| Publication | Date of Publication | Type |
|---|
A constrained robust Markov regime-switching model for long-term risk evaluation
Journal of Applied Statistics | 2026-03-26 | Paper |
An adaptive threshold for outlier detection in high-dimensional settings
Communications in Statistics. Theory and Methods | 2025-11-11 | Paper |
Homogeneity estimation in multivariate generalized linear models
Communications in Mathematics and Statistics | 2025-10-20 | Paper |
Bayesian grouping-Gibbs sampling estimation of high-dimensional linear model with non-sparsity
Computational Statistics and Data Analysis | 2025-07-22 | Paper |
On spatio-temporal model with diverging number of thresholds and its applications in housing market
Communications in Mathematics and Statistics | 2025-06-24 | Paper |
Correction to: ``PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data''
Statistics and Computing | 2025-04-22 | Paper |
PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data
Statistics and Computing | 2025-03-07 | Paper |
Bayesian model selection via composite likelihood for high-dimensional data integration
The Canadian Journal of Statistics | 2024-11-04 | Paper |
Generalized least-squares in dimension expansion method for nonstationary processes
Environmetrics | 2024-10-28 | Paper |
Outlier detection via a minimum ridge covariance determinant estimator
STATISTICA SINICA | 2024-10-18 | Paper |
Robust two-stage estimation in general spatial dynamic panel data models
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
On robust estimation of hidden semi-Markov regime-switching models
Annals of Operations Research | 2024-08-15 | Paper |
Estimation and variable selection for high-dimensional spatial dynamic panel data models
Journal of Econometrics | 2024-02-13 | Paper |
Robust hypothesis testing in functional linear models
Journal of Statistical Computation and Simulation | 2024-01-23 | Paper |
A new reproducing kernel‐based nonlinear dimension reduction method for survival data
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
B-spline method for spatio-temporal inverse model
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks
Statistical Theory and Related Fields | 2023-09-20 | Paper |
A novel group VIF regression for group variable selection with application to multiple change-point detection
Journal of Applied Statistics | 2023-06-19 | Paper |
| scientific article; zbMATH DE number 7587806 (Why is no real title available?) | 2022-09-19 | Paper |
A note on the semiparametric approach to dimension reduction
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Detection of a change-point in variance by a weighted sum of powers of variances test
Journal of Applied Statistics | 2022-02-23 | Paper |
Robust detection of abnormality in highly corrupted medical images
Electronic Journal of Statistics | 2022-02-09 | Paper |
An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
Journal of Statistical Theory and Practice | 2021-11-09 | Paper |
Notes on M-estimation in exponential signal models
Communications in Mathematics and Statistics | 2021-08-19 | Paper |
High-dimensional sign-constrained feature selection and grouping
Annals of the Institute of Statistical Mathematics | 2021-07-28 | Paper |
Asymptotic properties on high-dimensional multivariate regression M-estimation
Journal of Multivariate Analysis | 2021-04-29 | Paper |
Estimation and model selection in general spatial dynamic panel data models
Proceedings of the National Academy of Sciences | 2021-03-12 | Paper |
A segmented regime-switching model with its application to stock market indices
Journal of Applied Statistics | 2020-09-30 | Paper |
General matching quantiles M-estimation
Computational Statistics and Data Analysis | 2020-05-19 | Paper |
Beta approximation and its applications
Journal of Statistical Computation and Simulation | 2020-04-28 | Paper |
A segmented generalized Markov regime-switching model with its application in financial time series data
Journal of Statistical Computation and Simulation | 2020-04-28 | Paper |
Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
Applied Mathematical Modelling | 2020-04-07 | Paper |
An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem
Journal of Statistical Theory and Practice | 2019-09-13 | Paper |
Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data
Proceedings of the National Academy of Sciences | 2019-07-03 | Paper |
Consistent and powerful graph-based change-point test for high-dimensional data
Proceedings of the National Academy of Sciences | 2019-01-11 | Paper |
Efficient estimation of nonparametric spatial models with general correlation structures
