Yuehua Wu

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Person:265314

Available identifiers

zbMath Open wu.yuehuaWikidataQ56826500 ScholiaQ56826500MaRDI QIDQ265314

List of research outcomes

PublicationDate of PublicationType
Estimation and variable selection for high-dimensional spatial dynamic panel data models2024-02-13Paper
Robust hypothesis testing in functional linear models2024-01-23Paper
A new reproducing kernel‐based nonlinear dimension reduction method for survival data2023-10-11Paper
B-spline method for spatio-temporal inverse model2023-09-22Paper
Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks2023-09-20Paper
A novel group VIF regression for group variable selection with application to multiple change-point detection2023-06-19Paper
https://portal.mardi4nfdi.de/entity/Q58678252022-09-19Paper
A note on the semiparametric approach to dimension reduction2022-05-18Paper
Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC2022-04-27Paper
Detection of a change-point in variance by a weighted sum of powers of variances test2022-02-23Paper
Robust detection of abnormality in highly corrupted medical images2022-02-09Paper
An empirical-characteristic-function-based change-point test for detection of multiple distributional changes2021-11-09Paper
Notes on M-estimation in exponential signal models2021-08-19Paper
High-dimensional sign-constrained feature selection and grouping2021-07-28Paper
Asymptotic properties on high-dimensional multivariate regression M-estimation2021-04-29Paper
Estimation and model selection in general spatial dynamic panel data models2021-03-12Paper
A segmented regime-switching model with its application to stock market indices2020-09-30Paper
General matching quantiles M-estimation2020-05-19Paper
A segmented generalized Markov regime-switching model with its application in financial time series data2020-04-28Paper
Beta approximation and its applications2020-04-28Paper
Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search2020-04-07Paper
An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem2019-09-13Paper
Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data2019-07-03Paper
Consistent and powerful graph-based change-point test for high-dimensional data2019-01-11Paper
Efficient estimation of nonparametric spatial models with general correlation structures2018-02-16Paper
On nonparametric change point estimator based on empirical characteristic functions2017-05-05Paper
https://portal.mardi4nfdi.de/entity/Q29741362017-04-06Paper
https://portal.mardi4nfdi.de/entity/Q29679562017-03-09Paper
Consistent two‐stage multiple change‐point detection in linear models2016-12-19Paper
A sequential multiple change-point detection procedure via VIF regression2016-08-04Paper
Markov regime-switching quantile regression models and financial contagion detection2016-05-12Paper
A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities2016-05-02Paper
A procedure for estimating the number of clusters in logistic regression clustering2016-04-01Paper
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models2015-10-16Paper
A sequential multiple change-point detection procedure via VIF regression2015-06-03Paper
A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence2014-08-07Paper
Approximation to the moments of ratios of cumulative sums2014-06-26Paper
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models2014-03-18Paper
Penalized M-Estimation-Based Model Selection for Regression by Cross-Validation2013-06-21Paper
https://portal.mardi4nfdi.de/entity/Q29051132012-08-24Paper
Consistency of modified kernel regression estimation for functional data2012-06-25Paper
https://portal.mardi4nfdi.de/entity/Q31051382012-01-05Paper
Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies2011-02-05Paper
https://portal.mardi4nfdi.de/entity/Q30621772011-01-03Paper
A note on asymptotic approximations of inverse moments of nonnegative random variables2010-07-13Paper
Strong convergence rate of estimators of change point and its application2010-03-30Paper
Random weighting method for Cox's proportional hazards model2009-12-07Paper
A note on constrained M-estimation and its recursive analog in multivariate linear regression models2009-12-07Paper
A note on the convergence rate of the kernel density estimator of the mode2009-09-14Paper
\(K\)-sample tests based on the likelihood ratio2009-05-29Paper
Likelihood-ratio tests for normality2008-11-26Paper
Simultaneous change point analysis and variable selection in a regression problem2008-11-06Paper
An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering2008-07-28Paper
https://portal.mardi4nfdi.de/entity/Q35024612008-05-23Paper
Asymptotic normality of the recursive M-estimators of the scale parameters2007-09-10Paper
https://portal.mardi4nfdi.de/entity/Q34319212007-04-13Paper
On Simultaneous Estimation of the Number of Signals and Frequencies of Multiple Sinusoids When Some Observations Are Missing2007-02-15Paper
https://portal.mardi4nfdi.de/entity/Q33694372006-02-13Paper
A consistent procedure for determining the number of clusters in regression clustering2005-11-22Paper
Linear model selection by cross-validation2005-02-23Paper
Beta approximation to the distribution of Kolmogorov-Smirnov statistic2003-04-27Paper
A famiy of simple distribution functions to approximate complicted distributions2002-06-27Paper
An m-estimation-based model selection criterion with a data-oriented penalty2002-05-23Paper
A strongly consistent information criterion for linear model selection based on \(M\)-estimation2001-12-02Paper
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics2001-01-24Paper
A necessary condition for the consistency of LAD estimate2000-01-11Paper
Model selection with data-oriented penalty1999-11-28Paper
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics1999-01-01Paper
On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models1998-11-15Paper
https://portal.mardi4nfdi.de/entity/Q42140431998-10-15Paper
General \(M\)-estimation1998-06-22Paper
https://portal.mardi4nfdi.de/entity/Q43911381998-01-01Paper
Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models1997-07-31Paper
https://portal.mardi4nfdi.de/entity/Q47185651997-03-02Paper
https://portal.mardi4nfdi.de/entity/Q48951541996-11-19Paper
https://portal.mardi4nfdi.de/entity/Q48661841996-04-18Paper
https://portal.mardi4nfdi.de/entity/Q48520821996-01-02Paper
https://portal.mardi4nfdi.de/entity/Q48399621995-09-19Paper
Consistency ofl1estimates in censored linear regression models1995-08-17Paper
https://portal.mardi4nfdi.de/entity/Q48393351995-07-17Paper
https://portal.mardi4nfdi.de/entity/Q43108111995-01-05Paper
Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case1994-12-11Paper
On rates of convergence of information theoretic criterion in rank determination of one-way random effects models1994-11-07Paper
Nonexistence of consistent estimates in a density estimation problem1994-11-06Paper
https://portal.mardi4nfdi.de/entity/Q42809491994-04-14Paper
On a necessary condition for the consistency of the l1estimates in linear regression models1994-01-20Paper
On solvability of an equation arising in the theory of m-estimates1993-10-17Paper
https://portal.mardi4nfdi.de/entity/Q40281911993-03-28Paper
On rates of convergence of general information criteria in signal processing when the noise covariance matrix is arbitrary1992-06-28Paper
On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed1992-06-26Paper
Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models1990-01-01Paper
Strong law for mixing sequence1989-01-01Paper
On a class of model selection procedures1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34761471989-01-01Paper
A strongly consistent procedure for model selection in a regression problem1989-01-01Paper
Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models1988-01-01Paper
Discrimination analysis when the variates are grouped and observed in sequential order1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42065621988-01-01Paper
Strong consistency of M-estimates in linear models1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37714151985-01-01Paper

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