Lincheng Zhao

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Person:944066

Available identifiers

zbMath Open zhao.linchengMaRDI QIDQ944066

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q58678232022-09-19Paper
Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models2014-07-30Paper
A simple construction of optimal estimation in multivariate marginal Cox regression2013-01-28Paper
https://portal.mardi4nfdi.de/entity/Q30716902011-02-05Paper
Approximation by randomly weighting method in censored regression model2009-12-07Paper
Inference of change-point in single index models2009-12-07Paper
https://portal.mardi4nfdi.de/entity/Q36403972009-11-11Paper
Statistical inference for induced L-statistics: a random perturbation approach2009-10-16Paper
https://portal.mardi4nfdi.de/entity/Q53201132009-07-22Paper
Analysis of least absolute deviation2009-06-10Paper
https://portal.mardi4nfdi.de/entity/Q36222652009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q36222842009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q36222992009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q35995912009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996142009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996962009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35997702009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35998002009-02-09Paper
Nonparametric inference in a simple change-point model2008-09-12Paper
The Berry-Esséen bound for Studentized statistics2008-03-16Paper
Model selection for log-linear models of contingency tables2008-02-22Paper
https://portal.mardi4nfdi.de/entity/Q54311842007-12-07Paper
https://portal.mardi4nfdi.de/entity/Q54311992007-12-07Paper
Change-point estimation for censored regression model2007-07-30Paper
Approximation by random weighting method for M-test in linear models2007-07-30Paper
Strong consistency of maximum quasi-likelihood estimates in generalized linear models2007-05-29Paper
Maximum score change-point estimation in binary response model2007-05-24Paper
Smoothed maximum score change-point estimation in binary response model2007-01-29Paper
Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models2006-12-06Paper
Strong consistency of M-estimates in linear models2006-09-22Paper
Estimating the Error of a Permutational Central Limit Theorem2006-08-30Paper
Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion2006-08-14Paper
Approximation to the distribution of LAD estimators for censored regression by random weighting method2006-05-29Paper
On asymptotic joint distributions of eigenvalues of random matrices which arise from components of covariance model2006-01-13Paper
Strong convergence of LAD estimates in a censored regression model2005-11-30Paper
Random weighting method for censored regression model2005-11-21Paper
Variable selection in generalized linear models with canonical link functions2005-08-01Paper
Berry-Esseen bound for a sample sum from a finite set of independent random variables2005-01-17Paper
https://portal.mardi4nfdi.de/entity/Q44708112004-06-18Paper
https://portal.mardi4nfdi.de/entity/Q44613482004-03-30Paper
Estimation in change-point hazard function models.2004-02-14Paper
https://portal.mardi4nfdi.de/entity/Q48080162003-08-07Paper
On determination of the order of a Markov chain2003-03-24Paper
Model selection under order restriction2002-09-05Paper
Central limit theorem for integrated square error of kernel estimators of spherical density2002-08-15Paper
A CENTRAL LIMIT THEOREM FOR TESTING EXPONENTIALITY*2002-07-28Paper
Laws of the iterated logarithm for kernel estimator of density function of spherical data2002-06-27Paper
Model selection for canonical correlation analysis2002-06-27Paper
Nonparametric density estimation in hidden Markov models2002-06-16Paper
Asymptotic efficiency of randomly weighted bootstrap for linear models2002-02-18Paper
Inference on the rank of the growth curve model using model selection method2001-12-16Paper
Empirical likelihood ratio confidence intervals for various differences of two populations2001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q45282722001-01-31Paper
https://portal.mardi4nfdi.de/entity/Q45283152001-01-31Paper
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics2001-01-24Paper
Some contributions to M-estimation in linear models2001-01-03Paper
https://portal.mardi4nfdi.de/entity/Q45107142000-10-30Paper
A large sample study of randomly weighted bootstrap in linear models2000-05-07Paper
Convergence of a random algorithm for function optimization2000-05-01Paper
A necessary condition for the consistency of LAD estimate2000-01-11Paper
https://portal.mardi4nfdi.de/entity/Q42448861999-05-31Paper
Moment inequalities and weak convergence for negatively associated sequences1999-03-09Paper
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics1999-01-01Paper
Error bound in a central limit theorem of double-indexed permutation statistics1998-09-30Paper
https://portal.mardi4nfdi.de/entity/Q43911381998-01-01Paper
Strassen's law of the iterated logarithm for the Lorenz curves1997-11-18Paper
https://portal.mardi4nfdi.de/entity/Q43559931997-09-23Paper
https://portal.mardi4nfdi.de/entity/Q48949381997-05-12Paper
https://portal.mardi4nfdi.de/entity/Q47185651997-03-02Paper
https://portal.mardi4nfdi.de/entity/Q43927711997-01-01Paper
Recent contributions to censored regression models1996-03-06Paper
Convergence theorems for empirical cumulative quantile regression functions1996-02-06Paper
