper
Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims2014-06-30Paper
A robust and efficient estimation and variable selection method for partially linear single-index models2014-06-18Paper
The adaptive L1-penalized LAD regression for partially linear single-index models2014-06-12Paper
Refinements of the Heron and Heinz means inequalities for matrices2014-06-06Paper
On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model2014-05-23Paper
THE DRAZIN INVERSES OF THE SUM OF TWO MATRICES AND BLOCK MATRIX2014-04-04Paper
On mixed and componentwise condition numbers for indefinite least squares problem2014-04-03Paper
A new ridge-type estimator in stochastic restricted linear regression2014-03-14Paper
On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process2013-12-17Paper
Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression2013-11-26Paper
Some results on the problem of updating the hyperbolic matrix factorizations2013-11-19Paper
Preliminary test two-parameter estimators based on W, LR and LM test-statistics in a regression model2013-11-19Paper
Some results on the partial orderings of block matrices2013-07-30Paper
Efficiency of an almost unbiased two-parameter estimator in linear regression model2013-06-25Paper
Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions2013-06-25Paper
New perturbation bounds for the subunitary polar factors2013-06-24Paper
On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression2013-06-14Paper
Weighted Stochastic Restricted Estimation in Linear Measurement Error Models2013-05-13Paper
New perturbation bounds for nonnegative and positive polar factors2013-03-06Paper
On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons2013-02-11Paper
https://portal.mardi4nfdi.de/entity/Q49015372013-01-24Paper
Two-sided generalized hyperbolic QR factorization and its perturbation analysis2013-01-16Paper
On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation2013-01-11Paper
Combining two-parameter and principal component regression estimators2012-12-27Paper
Matrix Euclidean norm Wielandt inequalities and their applications to statistics2012-12-27Paper
Perturbation analysis for the hyperbolic QR factorization2012-12-04Paper
Erratum to ``Perturbation analysis for the hyperbolic QR factorization2012-12-04Paper
A stochastic restrictedk–dclass estimator2012-11-30Paper
A new stochastic mixed ridge estimator in linear regression model2012-09-23Paper
Some comments on: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion.2012-09-20Paper
A new Liu-type estimator in linear regression model2012-09-20Paper
Correction: Estimation for a partial-linear single-index model2012-09-03Paper
Further results on the group inverses and Drazin inverses of anti-triangular block matrices2012-08-19Paper
Perturbation analysis for block downdating of the generalized Cholesky factorization2012-08-19Paper
A new relative efficiency in parameter estimation for linear model2012-07-02Paper
Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror2012-06-25Paper
Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions2012-06-19Paper
More on the Bias and Variance Comparisons of the Restricted Almost Unbiased Estimators2012-06-19Paper
Some Matrix Norm Kantorovich Inequalities and Their Applications2012-06-19Paper
The time value of absolute ruin for a general risk model2012-06-01Paper
Unified almost unbiased estimation in a restricted regression model2012-06-01Paper
On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models2012-05-18Paper
Relative and absolute perturbation bounds for weighted polar decomposition2012-04-04Paper
The compound Poisson risk model with dependence under a multi-layer dividend strategy2012-01-27Paper
https://portal.mardi4nfdi.de/entity/Q31114222012-01-18Paper
An expression of the general common least-squares solution to a pair of matrix equations with applications2011-10-18Paper
https://portal.mardi4nfdi.de/entity/Q30915852011-09-09Paper
On the restrictedrkclass estimator and the restrictedrdclass estimator in linear regression2011-07-29Paper
On a compound Poisson risk model with delayed claims and random incomes2011-07-22Paper
Mixed-type reverse-order laws of \((AB)^{(1,2,3)}\) and \((AB)^{(1,2,4)}\)2011-07-22Paper
A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model2011-07-20Paper
More on the Preliminary Test Estimator in Almost Unbiased Liu Regression2011-07-20Paper
On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors2011-07-20Paper
Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error2011-05-20Paper
On the absolute ruin in a MAP risk model with debit interest2011-05-03Paper
On a class of renewal risk model with random income2011-04-06Paper
Further results on the reverse order law for \(\{1,3\}\)-inverse and \(\{1,4\}\)-inverse of a matrix product2010-12-06Paper
The Drazin inverse of the sum of two matrices and its applications2010-11-30Paper
Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times2010-11-30Paper
Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion2010-11-22Paper
https://portal.mardi4nfdi.de/entity/Q30541002010-11-05Paper
