The following pages link to Lu Lin (Q176022):
Displaying 50 items.
- The moment of maximum normed randomly weighted sums of martingale differences (Q260455) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Empirical likelihood inference for estimating equation with missing data (Q365869) (← links)
- Local linear-additive estimation for multiple nonparametric regressions (Q391935) (← links)
- Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data (Q395941) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Independent feature screening for ultrahigh-dimensional models with interactions (Q488604) (← links)
- An alternating projected gradient algorithm for nonnegative matrix factorization (Q555416) (← links)
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models (Q626416) (← links)
- Consistent inference for biased sub-model of high-dimensional partially linear model (Q629129) (← links)
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression (Q684061) (← links)
- Empirical likelihood analysis of longitudinal data involving within-subject correlation (Q692725) (← links)
- Quasi Bayesian likelihood (Q713727) (← links)
- Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Robust variable selection with exponential squared loss for the spatial autoregressive model (Q829731) (← links)
- Partition-based feature screening for categorical data via RKHS embeddings (Q830506) (← links)
- Robust estimating equation based on statistical depth (Q864914) (← links)
- Stahel-Donoho kernel estimation for fixed design nonparametric regression models (Q870729) (← links)
- Covariance matrix and transfer function of dynamic generalized linear models (Q898983) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- Simulation-based two-stage estimation for multiple nonparametric regression (Q901506) (← links)
- Proper Bayesian estimating equation based on Hilbert space method (Q930088) (← links)
- Alternative gradient algorithms with applications to nonnegative matrix factorizations (Q979255) (← links)
- Maximum information and optimum estimating function (Q1431017) (← links)
- Bootstrap wavelet in the nonparametric regression model with weakly dependent processes (Q1431124) (← links)
- Profile quasi-likelihood (Q1612984) (← links)
- Nonparametric feature screening (Q1615096) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- Adaptive conditional feature screening (Q1660163) (← links)
- The dual and degrees of freedom of linearly constrained generalized Lasso (Q1663318) (← links)
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
- Generalized quasi-likelihood (Q1762971) (← links)
- Block empirical likelihood for longitudinal single-index varying-coefficient model (Q1791305) (← links)
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
- Variable selection and parameter estimation for partially linear models via Dantzig selector (Q1938499) (← links)
- Weighted local linear composite quantile estimation for the case of general error distributions (Q1948170) (← links)
- Remodeling and estimation for sparse partially linear regression models (Q1949496) (← links)
- Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
- Estimation for biased partial linear single index models (Q2002712) (← links)
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints (Q2008107) (← links)
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
- Some remarks on Jacobi and Gauss-Seidel-type iteration methods for the matrix equation \(A X B = C\) (Q2011104) (← links)
- Handling estimating equation with nonignorably missing data based on SIR algorithm (Q2012587) (← links)
- Heteroscedasticity checks for single index models (Q2018595) (← links)
- Degrees of freedom for regularized regression with Huber loss and linear constraints (Q2062389) (← links)
- An adaptive estimation for covariate-adjusted nonparametric regression model (Q2066487) (← links)
- Neyman's truncation test for two-sample means under high dimensional setting (Q2077453) (← links)
