| Publication | Date of Publication | Type |
|---|
Distribution-on-Scalar Single-Index Quantile Regression Model for Handling Tumor Heterogeneity
Technometrics | 2025-08-22 | Paper |
Efficient distributed transfer learning for large-scale Gaussian graphic models
Stat | 2025-07-08 | Paper |
Empirical likelihood M-estimation for the varying-coefficient model with functional response
Scandinavian Journal of Statistics | 2024-09-19 | Paper |
Efficient Byzantine-robust distributed inference with regularization: a trade-off between compression and adversary
Information Sciences | 2024-07-11 | Paper |
More communication-efficient distributed sparse learning
Information Sciences | 2024-05-29 | Paper |
Communication-efficient and privacy-preserving large-scale federated learning counteracting heterogeneity
Information Sciences | 2024-04-10 | Paper |
Functional Response Quantile Regression Model
STATISTICA SINICA | 2023-11-14 | Paper |
Wavelet-<i>L</i><sub>1</sub>-estimation for non parametric location-scale models under a general dependence framework
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Discussion of: ‘A review of distributed statistical inference’
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Reproducing kernel-based functional linear expectile regression
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Asymptotics for \(L_1\)-wavelet method for nonparametric regression
Journal of Inequalities and Applications | 2022-01-20 | Paper |
Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
Analysis and Applications | 2021-12-13 | Paper |
Wavelet estimation in time-varying coefficient time series models with measurement errors
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
Uniform convergence rates for wavelet curve estimation in sup-norm loss
Journal of Computational and Applied Mathematics | 2021-09-17 | Paper |
The asymptotic properties of SCAD penalized generalized linear models with adaptive designs
Journal of Systems Science and Complexity | 2021-04-08 | Paper |
Berry-Esseen bounds for wavelet estimator in time-varying coefficient models with censored dependent data
Mathematica Slovaca | 2020-12-30 | Paper |
Wavelet-M-estimation for time-varying coefficient time series models
Discrete Dynamics in Nature and Society | 2020-10-14 | Paper |
Wavelet-based LASSO in functional linear quantile regression
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
Wavelet estimation in time-varying coefficient models
Lithuanian Mathematical Journal | 2019-11-04 | Paper |
A General Framework for Quantile Estimation with Incomplete Data
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-09-26 | Paper |
Wavelet estimation in varying coefficient models for censored dependent data
Statistics & Probability Letters | 2017-01-16 | Paper |
Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
Statistical Methods and Applications | 2016-03-17 | Paper |
Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2015-04-21 | Paper |
Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
Communications in Statistics: Theory and Methods | 2015-03-13 | Paper |
Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions.
Applications of Mathematics | 2014-09-19 | Paper |
Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout
Statistics | 2014-07-11 | Paper |
On complete convergence for strong mixing sequences
Stochastics | 2014-04-25 | Paper |
Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
Journal of Inequalities and Applications | 2014-02-12 | Paper |
Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
Journal of Inequalities and Applications | 2014-01-27 | Paper |
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
Journal of Inequalities and Applications | 2013-09-10 | Paper |
Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
Statistics | 2013-06-25 | Paper |
On moments of the maximum of partial sums of moving average processes under dependence assumptions
Acta Mathematicae Applicatae Sinica. English Series | 2013-03-18 | Paper |
A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure
Statistics & Probability Letters | 2012-10-17 | Paper |
Complete \(q\)-moment convergence of moving average processes under \(\varphi\)-mixing assumption
Journal of Mathematical Research & Exposition | 2012-06-01 | Paper |
On complete convergence for arrays of rowwise strong mixing random variables
Communications in Mathematical Research | 2012-06-01 | Paper |
| On moments of the maximal partial sums in moving average processes under dependence assumptions | 2012-01-27 | Paper |
| Some asymptotic properties for a multivariate partially linear model | 2012-01-27 | Paper |
Complete moment convergence of moving average processes under \(\rho \)-mixing assumption
Mathematica Slovaca | 2011-11-11 | Paper |
On the strong laws for weighted sums of \(\rho^*\)-mixing random variables
Journal of Inequalities and Applications | 2011-05-13 | Paper |
The Monte Carlo EM method for estimating multinomial probit latent variable models
Computational Statistics | 2011-02-22 | Paper |
| Moment consistency of estimators in a semi-parametric regression model under NA samples | 2011-02-05 | Paper |
| Strong consistency of estimators in partially linear models under NA samples | 2011-02-05 | Paper |
On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications
Journal of Inequalities and Applications | 2010-12-06 | Paper |
Moment consistency of estimators in partially linear models under NA samples
Metrika | 2010-10-29 | Paper |
Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate<i>t</i>-Distribution
Communications in Statistics. Simulation and Computation | 2010-03-22 | Paper |
Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
Statistics & Probability Letters | 2010-03-01 | Paper |
| Maximum likelihood estimation for Tobit variance components models | 2010-02-12 | Paper |
The EM algorithm for the extended finite mixture of the factor analyzers model
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
