Rong Jiang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Non-crossing quantile double-autoregression for the analysis of streaming time series data	2024-11-20	Paper
Existence of nontrivial solitary wave for a generalized Kadomtsev–Petviashvili equation with the potential	2024-08-08	Paper
Rong Jiang and Keming Yu's contribution to the discussion of `Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas	2024-07-09	Paper
Renewable Huber estimation method for streaming datasets	2024-03-25	Paper
No-Crossing Single-Index Quantile Regression Curve Estimation	2024-03-05	Paper
Variable selection and debiased estimation for single‐index expectile model	2023-10-20	Paper
Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function	2023-06-21	Paper
A short note on fitting a single-index model with massive data	2023-03-07	Paper
Composite quasi-likelihood for single-index models with massive datasets	2022-10-18	Paper
Single-index composite quantile regression for ultra-high-dimensional data	2022-08-04	Paper
Adaptive quantile regressions for massive datasets	2022-01-07	Paper
Weighted composite quantile regression for partially linear varying coefficient models	2021-10-01	Paper
Single-index composite quantile regression for massive data	2020-09-29	Paper
Composite quantile regression for massive datasets	2018-08-13	Paper
Upper bound of the sum of the first 3 Laplacian eigenvalues of several classes of graphs	2016-10-06	Paper
Weighted composite quantile regression for single-index models	2016-05-04	Paper
Quantile regression for single-index-coefficient regression models	2016-04-22	Paper
Single-index composite quantile regression with heteroscedasticity and general error distributions	2016-03-18	Paper
Generalized Analysis-of-variance-type Test for the Single-index Quantile Model	2016-03-08	Paper
https://portal.mardi4nfdi.de/entity/Q3463827	2016-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q3462841	2016-01-15	Paper
Randomly weighted LAD-estimation for partially linear errors-in-variables models	2015-08-07	Paper
Testing in linear composite quantile regression models	2015-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q2940150	2015-01-26	Paper
Random weighting \(M\)-estimation for linear errors-in-variables models	2014-09-29	Paper
Single-index composite quantile regression	2014-09-26	Paper
Efficient quantile estimation for functional-coefficient partially linear regression models	2014-09-12	Paper
New optimal weight combination model for forecasting precipitation	2013-06-11	Paper
LAD variable selection for linear models with randomly censored data	2013-02-21	Paper
Variable selection and coefficient estimation via composite quantile regression with randomly censored data	2012-05-18	Paper
Variable selection for additive partially linear models with measurement error	2011-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3054780	2010-11-05	Paper
Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates	2010-03-01	Paper

Research outcomes over time

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