| Publication | Date of Publication | Type |
|---|
Multi-step adaptive elastic net for variable selection and classification in high-dimensional sparse logistic regression models
Computational Statistics | 2026-02-27 | Paper |
Composite quantile regression for high-dimensional linear mixed effects models
Journal of Statistical Computation and Simulation | 2026-02-26 | Paper |
Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
Statistics and Computing | 2025-01-07 | Paper |
An alternative doubly robust estimation in causal inference model
Communications in Mathematics and Statistics | 2024-11-20 | Paper |
FDR control for linear log-contrast models with high-dimensional compositional covariates
Computational Statistics and Data Analysis | 2024-10-29 | Paper |
A Synthetic Regression Model for Large Portfolio Allocation
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Overview of research advance for knockoff methods
Chinese Journal of Applied Probability and Statistics | 2024-10-08 | Paper |
FDR control and power analysis for high-dimensional logistic regression via Stabkoff
Statistical Papers | 2024-07-30 | Paper |
Variable selection for generalized linear model with highly correlated covariates
Acta Mathematica Sinica, English Series | 2024-07-29 | Paper |
Model averaging estimation for generalized partially linear varying-coefficient models
Stat | 2024-06-03 | Paper |
Estimation of the average treatment effect on the treated with misclassified binary outcome
Stat | 2024-05-27 | Paper |
Multiclass sparse discriminant analysis incorporating graphical structure among predictors
Journal of Classification | 2024-02-01 | Paper |
Regularized t$$ t $$ distribution: definition, properties, and applications
Scandinavian Journal of Statistics | 2024-01-02 | Paper |
Logarithmic calibration for multiplicative distortion measurement errors regression models
Statistica Neerlandica | 2023-12-14 | Paper |
Statistical inference on restricted partial linear regression models with partial distortion measurement errors
Statistica Neerlandica | 2023-12-12 | Paper |
Sequential profile Lasso for ultra-high-dimensional partially linear models
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Tests for high-dimensional single-index models
Electronic Journal of Statistics | 2023-02-06 | Paper |
Robust MAVE for single-index varying-coefficient models
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
Revisiting feature selection for linear models with FDR and power guarantees
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
Correction to: ``Robust MAVE for single-index varying-coefficient models
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
Statistical inference of heterogeneous treatment effect based on single-index model
Computational Statistics and Data Analysis | 2022-09-14 | Paper |
Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Symmetrical independence tests for two random vectors with arbitrary dimensional graphs
Acta Mathematica Sinica, English Series | 2022-04-25 | Paper |
Statistical inference for the panel data model with errors-in-variables
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Model checking for parametric single-index quantile autoregression
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Testing for heteroskedasticity in two-way fixed effects panel data models
Journal of Applied Statistics | 2022-02-25 | Paper |
scientific article; zbMATH DE number 7376773 (Why is no real title available?)
(available as arXiv preprint) | 2021-07-30 | Paper |
Estimation in functional single-index varying coefficient model
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Inference for the common mean of several Birnbaum-Saunders populations
Journal of Applied Statistics | 2020-12-04 | Paper |
Measuring symmetry and asymmetry of multiplicative distortion measurement errors data
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
| Testing for covariance matrices in panel data models with interactive fixed effects | 2020-08-12 | Paper |
RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
Journal of the American Statistical Association | 2020-08-03 | Paper |
RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
Journal of the American Statistical Association | 2020-08-03 | Paper |
Identification and estimation in quantile varying-coefficient models with unknown link function
Test | 2020-05-06 | Paper |
Nonlinear regression models with general distortion measurement errors
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
SIMEX estimation for single-index model with covariate measurement error
AStA. Advances in Statistical Analysis | 2019-09-11 | Paper |
Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
Journal of Multivariate Analysis | 2019-05-27 | Paper |
Statistical inference on partial linear additive models with distortion measurement errors
Statistical Methodology | 2019-03-13 | Paper |
Exploring the constant coefficient of a single-index variation
Brazilian Journal of Probability and Statistics | 2019-02-28 | Paper |
Regression adjustment for treatment effect with multicollinearity in high dimensions
Computational Statistics and Data Analysis | 2019-02-21 | Paper |
Checking the adequacy for a distortion errors-in-variables parametric regression model
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Balanced estimation for high-dimensional measurement error models
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
| Testing for heteroskedasticity in panel data models with interactive fixed effects | 2018-07-18 | Paper |
| Profile greedy forward regression variable screening for ultra-high dimensional partially linear model | 2018-07-18 | Paper |
Greedy forward regression for variable screening
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2018-05-11 | Paper |
Statistical inference for the unbalanced two-way error component regression model with errors-in-variables
Journal of the Korean Statistical Society | 2017-11-01 | Paper |
