Maozai Tian

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Person:477560

Available identifiers

zbMath Open tian.maozaiMaRDI QIDQ477560

List of research outcomes





PublicationDate of PublicationType
Non parametric maximin aggregation for data with inhomogeneity2024-11-20Paper
Variable screening and selection for ultra-high dimensional additive quantile regression with missing data2024-11-04Paper
Variable selection in competing risks models based on quantile regression2024-10-29Paper
An efficient model-free approach to interaction screening for high dimensional data2024-10-11Paper
First passage density of Brownian motion with two-sided piecewise linear boundaries2024-07-29Paper
Smoothed quantile regression for partially functional linear models in high dimensions2024-07-15Paper
Imputed mean tensor regression for near-sited spatial temporal data2024-07-12Paper
Estimation and variable selection for generalized functional partially varying coefficient hybrid models2024-04-30Paper
A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection2024-03-04Paper
Profile likelihood estimation of spatial varying coefficient stratified autocorrelation model and its application2024-02-08Paper
Robust and sparse learning of varying coefficient models with high-dimensional features2023-12-14Paper
Joint estimation of case fatality rate of COVID‐19 and power of quarantine strategy performed in Wuhan, China2023-11-16Paper
Imputed quantile tensor regression for near-sited spatial-temporal data2023-07-11Paper
Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data2023-07-03Paper
https://portal.mardi4nfdi.de/entity/Q58730512023-02-09Paper
https://portal.mardi4nfdi.de/entity/Q58733252023-02-09Paper
Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm2022-07-04Paper
Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors2022-07-01Paper
Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies2022-06-21Paper
Quantile regression for varying coefficient spatial error models2022-05-30Paper
General composite quantile regression: Theory and methods2022-05-18Paper
Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty2022-05-10Paper
Bayesian LASSO-regularized weighted composite quantile regression2022-05-10Paper
Feature screening based on ultrahigh dimensional competing risks models2022-03-21Paper
Quantile regression for general spatial panel data models with fixed effects2022-02-25Paper
Likelihood-based quantile autoregressive distributed lag models and its applications2022-02-25Paper
Nonparametric quantile regression with missing data using local estimating equations2022-02-18Paper
A novel composite quantile regression estimation for the partial linear variable coefficient models2021-12-17Paper
Research and application of partial linear single index composite quantile regression based on Bayesian2021-12-17Paper
The Horvitz-Thompson weighting method for quantile regression estimation in the presence of missing covariates2021-09-29Paper
Parameter estimation of mixed-GTWR based on variable selection2021-09-29Paper
Confidence interval construction for conditional odds ratio in matched-pair design2021-09-29Paper
The analysis of impact of Brexit on the post-Brexit EU using intervented multivariate time series2021-08-17Paper
Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings2021-06-16Paper
Sufficient dimension reduction method based on maximin effect for heterogeneous data2021-01-14Paper
Measuring quantile effects based on partial least squares path model2021-01-14Paper
A class of finite mixture of quantile regressions with its applications2020-12-03Paper
Inference for mixed generalized exponential distribution under progressively type-II censored samples2020-10-28Paper
https://portal.mardi4nfdi.de/entity/Q51280762020-10-27Paper
Joint mean-covariance random effect model for longitudinal data2020-09-16Paper
Mode regression in the secondary analysis of case-control data2020-08-12Paper
Confidence interval construction of correlation difference under saddle point approximation2020-08-12Paper
Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation2020-04-27Paper
Hypothesis testing for the identity of high-dimensional covariance matrices2020-03-27Paper
Bayesian local influence for spatial autoregressive models with heteroscedasticity2019-11-28Paper
Gibbs sampler algorithm of Bayesian weighted composite quantile regression2019-10-02Paper
Optimal quantile level and its applications in reality2019-09-20Paper
https://portal.mardi4nfdi.de/entity/Q51969552019-09-20Paper
Scale-parameter estimation and heteroscedasticity detection based on minimizing the composite quantile loss2019-06-21Paper
Parameters estimation for mixed generalized inverted exponential distributions with type-II progressive hybrid censoring2019-03-06Paper
Quantile regression for linear models with autoregressive errors using EM algorithm2019-02-27Paper
Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies2019-02-27Paper
https://portal.mardi4nfdi.de/entity/Q46236912019-02-22Paper
Joint modeling for generalized hyperbolic distributions2019-02-22Paper
https://portal.mardi4nfdi.de/entity/Q46878402018-10-22Paper
Confidence interval construction for quantile residual lifetime under left-truncated and right-censored data2018-10-22Paper
Variable selection in high-dimensional partially linear additive models for composite quantile regression2018-10-19Paper
Estimation for mixed exponential distributions under type-II progressively hybrid censored samples2018-08-21Paper
