Keming Yu

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Person:403441

Available identifiers

zbMath Open yu.kemingMaRDI QIDQ403441

List of research outcomes





PublicationDate of PublicationType
Complete convergence for weighted sums of \(m\)-widely acceptable random variables under sub-linear expectations2025-01-22Paper
Using auto-regressive logit models to forecast the exceedance probability for financial risk management2025-01-10Paper
Discrete Weibull generalized additive model: an application to count fertility data2024-11-21Paper
Non-crossing quantile double-autoregression for the analysis of streaming time series data2024-11-20Paper
Rong Jiang and Keming Yu's contribution to the discussion of `Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas2024-07-09Paper
Bayesian log-linear beta-negative binomial integer-valued GARCH model2024-07-05Paper
Estimation and variable selection for generalized functional partially varying coefficient hybrid models2024-04-30Paper
Bayesian Quantile Regression for Big Data Analysis2024-04-03Paper
Renewable Huber estimation method for streaming datasets2024-03-25Paper
No-Crossing Single-Index Quantile Regression Curve Estimation2024-03-05Paper
A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection2024-03-04Paper
The linear stability of plane Couette flow with a compliant boundary2024-02-09Paper
Complete f-moment convergence for negatively superadditive dependent random variables2023-07-24Paper
Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection2023-07-12Paper
Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function2023-06-21Paper
Estimation of the system reliability for generalized inverse Lindley distribution based on different sampling designs2022-05-23Paper
Binary quantile regression and variable selection: A new approach2022-03-04Paper
A novel Bayesian regression model for counts with an application to health data2022-02-22Paper
Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations2022-01-19Paper
A discrete density approach to Bayesian quantile and expectile regression with discrete responses2021-11-09Paper
Improved local quantile regression2020-12-30Paper
Flexible objective Bayesian linear regression with applications in survival analysis2020-12-04Paper
Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study2020-12-03Paper
Variable selection in quantile regression via Gibbs sampling2020-10-21Paper
Bayesian adaptive Lasso quantile regression2020-10-08Paper
Comparison of kernel estimators of conditional distribution function and quantile regression under censoring2020-10-07Paper
Improved double kernel local linear quantile regression2020-10-07Paper
Single-index composite quantile regression for massive data2020-09-29Paper
Modeling tails for collinear data with outliers in the English Longitudinal Study of Ageing: Quantile profile regression2020-09-16Paper
Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions2020-04-27Paper
Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter2020-03-27Paper
Bayesian Lasso-mixed quantile regression2020-03-09Paper
https://portal.mardi4nfdi.de/entity/Q53820252019-06-21Paper
Quantile regression with group Lasso for classification2019-06-03Paper
Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk2019-02-08Paper
Conjugate priors and variable selection for Bayesian quantile regression2018-10-19Paper
Composite quantile regression for massive datasets2018-08-13Paper
https://portal.mardi4nfdi.de/entity/Q29842042017-05-17Paper
Inference on the Kumaraswamy distribution2017-05-02Paper
Density regression based on proportional hazards family2016-06-15Paper
Bayesian analysis of a Tobit quantile regression model2016-05-02Paper
Bayesian variable selection in quantile regression2015-12-17Paper
Point and exact interval estimation for the generalized Pareto distribution with small samples2015-12-09Paper
Fitting censored quantile regression by variable neighborhood search2015-10-28Paper
Interval estimation for proportional reversed hazard family based on lower record values2015-03-24Paper
Bayesian Lasso binary quantile regression2015-03-03Paper
Robust variable selection in partially varying coefficient single-index model2015-01-29Paper
Composite hierachical linear quantile regression2014-08-29Paper
Robust variable selection for nonlinear models with diverging number of parameters2014-06-12Paper
Comment on: ``Local quantile regression2014-02-06Paper
M-quantile regression analysis of temporal gene expression data2013-12-05Paper
Bayesian analysis of probit quantile regression models based on the Metropolis-Hastings algorithm2013-11-19Paper
Sparse MAVE with oracle panalties2013-11-18Paper
A comparative study for robust canonical correlation methods2013-11-15Paper
New estimating equation approaches with application in lifetime data analysis2013-08-07Paper
Bayesian multivariate monitoring models for process mean vectors based on multistage predictive distributions2012-06-01Paper
A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables2012-03-23Paper
New bandwidth selection for kernel quantile estimators2012-03-13Paper
https://portal.mardi4nfdi.de/entity/Q30174222011-07-19Paper
https://portal.mardi4nfdi.de/entity/Q30721942011-02-05Paper
Optimum plan for step-stress model with progressive type-II censoring2011-01-22Paper
Power prior elicitation in Bayesian quantile regression2010-12-01Paper
Local linear spatial quantile regression2010-11-12Paper
https://portal.mardi4nfdi.de/entity/Q35805452010-08-13Paper
Single-index quantile regression2010-08-01Paper
On Semiparametric Mode Regression Estimation2010-06-08Paper
Single-index quantile regression2010-05-21Paper
Quantile regression for binary performance indicators2010-04-22Paper
Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions2010-04-14Paper
https://portal.mardi4nfdi.de/entity/Q36444582009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q53236442009-07-23Paper
A general method to the strong law of large numbers and its applications2008-04-28Paper
The null distribution of the likelihood-ratio test for one or two outliers in a normal sample2008-03-06Paper
Modelling financial time series with SEMIFAR GARCH model2007-12-18Paper
A kernel‐based method for nonparametric estimation of variograms2007-09-13Paper
Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data2007-03-29Paper
Likelihood-Based Local Linear Estimation of the Conditional Variance Function2006-06-26Paper
A Three-Parameter Asymmetric Laplace Distribution and Its Extension2005-10-17Paper
Local Linear Additive Quantile Regression2005-05-20Paper
The null distribution of the likelihood-ratio test for two upper outliers in a gamma sample2005-01-04Paper
https://portal.mardi4nfdi.de/entity/Q48320062005-01-03Paper
Nonparametric prediction by conditional median and quantiles2003-10-14Paper
Quantile regression using RJMCMC algorithm2002-08-13Paper
Bayesian quantile regression2002-04-25Paper
Bayesian analysis of a multiple-recapture model2000-06-13Paper
https://portal.mardi4nfdi.de/entity/Q42676721999-11-29Paper
Local Linear Quantile Regression1999-02-22Paper
A comparison of local constant and local linear regression quantile estimators1998-07-22Paper
https://portal.mardi4nfdi.de/entity/Q48489091995-11-28Paper
https://portal.mardi4nfdi.de/entity/Q40251271993-02-18Paper
https://portal.mardi4nfdi.de/entity/Q38039831987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38008671987-01-01Paper

Research outcomes over time

This page was built for person: Keming Yu