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2018-02-16 | Paper |
On nonparametric change point estimator based on empirical characteristic functions
Science China. Mathematics | 2017-05-05 | Paper |
| Data fusion using weighted likelihood | 2017-04-06 | Paper |
| Estimation and selection in regression clustering | 2017-03-09 | Paper |
Consistent two‐stage multiple change‐point detection in linear models
The Canadian Journal of Statistics | 2016-12-19 | Paper |
A sequential multiple change-point detection procedure via VIF regression
Computational Statistics | 2016-08-04 | Paper |
Markov regime-switching quantile regression models and financial contagion detection
Insurance Mathematics & Economics | 2016-05-12 | Paper |
A statistical test of change-point in mean that almost surely has zero error probabilities
Australian & New Zealand Journal of Statistics | 2016-05-02 | Paper |
A procedure for estimating the number of clusters in logistic regression clustering
Journal of Classification | 2016-04-01 | Paper |
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models
Statistics and Computing | 2015-10-16 | Paper |
A sequential multiple change-point detection procedure via VIF regression
Computational Statistics | 2015-06-03 | Paper |
A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Approximation to the moments of ratios of cumulative sums
The Canadian Journal of Statistics | 2014-06-26 | Paper |
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
Journal of Systems Science and Complexity | 2014-03-18 | Paper |
Penalized M-estimation-based model selection for regression by cross-validation
Contemporary Multivariate Analysis and Design of Experiments | 2013-06-21 | Paper |
Tuning parameter selection for penalized likelihood estimation of Gaussian graphical model
Statistica Sinica | 2012-08-24 | Paper |
Consistency of modified kernel regression estimation for functional data
Statistics | 2012-06-25 | Paper |
| M-estimation based detection of undocumented mean shifts without trend changes for the Box-Cox transformed daily precipitation data series | 2012-01-05 | Paper |
Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies
Acta Mathematica Scientia. Series B. (English Edition) | 2011-02-05 | Paper |
| scientific article; zbMATH DE number 5831528 (Why is no real title available?) | 2011-01-03 | Paper |
A note on asymptotic approximations of inverse moments of nonnegative random variables
Statistics & Probability Letters | 2010-07-13 | Paper |
Strong convergence rate of estimators of change point and its application
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Random weighting method for Cox's proportional hazards model
Science in China. Series A | 2009-12-07 | Paper |
A note on constrained M-estimation and its recursive analog in multivariate linear regression models
Science in China. Series A | 2009-12-07 | Paper |
A note on the convergence rate of the kernel density estimator of the mode
Statistics & Probability Letters | 2009-09-14 | Paper |
K-sample tests based on the likelihood ratio
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Likelihood-ratio tests for normality
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Simultaneous change point analysis and variable selection in a regression problem
Journal of Multivariate Analysis | 2008-11-06 | Paper |
An M-estimation-based procedure for determining the number of regression models in regression clustering
Journal of Applied Mathematics and Decision Sciences | 2008-07-28 | Paper |
| On constrained M-estimation and its recursive analog in multivariate linear regression models | 2008-05-23 | Paper |
Asymptotic normality of the recursive M-estimators of the scale parameters
Annals of the Institute of Statistical Mathematics | 2007-09-10 | Paper |
| Strong limit theorems on model selection in generalized linear regression with binomial respon\-ses | 2007-04-13 | Paper |
On Simultaneous Estimation of the Number of Signals and Frequencies of Multiple Sinusoids When Some Observations Are Missing
Communications in Statistics: Theory and Methods | 2007-02-15 | Paper |
| scientific article; zbMATH DE number 5005879 (Why is no real title available?) | 2006-02-13 | Paper |
A consistent procedure for determining the number of clusters in regression clustering
Journal of Statistical Planning and Inference | 2005-11-22 | Paper |
Linear model selection by cross-validation
Journal of Statistical Planning and Inference | 2005-02-23 | Paper |
Beta approximation to the distribution of Kolmogorov-Smirnov statistic
Annals of the Institute of Statistical Mathematics | 2003-04-27 | Paper |
