The following pages link to Run-Ze Li (Q1274829):
Displaying 50 items.
- (Q84629) (redirect page) (← links)
- Model-Free Feature Screening for Ultrahigh-Dimensional Data (Q84631) (← links)
- Feature Screening via Distance Correlation Learning (Q84632) (← links)
- Model-Free Feature Screening and FDR Control With Knockoff Features (Q84680) (← links)
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis (Q84689) (← links)
- Ultrahigh-Dimensional Multiclass Linear Discriminant Analysis by Pairwise Sure Independence Screening (Q84692) (← links)
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Variable Selection via Partial Correlation (Q96599) (← links)
- Variable selection for partially linear models via partial correlation (Q96600) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- Design of experiments with multiple independent variables: A resource management perspective on complete and reduced factorial designs. (Q104709) (← links)
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- A time-varying effect model for intensive longitudinal data. (Q120183) (← links)
- Modeling intensive longitudinal data with mixtures of nonparametric trajectories and time-varying effects. (Q158429) (← links)
- Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing (Q160362) (← links)
- PEtests (Q160363) (← links)
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- (Q311654) (redirect page) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- Empirical likelihood inference for semi-parametric estimating equations (Q365840) (← links)
- Robust neural network with applications to credit portfolio data analysis (Q440254) (← links)
- Nonlinear varying-coefficient models with applications to a photosynthesis study (Q486155) (← links)
- Variable selection in measurement error models (Q605044) (← links)
- Recent history functional linear models for sparse longitudinal data (Q622454) (← links)
- The characteristic functions of spherical matrix distributions (Q689546) (← links)
- Evaluation of reproducibility for paired functional data (Q707397) (← links)
- Multivariate varying coefficient model for functional responses (Q741801) (← links)
- Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies (Q746650) (← links)
- Majorization framework for balanced lattice designs (Q817997) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- James Stephen Marron (Q1070701) (← links)
- A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality. (Q1274831) (← links)
- Dimension-reduction type test for linearity of a stochastic regression model (Q1299826) (← links)
- Bayesian statistical inference on elliptical matrix distributions (Q1301592) (← links)
- A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures (Q1302270) (← links)
- tvem (Q1349581) (← links)
- The expected values of invariant polynomials with matrix argument of elliptical distributions (Q1363013) (← links)
- Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications (Q1391883) (← links)
- A mixed-type test for linearity in time series (Q1580009) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
- Portal nodes screening for large scale social networks (Q1740287) (← links)
- Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
- Data analysis in supersaturated designs. (Q1871265) (← links)
- Estimation of scale matrix of elliptically contoured matrix distributions (Q1903176) (← links)
- Estimation of scatter matrix based on i.i.d. sample from elliptical distributions (Q1913905) (← links)
