| Publication | Date of Publication | Type |
|---|
Robust variable selection via the weighted elastic-net multi-step screening procedure
Hacettepe Journal of Mathematics and Statistics | 2026-02-10 | Paper |
Communication-efficient distributed robust variable selection for heterogeneous massive data
Statistics & Probability Letters | 2025-12-18 | Paper |
A two-sample test for high-dimensional mean vectors via double verification
Statistical Papers | 2025-09-05 | Paper |
Robust feature screening via Grothendieck's correlation with FDR control
Statistics and Computing | 2025-08-05 | Paper |
Robust mixture regression via an asymmetric exponential power distribution
Communications in Statistics. Simulation and Computation | 2025-06-12 | Paper |
Robust variable selection for additive coefficient models
Computational Statistics | 2025-03-21 | Paper |
Penalized robust regression estimator via discounted exponentile loss for high-dimensional heterogeneous data
Advances in Mathematics (Beijing) | 2025-03-17 | Paper |
Robust Estimation Using Modified Huber’s Functions With New Tails
Technometrics | 2024-10-18 | Paper |
Overview of robust variable selection methods for high-dimensional linear regression model
Chinese Journal of Applied Probability and Statistics | 2024-08-12 | Paper |
Robust variable selection for the varying index coefficient models
Journal of the Korean Statistical Society | 2024-04-02 | Paper |
Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration
Journal of the American Statistical Association | 2024-03-19 | Paper |
Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
STATISTICA SINICA | 2023-11-14 | Paper |
A robust and efficient variable selection method for linear regression
Journal of Applied Statistics | 2022-11-02 | Paper |
Robust variable selection in the logistic regression model
Hacettepe Journal of Mathematics and Statistics | 2022-04-22 | Paper |
Model selection for the localized mixture of experts models
Journal of Applied Statistics | 2022-02-23 | Paper |
| Research and application of the weighted quantile regression with adaptive Lasso method | 2021-12-17 | Paper |
S-estimator in partially linear regression models
Journal of Applied Statistics | 2020-12-04 | Paper |
Robust estimation in partially linear regression models
Journal of Applied Statistics | 2020-11-04 | Paper |
A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
Statistical Papers | 2019-11-21 | Paper |
Adaptive exponential power depth with application to classification
Journal of Classification | 2019-08-08 | Paper |
Nonparametric quantile regression models via majorization minimization-algorithm
Statistics and Its Interface | 2018-05-14 | Paper |
An exponential-squared estimator in the autoregressive model with heavy-tailed errors
Statistics and Its Interface | 2018-05-08 | Paper |
Robust estimation for the varying coefficient partially nonlinear models
Journal of Computational and Applied Mathematics | 2017-08-01 | Paper |
Robust variable selection for mixture linear regression models
Hacettepe Journal of Mathematics and Statistics | 2016-09-07 | Paper |
| Geman-McClure medians | 2015-10-28 | Paper |
Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
Journal of the Korean Statistical Society | 2015-01-26 | Paper |
| Local constant kernel-weighted quantile regression estimation via an MM-algorithm and its applications | 2014-06-30 | Paper |
Robust Variable Selection With Exponential Squared Loss
Journal of the American Statistical Association | 2013-08-07 | Paper |
Depth-based weighted empirical likelihood and general estimating equations
Journal of Nonparametric Statistics | 2011-12-21 | Paper |
