Ji-cai Liu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
K-CDFs: A Nonparametric Clustering Algorithm via Cumulative Distribution Function	2023-10-09	Paper
Group screening for ultra-high-dimensional feature under linear model	2023-03-07	Paper
Estimating restricted mean treatment effects with additive-multiplicative hazards models	2022-11-23	Paper
Supercongruences involving Motzkin numbers and central trinomial coefficients	2022-08-22	Paper
Further results on the divisibility of $q$-trinomial coefficients	2022-07-13	Paper
A new nonparametric extension of ANOVA via projection mean variance measure	2022-03-04	Paper
Projection quantile correlation and its use in high-dimensional grouped variable screening	2022-01-26	Paper
Composite quantile regression and variable selection of the partial linear single-index models	2021-12-17	Paper
On the divisibility of $q$-trinomial coefficients	2021-06-25	Paper
Variable selection for varying dispersion beta regression model	2020-10-28	Paper
Quantile regression and variable selection for the single-index model	2020-10-28	Paper
Sparse group variable selection based on quantile hierarchical Lasso	2020-10-28	Paper
Robust variable selection for the varying coefficient model based on compositeL₁–L₂regression	2020-10-26	Paper
A $p$-adic analogue of Chan and Verrill's formula for $1/\pi$	2020-08-15	Paper
A variation of $q$-Wolstenholme's theorem	2020-02-15	Paper
A martingale-difference-divergence-based estimation of central mean subspace	2019-06-27	Paper
Estimation for single-index models via martingale difference divergence	2019-05-24	Paper
Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models	2018-12-03	Paper
Regularization and model selection for quantile varying coefficient model with categorical effect modifiers	2018-11-23	Paper
Supercongruences for the $(p-1)$th Ap\'ery number	2018-03-30	Paper
Quantile regression and variable selection of single-index coefficient model	2017-10-11	Paper
Robust estimation for partially linear single-index model	2017-08-23	Paper
Supercongruences between truncated ${}_3F_2$ hypergeometric series	2017-02-18	Paper
A new local estimation method for single index models for longitudinal data	2016-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q2991692	2016-08-10	Paper
Bayesian regularized regression based on composite quantile method	2016-05-23	Paper
Composite quantile regression and variable selection in single-index coefficient model	2016-05-20	Paper
The proportional hazards model for multiple type recurrent gap times	2016-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q3462832	2016-01-15	Paper
Variable selection in semiparametric hazard regression for multivariate survival data	2015-11-13	Paper
Quantile regression and variable selection of partial linear single-index model	2015-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q5260205	2015-06-29	Paper
Robust adaptive estimation for semivarying coefficient models	2015-05-06	Paper
Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model	2015-04-29	Paper
Empirical likelihood based modal regression	2015-04-16	Paper
Hierarchically penalized additive hazards model with diverging number of parameters	2015-02-06	Paper
Generalized varying-coefficient single-index model	2014-12-22	Paper
Variable selection of the quantile varying coefficient regression models	2014-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q5399813	2014-02-28	Paper
Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression	2014-02-17	Paper
A robust and efficient estimation method for single index models	2014-01-13	Paper
Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression	2013-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q4860389	1996-01-15	Paper

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