https://portal.mardi4nfdi.de/entity/Q48495221995-11-16Paper
https://portal.mardi4nfdi.de/entity/Q48393351995-07-17Paper
On detection of change points using mean vectors1995-03-16Paper
Berry-Esseen bounds for finite-population \(t\)-statistics1995-01-09Paper
https://portal.mardi4nfdi.de/entity/Q43164601994-12-07Paper
Asymptotic normality of LAD estimator in censored regression models1994-11-08Paper
https://portal.mardi4nfdi.de/entity/Q31386631994-04-26Paper
https://portal.mardi4nfdi.de/entity/Q42809381994-04-14Paper
https://portal.mardi4nfdi.de/entity/Q42809461994-04-14Paper
https://portal.mardi4nfdi.de/entity/Q42809491994-04-14Paper
Adaptive estimation in partly linear regression models1993-09-20Paper
MANOVA type tests under a convex discrepancy function for the standard multivariate linear model1993-08-24Paper
Asymptotic behavior of maximum likelihood estimates of superimposed exponential signals1993-08-08Paper
https://portal.mardi4nfdi.de/entity/Q52865491993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40364471993-05-16Paper
Linear representation of M-estimates in linear models1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40309141993-04-01Paper
On the consistency of M-estimate in a linear model obtained through an estimating equation1993-01-16Paper
Local likelihood method in the problems related to change points1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34827051990-01-01Paper
Necessary and sufficient conditions for the convergence of integrated and mean-integratedr-th order error of histogram density estimates1990-01-01Paper
Normal approximation for finite-population U-statistics1990-01-01Paper
Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models1990-01-01Paper
Almost Sure $L_r$-Norm Convergence for Data-Based Histogram Density Estimates1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739631989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739991989-01-01Paper
On rates of convergence of efficient detection criteria in signal processing with white noise1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986851989-01-01Paper
Exponential bounds of mean error for the kernel estimate of regression functions1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986861989-01-01Paper
Kernel estimators of density function of directional data1988-10-01Paper
Kernel estimators of density function of directional data1988-01-01Paper
Detection of change points using rank methods1988-01-01Paper
Multivariate components of covariance model in unbalanced case1988-01-01Paper
On determination of the order of an autoregressive model1988-01-01Paper
An inequality concerning the deviation between theoretical and empirical distributions1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37507971987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38167721987-01-01Paper
Exponential bounds of mean error for the nearest neighbor estimates of regression functions1987-01-01Paper
Almost sure \(L_ 1\)-norm convergence for data-based histogram density estimates1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37179881986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37160521986-01-01Paper
On detection of the number of signals when the noise covariance matrix is arbitrary1986-01-01Paper
On detection of the number of signals in presence of white noise1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37665681986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47254881986-01-01Paper
The optimal rate of convergence of error for k-nn median regression estimates1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37614951985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114801985-01-01Paper
Strong convergence of kernel estimates of nonparametric regression functions1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37234751985-01-01Paper
Weak invariance principle for finite-population U-statistics1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37308011985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33230021984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33275331984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37030171984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33338921984-01-01Paper
Uniform strong convergence rate of nearest neighbor density estimation1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36850041984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37348371983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33113811983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36642561983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36703531983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47473041983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36677591983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36606711983-01-01Paper
Rates of a.s. convergence of the estimation of error variance in linear models1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36677601982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36677911982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36686391982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47435721982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33266491982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33303001982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47489881982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327211981-01-01Paper

Research outcomes over time

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