| Publication | Date of Publication | Type |
|---|
Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
An improved Akaike information criterion for generalized log-gamma regression models
The International Journal of Biostatistics | 2024-11-27 | Paper |
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Covariance Matrix Estimation via Network Structure
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Inward and Outward Network Influence Analysis
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Mutual influence regression model
STATISTICA SINICA | 2024-08-26 | Paper |
Functional random effect time-varying coefficient model for longitudinal data
Stat | 2024-05-14 | Paper |
Covariance Model with General Linear Structure and Divergent Parameters
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Inference on covariance-mean regression
Journal of Econometrics | 2022-09-14 | Paper |
Regression coefficient and autoregressive order shrinkage and selection via the lasso
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Network Influence Analysis
STATISTICA SINICA | 2022-03-04 | Paper |
Covariance regression model for non-normal data
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Tobit model estimation and sliced inverse regression
Statistical Modelling | 2020-10-07 | Paper |
A robust and efficient approach to causal inference based on sparse sufficient dimension reduction
The Annals of Statistics | 2019-05-10 | Paper |
Clarification: Regression Model Selection—A Residual Likelihood Approach
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
STATISTICA SINICA | 2018-07-06 | Paper |
Sequential model averaging for high dimensional linear regression models
STATISTICA SINICA | 2018-01-26 | Paper |
Quantile correlations and quantile autoregressive modeling
Journal of the American Statistical Association | 2017-10-13 | Paper |
Tests for covariance structures with high-dimensional repeated measurements
The Annals of Statistics | 2017-08-03 | Paper |
Parameter estimation for a generalized semiparametric model with repeated measurements
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
Testing a single regression coefficient in high dimensional linear models
Journal of Econometrics | 2016-09-13 | Paper |
Markov-switching model selection using Kullback-Leibler divergence
Journal of Econometrics | 2016-05-02 | Paper |
Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Regularization parameter selections via generalized information criterion
Journal of the American Statistical Association | 2015-06-11 | Paper |
Tail index regression
Journal of the American Statistical Association | 2015-06-10 | Paper |
A hybrid bootstrap approach to unit root tests
Journal of Time Series Analysis | 2015-03-03 | Paper |
Testing covariates in high-dimensional regression
Annals of the Institute of Statistical Mathematics | 2014-10-02 | Paper |
Partially linear single index models for repeated measurements
Journal of Multivariate Analysis | 2014-07-24 | Paper |
Penalized profiled semiparametric estimating functions
Electronic Journal of Statistics | 2013-11-06 | Paper |
A Bayesian information criterion for portfolio selection
Computational Statistics and Data Analysis | 2012-06-20 | Paper |
Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models
Statistica Sinica | 2012-05-14 | Paper |
Regression analysis of asymmetric pairs in large-scale network data
Communications in Statistics. Simulation and Computation | 2011-11-25 | Paper |
Estimation and testing for partially linear single-index models
The Annals of Statistics | 2011-01-19 | Paper |
Estimation and testing for partially linear single-index models
The Annals of Statistics | 2010-12-01 | Paper |
Bias of the corrected AIC criterion for underfitted regression and time series models
Biometrika | 2010-08-13 | Paper |
Contour projected dimension reduction
The Annals of Statistics | 2009-12-09 | Paper |
Tree-structured model diagnostics for linear regression
Machine Learning | 2009-03-31 | Paper |
On mixture regression shrinkage and selection via the MR-LASSO
| 2009-01-15 | Paper |
Longitudinal data model selection
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Isotonic single-index model for high-dimensional database marketing
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Constrained regression model selection
Journal of Statistical Planning and Inference | 2008-10-29 | Paper |
Improving dimension reduction via contour-projection
| 2008-05-16 | Paper |
Tuning parameter selectors for the smoothly clipped absolute deviation method
Biometrika | 2008-03-20 | Paper |
Partial inverse regression
Biometrika | 2008-03-20 | Paper |
Extending the Akaike Information Criterion to Mixture Regression Models
Journal of the American Statistical Association | 2007-09-18 | Paper |
Constrained Inverse Regression for Incorporating Prior Information
Journal of the American Statistical Association | 2007-08-20 | Paper |
The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error
Journal of the American Statistical Association | 2007-08-20 | Paper |
Functional Form Diagnostics for Cox's Proportional Hazards Model
Biometrics | 2007-05-07 | Paper |
Smoothing parameter selection in quasi-likelihood models
Journal of Nonparametric Statistics | 2007-02-14 | Paper |
scientific article; zbMATH DE number 2215391 (Why is no real title available?)