A famiy of simple distribution functions to approximate complicted distributions
Journal of Statistical Computation and Simulation | 2002-06-27 | Paper |
An m-estimation-based model selection criterion with a data-oriented penalty
Journal of Statistical Computation and Simulation | 2002-05-23 | Paper |
A strongly consistent information criterion for linear model selection based on \(M\)-estimation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-12-02 | Paper |
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
Proceedings of the National Academy of Sciences | 2001-01-24 | Paper |
A necessary condition for the consistency of LAD estimate
Acta Mathematica Sinica, English Series | 2000-01-11 | Paper |
Model selection with data-oriented penalty
Journal of Statistical Planning and Inference | 1999-11-28 | Paper |
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
Proceedings of the National Academy of Sciences | 1999-01-01 | Paper |
On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
Statistics & Probability Letters | 1998-11-15 | Paper |
| scientific article; zbMATH DE number 1211733 (Why is no real title available?) | 1998-10-15 | Paper |
General M-estimation
Journal of Multivariate Analysis | 1998-06-22 | Paper |
| scientific article; zbMATH DE number 1157186 (Why is no real title available?) | 1998-01-01 | Paper |
Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
Journal of Multivariate Analysis | 1997-07-31 | Paper |
| scientific article; zbMATH DE number 954481 (Why is no real title available?) | 1997-03-02 | Paper |
| scientific article; zbMATH DE number 934457 (Why is no real title available?) | 1996-11-19 | Paper |
| scientific article; zbMATH DE number 850167 (Why is no real title available?) | 1996-04-18 | Paper |
| scientific article; zbMATH DE number 810389 (Why is no real title available?) | 1996-01-02 | Paper |
| scientific article; zbMATH DE number 775848 (Why is no real title available?) | 1995-09-19 | Paper |
Consistency of<i>l</i><sub>1</sub>estimates in censored linear regression models
Communications in Statistics: Theory and Methods | 1995-08-17 | Paper |
| scientific article; zbMATH DE number 774823 (Why is no real title available?) | 1995-07-17 | Paper |
| scientific article; zbMATH DE number 681265 (Why is no real title available?) | 1995-01-05 | Paper |
Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
Journal of Multivariate Analysis | 1994-12-11 | Paper |
On rates of convergence of information theoretic criterion in rank determination of one-way random effects models
Annals of the Institute of Statistical Mathematics | 1994-11-07 | Paper |
Nonexistence of consistent estimates in a density estimation problem
Statistics & Probability Letters | 1994-11-06 | Paper |
| scientific article; zbMATH DE number 510476 (Why is no real title available?) | 1994-04-14 | Paper |
On a necessary condition for the consistency of the l<sub>1</sub>estimates in linear regression models
Communications in Statistics: Theory and Methods | 1994-01-20 | Paper |
On solvability of an equation arising in the theory of m-estimates
Communications in Statistics: Theory and Methods | 1993-10-17 | Paper |
| scientific article; zbMATH DE number 139851 (Why is no real title available?) | 1993-03-28 | Paper |
On rates of convergence of general information criteria in signal processing when the noise covariance matrix is arbitrary
IEEE Transactions on Information Theory | 1992-06-28 | Paper |
On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed
Acta Mathematicae Applicatae Sinica. English Series | 1992-06-26 | Paper |
Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
Science in China. Series A | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4145172 (Why is no real title available?) | 1989-01-01 | Paper |
A strongly consistent procedure for model selection in a regression problem
Biometrika | 1989-01-01 | Paper |
Strong law for mixing sequence
Acta Mathematicae Applicatae Sinica. English Series | 1989-01-01 | Paper |
On a class of model selection procedures
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4126999 (Why is no real title available?) | 1988-01-01 | Paper |
Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm'' estimates in linear regression models
Computational Statistics and Data Analysis | 1988-01-01 | Paper |
Strong consistency of M-estimates in linear models
Journal of Multivariate Analysis | 1988-01-01 | Paper |
Discrimination analysis when the variates are grouped and observed in sequential order
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4030728 (Why is no real title available?) | 1985-01-01 | Paper |
