Mao-Zai Tian

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Person:477560

Available identifiers

zbMath Open tian.maozaiMaRDI QIDQ477560

List of research outcomes

PublicationDate of PublicationType
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
https://portal.mardi4nfdi.de/entity/Q61489232024-02-08Paper
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
https://portal.mardi4nfdi.de/entity/Q50752052022-05-10Paper
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
https://portal.mardi4nfdi.de/entity/Q33850812021-12-17Paper
https://portal.mardi4nfdi.de/entity/Q50172722021-12-17Paper
https://portal.mardi4nfdi.de/entity/Q33812772021-09-29Paper
https://portal.mardi4nfdi.de/entity/Q33815872021-09-29Paper
https://portal.mardi4nfdi.de/entity/Q33817822021-09-29Paper
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
https://portal.mardi4nfdi.de/entity/Q51436042021-01-14Paper
https://portal.mardi4nfdi.de/entity/Q51436202021-01-14Paper
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
https://portal.mardi4nfdi.de/entity/Q33062532020-08-12Paper
https://portal.mardi4nfdi.de/entity/Q33069952020-08-12Paper
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
https://portal.mardi4nfdi.de/entity/Q51982902019-10-02Paper
https://portal.mardi4nfdi.de/entity/Q51937302019-09-20Paper
https://portal.mardi4nfdi.de/entity/Q51969552019-09-20Paper
https://portal.mardi4nfdi.de/entity/Q53820772019-06-21Paper
Parameters Estimation for Mixed Generalized Inverted Exponential Distributions with Type-II Progressive Hybrid Censoring2019-03-06Paper
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
Quantile regression for linear models with autoregressive errors using EM algorithm2019-02-27Paper
https://portal.mardi4nfdi.de/entity/Q46236912019-02-22Paper
https://portal.mardi4nfdi.de/entity/Q46255752019-02-22Paper
https://portal.mardi4nfdi.de/entity/Q46878402018-10-22Paper
https://portal.mardi4nfdi.de/entity/Q46889642018-10-22Paper
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
https://portal.mardi4nfdi.de/entity/Q31757092018-07-18Paper
https://portal.mardi4nfdi.de/entity/Q45743472018-07-18Paper
https://portal.mardi4nfdi.de/entity/Q45745032018-07-18Paper
https://portal.mardi4nfdi.de/entity/Q46410412018-05-25Paper
https://portal.mardi4nfdi.de/entity/Q46429662018-05-25Paper
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
https://portal.mardi4nfdi.de/entity/Q31311282018-01-29Paper
https://portal.mardi4nfdi.de/entity/Q31322082018-01-29Paper
https://portal.mardi4nfdi.de/entity/Q53676092017-10-20Paper
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
https://portal.mardi4nfdi.de/entity/Q52763372017-07-14Paper
Adaptive quantile regression with precise risk bounds2017-06-29Paper
https://portal.mardi4nfdi.de/entity/Q29840362017-05-17Paper
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
https://portal.mardi4nfdi.de/entity/Q28244942016-10-06Paper
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
https://portal.mardi4nfdi.de/entity/Q29911912016-08-10Paper
https://portal.mardi4nfdi.de/entity/Q29933302016-08-10Paper
https://portal.mardi4nfdi.de/entity/Q29933982016-08-10Paper
Composite quantile regression for varying-coefficient single-index models2016-06-30Paper
Saddlepoint Approximation to an Important Statistic2016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q34628812016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q52568592015-06-29Paper
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
https://portal.mardi4nfdi.de/entity/Q28585262013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q28597512013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q28600692013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q49263642013-06-20Paper
https://portal.mardi4nfdi.de/entity/Q49266222013-06-20Paper
Bayesian quantile regression for longitudinal data models2013-06-12Paper
Robust estimation in inverse problems via quantile coupling2013-01-28Paper
https://portal.mardi4nfdi.de/entity/Q29051092012-08-24Paper
https://portal.mardi4nfdi.de/entity/Q35805942010-08-13Paper
Asymptotic confidence interval construction for risk difference under inverse sampling2010-03-30Paper
Semiparametric quantile modelling of hierarchical data2009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q53184412009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q53189582009-07-22Paper
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
https://portal.mardi4nfdi.de/entity/Q54900162006-10-04Paper
A quasi-residuals method in sliced inverse regression.2004-02-14Paper
https://portal.mardi4nfdi.de/entity/Q27836422003-03-26Paper
https://portal.mardi4nfdi.de/entity/Q27674342002-01-29Paper

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