| 2005-10-18 | Paper |
Tree-augmented Cox proportional hazards models
Biostatistics | 2005-09-29 | Paper |
A note on shrinkage sliced inverse regression
Biometrika | 2005-09-05 | Paper |
Regression Model Selection—A Residual Likelihood Approach
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-22 | Paper |
Assessment of Model Adequacy for Markov Regression Time Series Models
Biometrics | 2005-04-11 | Paper |
Residual information criterion for single-index model selections
Journal of Nonparametric Statistics | 2004-09-27 | Paper |
Single-index model selections
Biometrika | 2002-06-27 | Paper |
Optimal multi-criteria designs for Fourier regression models
Journal of Statistical Planning and Inference | 2001-10-23 | Paper |
scientific article; zbMATH DE number 1556159 (Why is no real title available?)
| 2001-05-19 | Paper |
A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation
Biometrika | 2001-02-18 | Paper |
Partial Least Squares Estimator for Single-Index Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2000-11-06 | Paper |
Model selection in orthogonal regression
Statistics \& Probability Letters | 2000-02-09 | Paper |
Diagnostics for nonlinearity in generalized linear models.
Computational Statistics and Data Analysis | 1999-04-28 | Paper |
A Note On the Unification of the Akaike Information Criterion
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-04-08 | Paper |
Semiparametric regression model selections.
Journal of Statistical Planning and Inference | 1999-01-01 | Paper |
scientific article; zbMATH DE number 1034044 (Why is no real title available?)
| 1998-11-16 | Paper |
Miscellanea. Score tests for heteroscedasticity in wavelet regression
Biometrika | 1998-11-08 | Paper |
scientific article; zbMATH DE number 1219611 (Why is no real title available?)
| 1998-11-04 | Paper |
scientific article; zbMATH DE number 1157177 (Why is no real title available?)
| 1998-05-26 | Paper |
Diagnostics for binomial response models using power divergence statistics
Computational Statistics and Data Analysis | 1997-11-10 | Paper |
Model Selection for Extended Quasi-Likelihood Models in Small Samples
Biometrics | 1997-11-09 | Paper |
The model selection criterion AICu.
Statistics \& Probability Letters | 1997-01-01 | Paper |
The impact of unsuspected serial correlations on model selection in linear regression
Statistics \& Probability Letters | 1996-09-01 | Paper |
scientific article; zbMATH DE number 865688 (Why is no real title available?)
| 1996-06-04 | Paper |
Relative rates of convergence for efficient model selection criteria in linear regression
Biometrika | 1996-01-16 | Paper |
Model Selection for Multivariate Regression in Small Samples
Biometrics | 1995-10-22 | Paper |
Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
Statistics \& Probability Letters | 1995-02-16 | Paper |
A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
Journal of Time Series Analysis | 1993-06-29 | Paper |
Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
Statistics \& Probability Letters | 1992-06-25 | Paper |
DIFFERENTIAL GEOMETRY OF ARMA MODELS
Journal of Time Series Analysis | 1990-01-01 | Paper |
Regression and time series model selection in small samples
Biometrika | 1989-01-01 | Paper |
Jackknifing and bootstrapping quasi–likelihood estimators
Journal of Statistical Computation and Simulation | 1988-01-01 | Paper |
Jackknife-Based Estimators and Confidence Regions in Nonlinear Regression
| 1986-01-01 | Paper |