Parameters inference of generalized exponential distribution based on generalized progressively hybrid censoring scheme2018-07-18Paper
https://portal.mardi4nfdi.de/entity/Q31757092018-07-18Paper
Nonlinear modeling of heteroscedastic hierarchical data via ECM algorithm2018-07-18Paper
Confidence interval construction for the risk difference of chronic disease based on saddle-point approximation under Poisson distribution2018-05-25Paper
https://portal.mardi4nfdi.de/entity/Q46410412018-05-25Paper
Identifying interaction effects via additive quantile regression models2018-05-14Paper
Semiparametric hierarchical model with heteroscedasticity2018-05-14Paper
An effective method to reduce the computational complexity of composite quantile regression2018-02-07Paper
Adaptive penalty quantile regression for panel data2018-01-29Paper
https://portal.mardi4nfdi.de/entity/Q31311282018-01-29Paper
Quantile regression for censored mixed effects models and variable selection2017-10-20Paper
Bayesian composite quantile regression for linear mixed-effects models2017-10-10Paper
Imputation in nonparametric quantile regression with complex data2017-10-06Paper
Randomized quantile regression estimation for heteroskedastic non parametric model2017-08-30Paper
Parametric bootstrap inferences for panel data models2017-08-23Paper
Estimation of quantile regression for the panel data spatial autoregressive error models with fixed effects2017-07-14Paper
Adaptive quantile regression with precise risk bounds2017-06-29Paper
Nonparametric quantile regression with censored data2017-05-17Paper
Longitudinal data analysis based on generalized linear partially varying-coefficient models2017-04-27Paper
https://portal.mardi4nfdi.de/entity/Q31799692017-01-06Paper
A new model selection procedure based on dynamic quantile regression2017-01-04Paper
Heteroscedasticity detection and estimation with quantile difference method2016-10-20Paper
MCEM estimation of censored linear quantile regression2016-10-06Paper
Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates2016-09-29Paper
Estimation of linear composite quantile regression using EM algorithm2016-09-08Paper
Adjusted confidence interval for the risk ratio under negative binomial sampling2016-08-10Paper
Estimation of spatial quantile autoregressive model via EM algorithm2016-08-10Paper
A quantile regression approach for estimating panel data based on \(K\)-step differences2016-08-10Paper
Composite quantile regression for varying-coefficient single-index models2016-06-30Paper
A semi-parametric model with bivariate link function2016-01-15Paper
Saddlepoint approximation to an important statistic2016-01-15Paper
Robust estimators of scale function2015-06-29Paper
Semiparametric hierarchical composite quantile regression2015-06-24Paper
Simultaneous variable selection and parametric estimation for quantile regression2015-01-29Paper
A new generalized linear exponential distribution and its applications2014-12-09Paper
Adaptive local linear quantile regression2014-11-27Paper
Linear quantile regression based on EM algorithm2014-11-26Paper
Estimating a finite mixed exponential distribution under progressively type-II censored~data2014-11-26Paper
Composite hierachical linear quantile regression2014-08-29Paper
Transmuted linear exponential distribution: a new generalization of the linear exponential distribution2014-08-18Paper
Kernel quantile estimator with ICI adaptive bandwidth selection technique2014-06-03Paper
Lack-of-fit tests based on weighted ratio of residuals and variances2014-01-27Paper
Adaptive quantile regression based on varying-coefficient models2013-11-19Paper
An improved confidence interval for the number needed to treat under negative binomial sampling2013-11-19Paper
Parameter estimation for a mixture of generalized exponential distributions under grouped and right-censored samples2013-11-19Paper
A note on random effect growth curve models2013-06-20Paper
Parameter estimation and application of generalized exponential distributions under grouped and right-censored data2013-06-20Paper
Bayesian quantile regression for longitudinal data models2013-06-12Paper
Robust estimation in inverse problems via quantile coupling2013-01-28Paper
New efficient and robust estimation in varying-coefficient models with heteroscedasticity2012-08-24Paper
Saddle point approximation and volatility estimation of value-at-risk2010-08-13Paper
Asymptotic confidence interval construction for risk difference under inverse sampling2010-03-30Paper
Semiparametric quantile modelling of hierarchical data2009-11-11Paper
Longitudinal study of the external pressure effects on childrens' mathematics and science achievements using nonparametric quantile regression2009-07-22Paper
Approximate and asymptotic confidence intervals for epidemiologic rates under inverse sampling2009-07-22Paper
On the bootstrap quantile-treatment-effect test2008-10-28Paper
A longitudinal study of the effects of family background factors on mathematics achievements using quantile regression2008-05-26Paper
Hierarchical linear regression models for conditional quantiles2007-03-14Paper
Asymptotic inference for sliced inverse regression2006-10-04Paper
A quasi-residuals method in sliced inverse regression.2004-02-14Paper
Estimation theory of semi-parametric regression models with heteroscedasticity2003-03-26Paper
A quasi-residuals method2002-01-29Paper

Research outcomes over time

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