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Jun Shao - MaRDI portal

Jun Shao

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Person:231607

Available identifiers

zbMath Open shao.junMaRDI QIDQ231607

List of research outcomes





PublicationDate of PublicationType
Covariate-adjusted log-rank test: guaranteed efficiency gain and universal applicability2024-11-13Paper
Model Averaging for Prediction With Fragmentary Data2024-11-08Paper
Covariate selection under nonignorable nonresponse2024-08-26Paper
Log-rank and stratified log-rank tests2024-01-18Paper
Toward Better Practice of Covariate Adjustment in Analyzing Randomized Clinical Trials2024-01-08Paper
Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout2023-11-17Paper
MLE with datasets from populations having shared parameters2023-09-20Paper
Robust variance estimation for covariate-adjusted unconditional treatment effect in randomized clinical trials with binary outcomes2023-07-11Paper
Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction2023-05-22Paper
Impact of sufficient dimension reduction in nonparametric estimation of causal effect2023-03-07Paper
Semiparametric propensity weighting for nonignorable nonresponse: a discussion of ‘Statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju2023-03-07Paper
Pseudo likelihood and dimension reduction for data with nonignorable nonresponse2023-03-07Paper
A discussion of ‘prior-based Bayesian information criterion (PBIC)’2023-03-07Paper
Nearest neighbour imputation under single index models2023-03-07Paper
Meta-analysis of independent datasets using constrained generalised method of moments2023-03-07Paper
Quantile treatment effect estimation with dimension reduction2023-03-07Paper
Bayesian variable selection via a benchmark in normal linear models2023-03-07Paper
Inference after covariate-adaptive randomisation: aspects of methodology and theory2023-03-07Paper
Rejoinder on ‘Inference after covariate-adaptive randomization: aspects of methodology and theory’2023-03-07Paper
Nonignorable item nonresponse in panel data2023-03-07Paper
Personalised treatment assignment maximising expected benefit with smooth hinge loss2023-03-07Paper
Treatment recommendation and parameter estimation under single-index contrast function2023-03-07Paper
Optimal AK composite estimators in current population survey2023-03-07Paper
Estimation with multivariate outcomes having nonignorable item nonresponse2023-01-19Paper
Efficient Certificate-Based Signature and Its Aggregation2022-12-09Paper
Dynamic searchable symmetric encryption schemes supporting range queries with forward (and backward) security2022-08-25Paper
Dynamic searchable symmetric encryption with forward and stronger backward privacy2022-08-25Paper
Robust Tests for Treatment Effect in Survival Analysis under Covariate-Adaptive Randomization2022-07-08Paper
Inference on the average treatment effect under minimization and other covariate-adaptive randomization methods2022-02-15Paper
Debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization2021-12-03Paper
Statistical Methods for Handling Incomplete Data2021-09-02Paper
https://portal.mardi4nfdi.de/entity/Q50040372021-07-30Paper
Instrument search in pseudo-likelihood approach for nonignorable nonresponse2021-07-20Paper
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse2021-07-09Paper
New assumptions and efficient cryptosystems from the \(e\)-th power residue symbol2021-06-08Paper
Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse2021-05-07Paper
Extended Galbraith's test on the anonymity of IBE schemes from higher residuosity2021-02-10Paper
Efficient privacy-preserving data merging and skyline computation over multi-source encrypted data2020-12-10Paper
Generalized Regression Estimators with High-Dimensional Covariates2020-11-16Paper
Cox regression with survival‐time‐dependent missing covariate values2020-10-26Paper
GMM in linear regression for longitudinal data with multiple covariates measured with error2020-09-29Paper
Empirical likelihood and Wilks phenomenon for data with nonignorable missing values2020-07-17Paper
Feature screening for ultrahigh dimensional categorical data with covariates missing at random2019-11-22Paper
Optimal treatment assignment of multiple treatments with analysis of variance decomposition2019-06-27Paper
Optimal treatment assignment to maximize expected outcome with multiple treatments2019-03-13Paper
Convex Surrogate Minimization in Classification2019-02-28Paper
Likelihood adjusted for nonignorable missing covariate values with unspecified propensity in generalized linear models2018-11-22Paper
Analysis of longitudinal data under nonignorable nonmonotone nonresponse2018-09-18Paper
Iterated imputation estimation for generalized linear models with missing response and covariate values2018-08-15Paper
Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data2017-10-13Paper
Approximate conditional likelihood for generalized linear models with general missing data mechanism2017-09-06Paper
Sample Size Calculations in Clinical Research: Third Edition2017-08-29Paper
Minimal logarithmic signatures for one type of classical groups2017-06-14Paper
