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Run-Ze Li - MaRDI portal

Run-Ze Li

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Person:1274829

Available identifiers

zbMath Open li.runzeWikidataQ26504660 ScholiaQ26504660MaRDI QIDQ1274829

List of research outcomes

PublicationDate of PublicationType
Propensity Score Regression for Causal Inference With Treatment Heterogeneity2024-04-15Paper
Linear maps preserving the Lorentz spectrum of \(3 \times 3\) matrices2024-03-20Paper
Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection2024-03-19Paper
Projection Test for Mean Vector in High Dimensions2024-03-19Paper
Rank-based indices for testing independence between two high-dimensional vectors2024-03-11Paper
Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic2024-03-06Paper
Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators2024-03-06Paper
Regularized Linear Programming Discriminant Rule with Folded Concave Penalty for Ultrahigh-Dimensional Data2024-01-22Paper
Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing2024-01-08Paper
Model-Free Conditional Feature Screening with FDR Control2024-01-08Paper
Dense, irregular, yet always graphic $3$-uniform hypergraph degree sequences2023-12-01Paper
semidist2023-11-21Software
Threshold Selection in Feature Screening for Error Rate Control2023-10-18Paper
Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances2023-10-18Paper
Tight bound on tilted CHSH inequality with measurement dependence2023-09-08Paper
tvem2023-08-13Software
Causal Structural Learning on MPHIA Individual Dataset2023-07-06Paper
Linear Hypothesis Testing in Linear Models With High-Dimensional Responses2023-07-06Paper
Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills2023-07-04Paper
Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic2023-06-09Paper
Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation2023-05-22Paper
PEtests2023-05-22Software
Large-Scale Datastreams Surveillance via Pattern-Oriented-Sampling2023-03-27Paper
Model-Free Feature Screening and FDR Control With Knockoff Features2023-03-09Paper
Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems2023-03-09Paper
Probabilistic HIV recency classification -- a logistic regression without labeled individual level training data2023-02-24Paper
Generalized Varying Coefficient Mediation Models2022-12-05Paper
Central limit theorem and Berry-Esseen bounds for a branching random walk with immigration in a random environment2022-10-14Paper
Inference on covariance-mean regression2022-09-14Paper
A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood2022-07-19Paper
New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data2022-07-11Paper
Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing2022-05-18Paper
Projection-based high-dimensional sign test2022-04-25Paper
Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications2022-03-27Paper
Stable correlation and robust feature screening2022-01-24Paper
An overview of tests on high-dimensional means2022-01-03Paper
Feature Screening for Network Autoregression Model2021-10-06Paper
Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications2021-09-28Paper
https://portal.mardi4nfdi.de/entity/Q49988792021-07-09Paper
Inference in high dimensional linear measurement error models2021-06-22Paper
Variable selection for partially linear models via Bayesian subset modeling with diffusing prior2021-04-29Paper
Homogeneity tests of covariance matrices with high-dimensional longitudinal data2021-04-20Paper
A Tuning-free Robust and Efficient Approach to High-dimensional Regression2021-01-22Paper
Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”2021-01-22Paper
Test of significance for high-dimensional longitudinal data2020-12-14Paper
Empirical likelihood test for a large-dimensional mean vector2020-10-21Paper
https://portal.mardi4nfdi.de/entity/Q49690422020-10-05Paper
https://portal.mardi4nfdi.de/entity/Q49690602020-10-05Paper
Model-Free Forward Screening Via Cumulative Divergence2020-09-15Paper
Model-Free Feature Screening and FDR Control With Knockoff Features2020-07-20Paper
Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models2020-05-14Paper
Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS2020-05-13Paper
Consistent selection of the number of change-points via sample-splitting2020-05-05Paper
Ultrahigh dimensional precision matrix estimation via refitted cross validation2020-02-17Paper
Consistent selection of the number of change-points via sample-splitting2020-02-01Paper
Hypothesis testing on linear structures of high-dimensional covariance matrix2020-01-15Paper
Scalar-on-function regression for predicting distal outcomes from intensively gathered longitudinal data: interpretability for applied scientists2019-11-26Paper
Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming2019-10-22Paper
Linear hypothesis testing for high dimensional generalized linear models2019-10-09Paper
Projection correlation between two random vectors2019-06-24Paper
Recent History Functional Linear Models2019-06-03Paper
Iterative Conditional Maximization Algorithm for Nonconcave Penalized Likelihood2019-06-03Paper
Feature screening in ultrahigh-dimensional varying-coefficient Cox model2019-05-27Paper
Semiparametric regression for measurement error model with heteroscedastic error2019-05-27Paper
Variable Selection for Support Vector Machines in Moderately High Dimensions2019-05-09Paper
Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression2019-04-30Paper
Portal nodes screening for large scale social networks2019-04-30Paper
A dynamic model for functional mapping of biological rhythms2018-12-05Paper
Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection2018-11-22Paper
Error Variance Estimation in Ultrahigh-Dimensional Additive Models2018-10-23Paper
Variable selection for partially linear models via partial correlation2018-09-01Paper
Variable selection for partially linear models via partial correlation2018-08-16Paper
Model-free conditional independence feature screening for ultrahigh dimensional data2018-02-28Paper
Variable Selection via Partial Correlation2018-01-01Paper
Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions2017-12-01Paper
Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis2017-10-13Paper
A High-Dimensional Nonparametric Multivariate Test for Mean Vector2017-10-13Paper
Comment2017-08-07Paper
Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates2017-08-04Paper
Variable Selection via Partial Correlation2017-07-13Paper
Testing a single regression coefficient in high dimensional linear models2016-09-13Paper
Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data2016-09-09Paper
Local composite quantile regression smoothing for Harris recurrent Markov processes2016-07-27Paper
Feature screening in ultrahigh dimensional cox's model2016-07-15Paper
Time-varying coefficient models for joint modeling binary and continuous outcomes in longitudinal data2016-07-15Paper