A ruin model with random income and dependence between claim sizes and claim intervals2010-10-29Paper
Two Kinds of Restricted Estimators in Singular Linear Regression2010-09-21Paper
Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm2010-09-10Paper
Relative perturbation bounds for weighted polar decomposition2010-06-28Paper
Multiplicative perturbation bounds for weighted unitary polar factor2010-06-23Paper
A New Two-Parameter Estimator in Linear Regression2010-06-08Paper
Lavoie inequalities for weighted generalized inverses of matrices2010-06-02Paper
On a discrete risk model with two-sided jumps2010-04-27Paper
On a risk model with stochastic premiums income and dependence between income and loss2010-04-21Paper
A generalized penalty function in the Sparre Andersen risk model with two-sided jumps2010-04-01Paper
The reverse order law for \(\{1, 3, 4\}\)-inverse of the product of two matrices2010-03-31Paper
A note on the perturbation analysis for the generalized Cholesky factorization2010-02-26Paper
The perturbed compound Poisson risk model with two-sided jumps2010-01-15Paper
Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data2010-01-08Paper
Several matrix Euclidean norm inequalities involving Kantorovich inequality2009-11-03Paper
On a perturbed Sparre Andersen risk model with multi-layer dividend strategy2009-09-29Paper
Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators2009-09-18Paper
An alternative stochastic restricted Liu estimator in linear regression2009-09-14Paper
https://portal.mardi4nfdi.de/entity/Q53189542009-07-22Paper
The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims2009-07-20Paper
A note on an unusual type of generalized polar decomposition2009-07-02Paper
https://portal.mardi4nfdi.de/entity/Q36333552009-06-19Paper
An alternative form of the Watson efficiency2009-06-09Paper
Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices2009-04-30Paper
Quasi-minimax estimation in the general linear regression model2009-04-30Paper
https://portal.mardi4nfdi.de/entity/Q36092472009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q36096892009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35997062009-02-09Paper
The representation of generalized inverse \(A_{T,S}^{(2,3)}\) and its applications2009-01-27Paper
The perturbed compound Poisson risk model with multi-layer dividend strategy2009-01-21Paper
Ruin problems in a discrete Markov risk model2009-01-21Paper
On the time value of absolute ruin for a multi-layer compound Poisson model under interest force2008-09-29Paper
Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy2008-06-25Paper
https://portal.mardi4nfdi.de/entity/Q35005872008-06-03Paper
Weighted \(UDV^*\)-decomposition and weighted spectral decomposition for rectangular matrices and their applications2008-04-17Paper
Matrix left symmetry factor and its applications in generalized inverses \(A_{T,S}^{(2,4)}\)2008-03-26Paper
The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix2008-03-12Paper
The conditional ridge-type estimation in singular linear model with linear equality restrictions2008-02-07Paper
https://portal.mardi4nfdi.de/entity/Q54328162007-12-18Paper
Ridge Estimation to the Restricted Linear Model2007-10-24Paper
Estimation in Singular Linear Models with Stochastic Linear Restrictions2007-10-24Paper
https://portal.mardi4nfdi.de/entity/Q53071652007-09-25Paper
https://portal.mardi4nfdi.de/entity/Q34281862007-03-27Paper
Outlier mining based on principal component estimation2006-10-09Paper
Advances in Neural Networks – ISNN 20052005-11-23Paper
https://portal.mardi4nfdi.de/entity/Q31596032005-02-16Paper
Adaptive unified biased estimators of parameters in linear model2004-11-05Paper
https://portal.mardi4nfdi.de/entity/Q44163662003-08-03Paper
https://portal.mardi4nfdi.de/entity/Q45164072000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45165092000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q47189382000-01-04Paper
https://portal.mardi4nfdi.de/entity/Q43811401998-11-10Paper
Efficiency matrix and the partial ordering of estimate1997-02-03Paper
Linear estimators under Pitman nearness criterion1996-11-11Paper
On the stability of biased estimates and the regularization method1996-07-18Paper
Matrix norm versions of the Kantorovich inequality and its applications1996-05-13Paper
https://portal.mardi4nfdi.de/entity/Q42789321994-06-20Paper
https://portal.mardi4nfdi.de/entity/Q52895711993-08-23Paper
A kind of general influence measure on the linear weighted regression1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40252011993-02-18Paper
https://portal.mardi4nfdi.de/entity/Q40230231993-01-25Paper
The inefficiency of the least squares estimator and its bound1992-09-27Paper
Two new classes of the generalized Kantorovich inequalities and their applications1992-09-27Paper
A brief proof on the generalized variance bound of the relative efficiency in statistics1992-06-25Paper
Kantorovich-type inequalities and the measures of inefficiency of the GLSE1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38168561988-01-01Paper

Research outcomes over time

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