Cheng Yong Tang

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Person:282444

Available identifiers

zbMath Open tang.chengyongMaRDI QIDQ282444

List of research outcomes





PublicationDate of PublicationType
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models2024-10-28Paper
Applied regression analysis of correlations for correlated data2024-04-15Paper
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables2024-03-15Paper
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data2024-03-06Paper
Robust matrix estimations meet Frank-Wolfe algorithm2023-08-22Paper
Information criteria for latent factor models: a study on factor pervasiveness and adaptivity2023-03-03Paper
Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection2023-01-04Paper
Mann–Whitney Test with Adjustments to Pretreatment Variables for Missing Values and Observational Study2022-07-11Paper
Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio2022-03-18Paper
Estimating the inter-occurrence time distribution from superposed renewal processes2021-09-10Paper
High-dimensional empirical likelihood inference2021-04-08Paper
Empirical Frequency Band Analysis of Nonstationary Time Series2021-01-22Paper
Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition2020-10-27Paper
https://portal.mardi4nfdi.de/entity/Q49690542020-10-05Paper
Nested coordinate descent algorithms for empirical likelihood2020-03-12Paper
Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach2019-08-01Paper
A frequency domain analysis of the error distribution from noisy high-frequency data2019-06-24Paper
A Joint Modelling Approach for Longitudinal Studies2019-06-14Paper
Tuning Parameter Selection in High Dimensional Penalized Likelihood2019-05-09Paper
Disentangling and assessing uncertainties in multiperiod corporate default risk predictions2019-02-25Paper
Peter Hall's Contribution to Empirical Likelihood2018-11-22Paper
A new scope of penalized empirical likelihood with high-dimensional estimating equations2018-10-25Paper
On sufficient dimension reduction with missing responses through estimating equations2018-08-21Paper
Parameter estimation and bias correction for diffusion processes2016-07-04Paper
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood2016-05-12Paper
A state space model approach to integrated covariance matrix estimation with high frequency data2015-12-10Paper
Empirical Likelihood for Censored Linear Regression and Variable Selection2015-10-05Paper
Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census2015-06-11Paper
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data2014-06-04Paper
Marginal empirical likelihood and sure independence feature screening2013-12-11Paper
An efficient empirical likelihood approach for estimating equations with missing data2012-11-30Paper
Sparse Matrix Graphical Models2012-11-09Paper
Penalized empirical likelihood and growing dimensional general estimating equations2012-09-21Paper
Nonparametric regression with discrete covariate and missing values2012-08-18Paper
Properties of census dual system population size estimators2012-06-08Paper
An empirical likelihood approach to quantile regression with auxiliary information2011-12-28Paper
Empirical likelihood and quantile regression in longitudinal data analysis2011-12-28Paper
Improving variance function estimation in semiparametric longitudinal data analysis2011-12-28Paper
Penalized high-dimensional empirical likelihood2011-01-20Paper
A test for model specification of diffusion processes2008-03-12Paper

Research outcomes over time

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