Partial linear varying multi-index coefficient model for integrative gene-environment interactions2016-07-15Paper
https://portal.mardi4nfdi.de/entity/Q28107822016-06-06Paper
Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data2016-06-01Paper
Global solutions to folded concave penalized nonconvex learning2016-05-12Paper
Prediction-based Termination Rule for Greedy Learning with Massive Data2016-03-30Paper
Regularized quantile regression and robust feature screening for single index models2016-01-28Paper
Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error2016-01-14Paper
Ultrahigh-Dimensional Multiclass Linear Discriminant Analysis by Pairwise Sure Independence Screening2016-01-02Paper
Modeling intensive longitudinal data with mixtures of nonparametric trajectories and time-varying effects.2015-12-01Paper
A selective overview of feature screening for ultrahigh-dimensional data2015-11-12Paper
Varying coefficient models for data with auto-correlated error process2015-11-03Paper
Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies2015-10-28Paper
Variable Selection for Partially Linear Models With Measurement Errors2015-06-22Paper
Regularization Parameter Selections via Generalized Information Criterion2015-06-11Paper
A note on a nonparametric regression test through penalized splines2015-04-28Paper
Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis2015-04-03Paper
A fast algorithm for detecting gene-gene interactions in genome-wide association studies2015-02-26Paper
Nonlinear varying-coefficient models with applications to a photosynthesis study2015-01-14Paper
NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE2014-12-10Paper
Multivariate varying coefficient model for functional responses2014-09-15Paper
Robust estimation for partially linear models with large-dimensional covariates2014-03-21Paper
Calibrating nonconvex penalized regression in ultra-high dimension2014-03-06Paper
Nonparametric Mixture of Regression Models2013-11-11Paper
Empirical likelihood inference for semi-parametric estimating equations2013-09-09Paper
Semiparametric estimation of conditional heteroscedasticitity via single-index modeling2013-08-28Paper
AN OVERVIEW ON VARIABLE SELECTION FOR LONGITUDINAL DATA2013-07-31Paper
An Overview on Variable Selection for Survival Analysis2013-06-21Paper
Empirical Likelihood in Survival Analysis2013-06-21Paper
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension2013-04-22Paper
Variable selection in linear mixed effects models2013-03-07Paper
https://portal.mardi4nfdi.de/entity/Q31455362012-12-21Paper
Local modal regression2012-12-20Paper
Weighted quantile regression for AR model with infinite variance errors2012-12-20Paper
Feature Screening via Distance Correlation Learning2012-11-09Paper
Robust neural network with applications to credit portfolio data analysis2012-08-18Paper
Feature Screening via Distance Correlation Learning2012-06-01Paper
Model-Free Feature Screening for Ultrahigh-Dimensional Data2012-03-22Paper
A time-varying effect model for intensive longitudinal data.2012-01-01Paper
Model-Free Feature Screening for Ultrahigh-Dimensional Data2011-12-01Paper
Prediction-Based Structured Variable Selection through the Receiver Operating Characteristic Curves2011-11-21Paper
New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models2011-04-05Paper
Local Rank Inference for Varying Coefficient Models2011-02-01Paper
Recent history functional linear models for sparse longitudinal data2011-01-31Paper
Estimation and testing for partially linear single-index models2011-01-19Paper
Estimation and testing for partially linear single-index models2010-12-01Paper
Variable selection in measurement error models2010-11-12Paper
https://portal.mardi4nfdi.de/entity/Q35805282010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q34055802010-02-10Paper
Local linear regression for data with AR errors2009-11-13Paper
Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method2009-06-30Paper
Design of experiments with multiple independent variables: A resource management perspective on complete and reduced factorial designs.2009-01-01Paper
Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications2008-10-15Paper
One-step sparse estimates in nonconcave penalized likelihood models2008-08-28Paper
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models2008-08-28Paper
https://portal.mardi4nfdi.de/entity/Q35116082008-07-11Paper
Tuning parameter selectors for the smoothly clipped absolute deviation method2008-03-20Paper
Variable selection in semiparametric regression modeling2008-03-12Paper
A new estimation procedure for a partially nonlinear model via a mixed‐effects approach2008-03-11Paper
An effective algorithm for generation of factorial designs with generalized minimum aberration2008-01-09Paper
https://portal.mardi4nfdi.de/entity/Q53105802007-10-11Paper
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function2007-09-18Paper
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis2007-08-20Paper
Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data2006-10-12Paper
https://portal.mardi4nfdi.de/entity/Q54910042006-09-26Paper
Variable selection for multivariate failure time data2006-07-10Paper
Majorization framework for balanced lattice designs2006-03-23Paper
Variable selection using MM algorithms2006-01-16Paper
https://portal.mardi4nfdi.de/entity/Q57067482005-11-21Paper
Evaluation of reproducibility for paired functional data2005-02-09Paper
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties2004-06-10Paper
Data analysis in supersaturated designs.2003-05-07Paper
Variable selection for Cox's proportional hazards model and frailty model2002-11-14Paper
Efficient Estimation and Inferences for Varying-Coefficient Models2002-07-30Paper
A mixed-type test for linearity in time series2000-12-27Paper
Testing multinormality based on low-dimensional projection2000-12-14Paper
https://portal.mardi4nfdi.de/entity/Q45164632000-11-28Paper
Testing multivariate uniformity and its applications2000-11-22Paper
Bayesian statistical inference on elliptical matrix distributions1999-12-20Paper
Dimension-reduction type test for linearity of a stochastic regression model1999-12-14Paper
A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures1999-09-22Paper
A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.1999-01-12Paper
https://portal.mardi4nfdi.de/entity/Q42083201998-12-14Paper
Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications1998-07-23Paper
The expected values of invariant polynomials with matrix argument of elliptical distributions1997-12-15Paper
Estimation of scatter matrix based on i.i.d. sample from elliptical distributions1996-07-29Paper
Estimation of scale matrix of elliptically contoured matrix distributions1995-11-26Paper
The characteristic functions of spherical matrix distributions1994-11-17Paper