On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection2017-02-13Paper
Efficient verifiable multi-secret sharing scheme based on hash function2017-02-02Paper
Chosen Ciphertext Secure Attribute-Based Encryption with Outsourced Decryption2016-08-31Paper
Regularized outcome weighted subgroup identification for differential treatment effects2016-05-04Paper
Semiparametric inverse propensity weighting for nonignorable missing data2016-04-05Paper
Impact of the bootstrap on sample surveys2016-03-02Paper
Meta‐analysis based variable selection for gene expression data2016-01-21Paper
Estimation in longitudinal studies with nonignorable dropout2015-12-17Paper
Estimation and imputation in linear regression with missing values in both response and covariate2015-12-17Paper
Sparse Quadratic Discriminant Analysis For High Dimensional Data2015-11-03Paper
Regularizing LASSO: A Consistent Variable Selection Method2015-10-08Paper
RCCA-Secure Multi-use Bidirectional Proxy Re-encryption with Master Secret Security2015-09-29Paper
Certificate-based proxy decryption systems with revocability in the standard model2015-09-24Paper
An instrumental variable approach for identification and estimation with nonignorable nonresponse2015-04-28Paper
EFADS: efficient, flexible and anonymous data sharing protocol for cloud computing with proxy re-encryption2014-07-29Paper
Efficiency of model-assisted regression estimators in sample surveys2014-04-29Paper
Validity of Tests under Covariate‐Adaptive Biased Coin Randomization and Generalized Linear Models2014-04-08Paper
https://portal.mardi4nfdi.de/entity/Q28656172013-12-02Paper
Sparse moving maxima models for tail dependence in multivariate financial time series2013-02-28Paper
Multi-use unidirectional identity-based proxy re-encryption from hierarchical identity-based encryption2012-10-29Paper
Anonymous ID-Based Proxy Re-Encryption2012-09-07Paper
Estimation in high-dimensional linear models with deterministic design matrices2012-08-29Paper
Semiparametric Pseudo Likelihoods for Longitudinal Data with Outcome-Dependent Nonmonotone Nonresponse2012-08-24Paper
New Constructions of Public-Key Encryption Schemes from Conjugacy Search Problems2011-07-29Paper
Sparse linear discriminant analysis by thresholding for high dimensional data2011-06-29Paper
Estimation with unbalanced panel data having covariate measurement error2010-11-19Paper
https://portal.mardi4nfdi.de/entity/Q30577992010-11-17Paper
Variability explained by covariates in linear mixed-effect models for longitudinal data2010-09-20Paper
A theory for testing hypotheses under covariate-adaptive randomization2010-08-19Paper
https://portal.mardi4nfdi.de/entity/Q35809122010-08-14Paper
https://portal.mardi4nfdi.de/entity/Q35809232010-08-14Paper
Proxy re-encryption with keyword search2010-07-20Paper
Secure threshold multi authority attribute based encryption without a central authority2010-07-20Paper
https://portal.mardi4nfdi.de/entity/Q34055672010-02-10Paper
Estimation in Longitudinal or Panel Data Models with Random‐Effect‐Based Missing Responses2010-01-21Paper
Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses2009-06-12Paper
CCA-Secure Proxy Re-encryption without Pairings2009-03-24Paper
A pseudo empirical likelihood approach for stratified samples with nonresponse2009-02-25Paper
Secure Threshold Multi Authority Attribute Based Encryption without a Central Authority2009-01-22Paper
Generalized linear model selection using \(R^2\)2008-10-29Paper
https://portal.mardi4nfdi.de/entity/Q35024792008-05-23Paper
https://portal.mardi4nfdi.de/entity/Q34986392008-05-16Paper
Proxy Re-signature Schemes Without Random Oracles2008-04-11Paper
A Certificate-Based Proxy Cryptosystem with Revocable Proxy Decryption Power2008-04-11Paper
Short Group Signature Without Random Oracles2008-03-25Paper
https://portal.mardi4nfdi.de/entity/Q54492072008-03-11Paper
New \((t, n)\) threshold directed signature scheme with provable security2008-01-11Paper
Sample Size Calculations in Clinical Research2007-10-31Paper
Variable screening in predicting clinical outcome with high-dimensional microarrays2007-10-24Paper
Modified Large-Sample Confidence Intervals for Linear Combinations of Variance Components2007-08-20Paper
https://portal.mardi4nfdi.de/entity/Q34275602007-03-20Paper
An improved deniable authentication protocol2007-02-02Paper
Quantitative V&V of CFD simulations and certification of CFD codes2006-05-23Paper
https://portal.mardi4nfdi.de/entity/Q33787952006-04-04Paper
A Longitudinal Measurement Error Model with a Semicontinuous Covariate2006-01-12Paper
A new efficient \((t,n)\) verifiable multi-secret sharing (VMSS) based on YCH scheme2005-11-04Paper
https://portal.mardi4nfdi.de/entity/Q53145632005-09-05Paper
Mathematical Statistics: Exercises and Solutions2005-07-27Paper
Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling2004-06-10Paper
Sample Correlation Coefficients Based on Survey Data Under Regression Imputation2004-06-10Paper
TESTING THE AGREEMENT OF TWO QUANTITATIVE ASSAYS IN INDIVIDUAL MEANS2004-02-04Paper
https://portal.mardi4nfdi.de/entity/Q44380522003-12-09Paper
Mathematical Statistics2003-09-01Paper
https://portal.mardi4nfdi.de/entity/Q47097872003-08-07Paper