Modified SEE variable selection for varying coefficient instrumental variable models
Statistical Methodology | 2017-06-29 | Paper |
Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
Journal of Multivariate Analysis | 2017-02-23 | Paper |
Automatic variable selection for longitudinal generalized linear models
Computational Statistics and Data Analysis | 2016-10-31 | Paper |
Nonconcave penalized estimation for partially linear models with longitudinal data
Statistics | 2016-07-19 | Paper |
Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
Communications in Statistics. Theory and Methods | 2016-03-08 | Paper |
Variable selection and estimation for partially linear single-index models with longitudinal data
Statistics and Computing | 2016-02-23 | Paper |
Corrected empirical likelihood for a class of generalized linear measurement error models
Science China. Mathematics | 2015-10-27 | Paper |
Variable selection for covariate adjusted regression model
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Variable selection for fixed effects varying coefficient models
Acta Mathematica Sinica, English Series | 2015-02-19 | Paper |
| scientific article; zbMATH DE number 6401342 (Why is no real title available?) | 2015-02-11 | Paper |
Efficient statistical inference for partially nonlinear errors-in-variables models
Acta Mathematica Sinica, English Series | 2014-09-11 | Paper |
Simultaneous confidence bands and hypothesis testing for single-index models
STATISTICA SINICA | 2014-04-29 | Paper |
Simultaneous confidence band for single-index random effects models with longitudinal data
Statistics & Probability Letters | 2014-04-17 | Paper |
Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
Journal of Multivariate Analysis | 2014-04-07 | Paper |
Simultaneous confidence band for nonparametric fixed effects panel data models
Economics Letters | 2014-03-17 | Paper |
Series expansion for functional sufficient dimension reduction
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Quadratic inference functions for partially linear single-index models with longitudinal data
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Semiparametric estimation of fixed effects panel data single-index model
Statistics & Probability Letters | 2013-12-09 | Paper |
Variable selection for partially linear models via adaptive LASSO
Chinese Journal of Applied Probability and Statistics | 2013-11-19 | Paper |
Adaptive Elastic-Net for General Single-Index Regression Models
Advances in Intelligent and Soft Computing | 2013-07-10 | Paper |
| A class of strong limit theorems and a moment generating function method | 2013-01-24 | Paper |
SCAD-penalised generalised additive models with non-polynomial dimensionality
Journal of Nonparametric Statistics | 2012-12-20 | Paper |
Robust rank correlation based screening
The Annals of Statistics | 2012-12-10 | Paper |
Robust rank correlation based screening
The Annals of Statistics | 2012-12-10 | Paper |
Empirical likelihood inference for partially linear panel data models with fixed effects
Economics Letters | 2012-06-08 | Paper |
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
Journal of Multivariate Analysis | 2012-03-13 | Paper |
Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
Computational Statistics and Data Analysis | 2011-08-09 | Paper |
Semi-varying coefficient models with a diverging number of components
Journal of Multivariate Analysis | 2011-06-29 | Paper |
Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
Metrika | 2011-02-18 | Paper |
| Nonconcave penalized M-estimation with a diverging number of parameters | 2011-02-10 | Paper |
| Empirical likelihood inference for nonlinear regression models with right censored data | 2011-02-05 | Paper |
| Empirical likelihood confidence regions for nonlinear semiparametric EV models | 2011-02-05 | Paper |
| Empirical likelihood confidence regions of the parameters of single-index models for longitudinal data | 2011-02-05 | Paper |
A profile-type smoothed score function for a varying coefficient partially linear model
Journal of Multivariate Analysis | 2011-01-14 | Paper |
Adaptive confidence region for the direction in semiparametric regressions
Journal of Multivariate Analysis | 2010-05-05 | Paper |
Bias-corrected empirical likelihood in a multi-link semiparametric model
Journal of Multivariate Analysis | 2010-03-01 | Paper |
Empirical likelihood inference in partially linear single-index models for longitudinal data
Journal of Multivariate Analysis | 2010-02-12 | Paper |
| Empirical likelihood inference of linear errors-in-variables models under validation data for missing response data | 2010-02-12 | Paper |
| Emprical maximum likelihood estimators in nonlinear semiparametric regression models | 2010-02-12 | Paper |
Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
Communications in Statistics: Theory and Methods | 2009-06-25 | Paper |
A class of random deviation theorems and the approach of Laplace transform
Statistics & Probability Letters | 2009-03-04 | Paper |
Generalized empirical likelihood inference in semiparametric regression model for longitudinal data
Acta Mathematica Sinica, English Series | 2009-01-05 | Paper |
A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem
Journal of Applied Mathematics | 2008-08-15 | Paper |
| Empirical Cressie-Read statistics and generalized method of moments estimation | 2008-06-03 | Paper |
| scientific article; zbMATH DE number 5284222 (Why is no real title available?) | 2008-06-03 | Paper |
| Blockwise empirical Cressie-Read likelihood for weakly dependent data | 2008-01-14 | Paper |
| Empirical likelihood confidence regions of the parameters in nonlinear errors-in-variables regression models | 2007-12-07 | Paper |
| scientific article; zbMATH DE number 5082478 (Why is no real title available?) | 2007-01-08 | Paper |
| scientific article; zbMATH DE number 5049723 (Why is no real title available?) | 2006-08-28 | Paper |
