Tie-Feng Ma

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Portfolio selection based on semivariance and distance correlation under minimum variance framework	2023-12-14	Paper
On the approximation of Euclidean SL via geometric method	2023-09-22	Paper
Distributed penalized modal regression for massive data	2023-09-22	Paper
Optimal subsampling algorithms for composite quantile regression in massive data	2023-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q5100684	2022-09-01	Paper
B-spline estimation for partially linear varying coefficient composite quantile regression models	2022-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q5062836	2022-03-17	Paper
Matrix differential calculus with applications in the multivariate linear model and its diagnostics	2022-01-03	Paper
New efficient spline estimation for varying-coefficient models with two-step knot number selection	2021-08-10	Paper
Portfolio selection: shrinking the time-varying inverse conditional covariance matrix	2021-06-03	Paper
Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates	2021-02-25	Paper
Spatial system estimators for panel models: a sensitivity and simulation study	2021-02-18	Paper
Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation	2021-01-28	Paper
Inferences on the reliability in balanced and unbalanced one-way random models	2020-03-09	Paper
A shape-based cutting and clustering algorithm for multiple change-point detection	2020-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q5209155	2020-01-22	Paper
On circular correlation for data on the torus	2019-11-21	Paper
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”	2019-09-17	Paper
A model-free variable selection method for reducing the number of redundant variables	2018-12-03	Paper
Markov-switching linked autoregressive model for non-continuous wind direction data	2018-11-13	Paper
Influence diagnostics in possibly asymmetric circular-linear multivariate regression models	2017-10-27	Paper
Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions	2017-08-08	Paper
Sensitivity analysis in linear models	2016-05-23	Paper
Shrinkage estimation for the mean of the inverse Gaussian population	2014-10-17	Paper
Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions	2014-09-26	Paper
Estimation of order-restricted means of two normal populations under the LINEX loss function	2013-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q4926239	2013-06-20	Paper
Simultaneous optimal estimation in linear mixed models	2012-09-27	Paper
Generalized confidence intervals for the process capability indices in general random effect model with balanced data	2012-09-23	Paper
A new estimator of covariance matrix	2011-11-10	Paper
Finite-sample properties of the Graybill-Deal estimator	2011-08-01	Paper
Improved ANOVAE of the covariance matrix in general linear mixed models	2011-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q3071210	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3052549	2010-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q3573791	2010-07-08	Paper
Efficient improved estimation of the parameters in two seemingly unrelated regression models	2010-06-03	Paper
Inferences on the common mean of several inverse Gaussian populations	2010-04-06	Paper
Estimation of means of multivariate normal populations with order restriction	2010-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3404820	2010-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3404868	2010-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3641488	2009-11-11	Paper
Estimation of the parameters in a two linear regression equations system with identical parameter vectors	2009-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q3513208	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3500587	2008-06-03	Paper

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