Jackknife Variance Estimation for Nearest-Neighbor Imputation2003-07-24Paper
Stability Analysis with Discrete Responses2003-06-29Paper
Evaluating the Agreement of Two Quantitative Assays with Repeated Measurements2003-03-02Paper
https://portal.mardi4nfdi.de/entity/Q43444042003-01-15Paper
Variance Estimation for Survey Data with Composite Imputation and Nonnegligible Sampling Fractions2002-07-30Paper
Efficiency comparison of methods for estimation in longitudinal regression models2002-06-30Paper
https://portal.mardi4nfdi.de/entity/Q27464952002-02-05Paper
https://portal.mardi4nfdi.de/entity/Q27369112001-09-11Paper
BIOEQUIVALENCE REVIEW FOR DRUG INTERCHANGEABILITY2001-06-05Paper
A Bayesian decision rule for remediation actions at toxic waste sites2001-04-08Paper
Consistency of the bootstrap procedure in individual bioequivalence2001-02-05Paper
https://portal.mardi4nfdi.de/entity/Q45164412000-11-28Paper
The GIC for model selection: A hypothesis testing approach2000-09-14Paper
Modified balanced repeated replication for complex survey data2000-04-09Paper
https://portal.mardi4nfdi.de/entity/Q42572642000-02-13Paper
https://portal.mardi4nfdi.de/entity/Q42676782000-01-31Paper
https://portal.mardi4nfdi.de/entity/Q42467111999-06-14Paper
Convergence rates of the generalized information criterion1998-12-07Paper
Least squares estimation of regression parameters in mixed effects models with unmeasured covariates1998-08-20Paper
https://portal.mardi4nfdi.de/entity/Q43781201998-05-10Paper
https://portal.mardi4nfdi.de/entity/Q42254681998-01-01Paper
Bootstrap for Imputed Survey Data1997-11-18Paper
On Balanced Half-Sample Variance Estimation in Stratified Random Sampling1997-10-06Paper
Bootstrap Model Selection1997-09-09Paper
Invited Discussion Paper Resampling Methods in Sample Surveys1996-08-04Paper
Statistical Inference in Stability Analysis1995-10-03Paper
Bootstrap Sample Size in Nonregular Cases1995-09-11Paper
The jackknife and bootstrap1995-08-31Paper
https://portal.mardi4nfdi.de/entity/Q48399261995-07-18Paper
https://portal.mardi4nfdi.de/entity/Q48399801995-07-18Paper
\(L\)-statistics in complex survey problems1995-03-01Paper
https://portal.mardi4nfdi.de/entity/Q43179151995-01-02Paper
Jackknife inference for heteroscedastic linear regression models1994-11-08Paper
Differentiability of statistical functionals and consistency of the jackknife1994-03-23Paper
Iterative weighted least squares estimators1993-12-02Paper
Linear Model Selection by Cross-Validation1993-10-28Paper
Some conditions on the design of a regression model1993-10-11Paper
Jackknifing in generalized linear models1993-08-25Paper
One-step jackknife for \(M\)-estimators computed using Newton's method1993-08-25Paper
Jackknife estimator for an \(m\)-dependent stationary process1993-05-25Paper
Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models1993-05-16Paper
Jackknife variance estimation with survey data under hot deck imputation1993-05-16Paper
Asymptotic properties of the balanced repeated replication method for sample quantiles1993-04-01Paper
Constrained Kantorovich inequalities and relative efficiency of least squares1993-01-17Paper
Bootstrap variance estimators with truncation1993-01-16Paper
Asymptotic theory in generalized linear models with nuisance scale parameters1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39847951992-06-27Paper
Functional calculus and asymptotic theory for statistical analysis1992-06-25Paper
Jackknife variance estimators for generalized L-statistics1991-01-01Paper
Consistency of jackknife variance estimators jun1991-01-01Paper
Ordinary and weighted least-squares estimators1990-01-01Paper
Bootstrap estimation of the asymptotic variances of statistical functionals1990-01-01Paper
Asymptotic theory in heteroscedastic nonlinear models1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30346561990-01-01Paper
TEST FOR TREATMENT EFFECT BASED ON BINARY DATA WITH RANDOM SAMPLE SIZES1990-01-01Paper
On the Difference Between the Classical and Inverse Methods of Calibration1990-01-01Paper
The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators1989-01-01Paper
Asymptotic distribution of the weighted least squares estimator1989-01-01Paper
Half-sample estimation of sampling distributions1989-01-01Paper
A general theory for jackknife variance estimation1989-01-01Paper
Bootstrapping for generalized l-statistics1989-01-01Paper
Half-sample variance estimation1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38230071989-01-01Paper
Monte Carlo Approximations in Bayesian Decision Theory1989-01-01Paper
A new procedure for the estimation of variance components1988-01-01Paper
On resampling methods for variance and bias estimation in linear models1988-01-01Paper
Consistency of jackknife estimators of the variances of simple quantiles1988-01-01Paper
Resampling estimation when observations are m–dependent1988-01-01Paper
Bootstrap variance and bias estimation in linear models1988-01-01Paper
Heteroscedasticity-robustness of jackknife variance estimators in linear models1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38130821987-01-01Paper

Research outcomes over time

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