| Publication | Date of Publication | Type |
|---|
Homogeneity pursuit in the functional-coefficient quantile regression model for panel data with censored data
Studies in Nonlinear Dynamics and Econometrics | 2025-11-06 | Paper |
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Multiple-output quantile regression neural network
Statistics and Computing | 2024-05-31 | Paper |
| Composite quantile regression for partially linear additive model with censored responses and its application | 2024-01-23 | Paper |
A New Approach to Censored Quantile Regression Estimation
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
On Korn's inequality at endpoints
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
Journal of Applied Statistics | 2020-11-04 | Paper |
Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
The Hoffmann-Jørgensen inequality of NA random variables and its applications to the logarithm law
Mathematica Slovaca | 2014-11-25 | Paper |
Asymptotic of the \(L_r\)-norm of density estimators in the autoregressive time series
Statistics | 2014-03-14 | Paper |
Estimation of the mean for critical branching process and its bootstrap approximation
Metrika | 2013-08-01 | Paper |
A nonclassical LIL for geometrically weighted series in Banach space
Acta Mathematica Sinica, English Series | 2013-07-16 | Paper |
A Hoffmann-Jørgensen inequality of NA random variables with applications to the convergence rate
Mathematical Inequalities & Applications | 2013-03-06 | Paper |
Asymptotic properties for the loglog laws under positive association
Mathematica Slovaca | 2012-10-16 | Paper |
Asymptotics of kernel error density estimators in nonlinear autoregressive models
Journal of Mathematical Chemistry | 2011-07-21 | Paper |
Convergence rates of the LIL for random fields in Hilbert spaces
Mathematica Slovaca | 2011-07-15 | Paper |
Convergence rates of tail probabilities for sums under dependence assumptions
Acta Mathematica Sinica, English Series | 2010-11-17 | Paper |
| Limit distributions of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift | 2010-02-12 | Paper |
Moment convergence rates in the law of the logarithm for dependent sequences
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2009-10-15 | Paper |
Precise asymptotics in the law of logarithm under dependence assumptions
Computers & Mathematics with Applications | 2009-03-12 | Paper |
A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors
Applied Mathematics. Series B (English Edition) | 2009-03-06 | Paper |
A note on self-weighted quantile estimation for infinite variance quantile autoregression models
Statistics & Probability Letters | 2008-11-14 | Paper |
Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables
Applied Mathematics. Series B (English Edition) | 2007-12-07 | Paper |
| scientific article; zbMATH DE number 5181683 (Why is no real title available?) | 2007-08-22 | Paper |
The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent
Metrika | 2007-03-12 | Paper |
