| Publication | Date of Publication | Type |
|---|
Model checking for a general linear model with nonignorable missing covariates
Acta Mathematicae Applicatae Sinica. English Series | 2017-02-14 | Paper |
Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models
Biometrika | 2016-06-27 | Paper |
Bayesian time series analysis of structural changes in level and trend
Communications in Statistics. Theory and Methods | 2013-11-26 | Paper |
An alternative GARCH-in-mean model: structure and estimation
Communications in Statistics. Theory and Methods | 2013-07-04 | Paper |
Fuzzy integral on credibility measure
Fuzzy Information and Engineering | 2013-01-24 | Paper |
Inconsistency of estimate of the degree of freedom of multivariate Student-t disturbances in linear regression models
Economics Letters | 2013-01-01 | Paper |
A class of threshold autoregressive conditional heteroscedastic models
Statistics and Its Interface | 2011-12-01 | Paper |
On comparison of jump point detection for an exchange rate series
Science in China. Series A | 2011-07-21 | Paper |
Fuzzy integral on credibility measure
Advances in Soft Computing | 2010-05-31 | Paper |
Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Testing coefficients of AR and bilinear time series models by a graphical approach
Science in China. Series A | 2009-12-07 | Paper |
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Varying-coefficient single-index model
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Predictive inference for singular multivariate elliptically contoured distributions
Journal of Multivariate Analysis | 2009-06-09 | Paper |
Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
Journal of Statistical Planning and Inference | 2009-03-20 | Paper |
Determination of embedded distributions
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Functional-coefficient partially linear regression model
Journal of Multivariate Analysis | 2008-04-23 | Paper |
Testing heteroscedasticity by wavelets in a nonparametric regression model
Science in China. Series A | 2007-02-16 | Paper |
Estimation for parameters of interest in random effects growth curve models
Journal of Multivariate Analysis | 2007-02-13 | Paper |
Inverse Wishart distributions based on singular elliptically contoured distributions
Linear Algebra and its Applications | 2007-01-09 | Paper |
Sequential variable sampling plan for normal distribution
European Journal of Operational Research | 2006-03-24 | Paper |
Sufficient and admissible estimators in general multivariate linear model
Journal of Statistical Planning and Inference | 2005-11-22 | Paper |
Wavelets in probability and statistics -- a review on recent advances
Chinese Science Bulletin | 2005-11-21 | Paper |
A GIC rule for assessing data transformation in regression
Statistics & Probability Letters | 2005-04-07 | Paper |
Testing Normality for Linear AR(<b><i>p</i></b>) Models
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
| scientific article; zbMATH DE number 2075219 (Why is no real title available?) | 2004-06-15 | Paper |
| scientific article; zbMATH DE number 2072435 (Why is no real title available?) | 2004-06-10 | Paper |
Local median estimation of variance function
Acta Mathematica Scientia. Series B. (English Edition) | 2004-05-27 | Paper |
Strong convergence rate of the least median absolute estimator in linear regression models
Statistical Papers | 2003-08-31 | Paper |
A matrix version of the Wielandt inequality and its application to statistics
Chinese Science Bulletin | 2003-03-09 | Paper |
| scientific article; zbMATH DE number 1843490 (Why is no real title available?) | 2002-12-10 | Paper |
Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model
Acta Mathematicae Applicatae Sinica | 2002-12-04 | Paper |
Detection of jumps by wavelets in a heteroscedastic autoregressive model
Statistics & Probability Letters | 2002-03-06 | Paper |
Threshold variable selection by wavelets in open-loop threshold autoregressive models
Statistics & Probability Letters | 2001-01-03 | Paper |
| scientific article; zbMATH DE number 1455587 (Why is no real title available?) | 2000-11-16 | Paper |
A matrix version of the Wielandt inequality and its applications to statistics
Linear Algebra and its Applications | 1999-11-29 | Paper |
The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients
Economics Letters | 1999-01-12 | Paper |