Research outcomes over time


Doctoral students

Doctoral Student
Kiranmoy Das
John Joseph Dziak
Yang Wang
Zhe Zhang
Jingyun Yang
Weixin Yao
Yan Li
Yiyun Zhang
Mian Huang
Bo Kai
Yuejiao Heather Jiang
Kion Kim
Yijia Feng
Jiahan Li
Mina Yoo
Junyi Lin
Wei Zhong
Guifang Fu
Esra Kurum
Zhao Chen
Jingyuan Liu
Ying Zhang
Xizhen Cai
Lejia Lou
Xiaoyu Liu
Hanyu Yang
Wei Sun
Jessica Trail
Ningtao Wang
Yaqun Wang
Yuan Huang
Ye Yu
Han Hao
Wanghuan Chu
Jingyi Ye
Songshan Yang
Ling Zhang
Changcheng Li
Wanjun Liu


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
award receivedFellow of the American Statistical Association
award receivedFellow of the American Association for the Advancement of Science
award receivedFellow of the Institute of Mathematical Statistics
doctoral advisorJames Stephen Marron
doctoral studentKiranmoy Das
doctoral studentJohn Joseph Dziak
doctoral studentYang Wang
doctoral studentZhe Zhang
doctoral studentJingyun Yang
doctoral studentWeixin Yao
doctoral studentYan Li
doctoral studentYiyun Zhang
doctoral studentMian Huang
doctoral studentBo Kai
doctoral studentYuejiao Heather Jiang
doctoral studentKion Kim
doctoral studentYijia Feng
doctoral studentJiahan Li
doctoral studentMina Yoo
doctoral studentJunyi Lin
doctoral studentWei Zhong
doctoral studentGuifang Fu
doctoral studentEsra Kurum
doctoral studentZhao Chen
doctoral studentJingyuan Liu
doctoral studentYing Zhang
doctoral studentXizhen Cai
doctoral studentLejia Lou
doctoral studentXiaoyu Liu
doctoral studentHanyu Yang
doctoral studentWei Sun
doctoral studentJessica Trail
doctoral studentNingtao Wang
doctoral studentYaqun Wang
doctoral studentYuan Huang
doctoral studentYe Yu
doctoral studentHan Hao
doctoral studentWanghuan Chu
doctoral studentJingyi Ye
doctoral studentSongshan Yang
doctoral studentLing Zhang
doctoral studentChangcheng Li
doctoral studentWanjun Liu
educated atUniversity of North Carolina at Chapel Hill
employerPennsylvania State University
family nameLi
field of workStatistics
instance ofhuman
member ofInstitute of Mathematical Statistics
occupationresearcher
occupationstatistician
occupationprofessor
sex or gendermale


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