The following pages link to Li Xing Zhu (Q186407):
Displayed 50 items.
- Model-Free Feature Screening for Ultrahigh-Dimensional Data (Q84631) (← links)
- Item:Q186407 (redirect page) (← links)
- Item:Q186407 (redirect page) (← links)
- Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
- Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
- Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
- Multi-index regression models with missing covariates at random (Q391947) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Item:Q186407 (redirect page) (← links)
- Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
- Efficient estimation of moments in linear mixed models (Q408097) (← links)
- Checking for normality in linear mixed models (Q424315) (← links)
- Asymptotics of SIMEX-based variance estimation (Q427486) (← links)
- On model-free conditional coordinate tests for regressions (Q432300) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- An alternating determination-optimization approach for an additive multi-index model (Q434994) (← links)
- Correction: Estimation for a partial-linear single-index model (Q450012) (← links)
- Nonlinear models with measurement errors subject to single-indexed distortion (Q450847) (← links)
- Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457) (← links)
- Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
- Testing equality of shape parameters in several inverse Gaussian populations (Q464398) (← links)
- Inference for mixed models of ANOVA type with high-dimensional data (Q476259) (← links)
- Item:Q186407 (redirect page) (← links)
- Moment conditions for almost stochastic dominance (Q485560) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
- Overlapped groupwise dimension reduction (Q525913) (← links)
- An adaptive-to-model test for parametric single-index models with missing responses (Q527080) (← links)
- Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
- Item:Q186407 (redirect page) (← links)
- Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data (Q551750) (← links)
- Item:Q186407 (redirect page) (← links)
- Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- The EFM approach for single-index models (Q638808) (← links)
- On a dimension reduction regression with covariate adjustment (Q643293) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Analysis of data from a series of events by a geometric process model (Q705081) (← links)
- A new test for random effects in linear mixed models with longitudinal data (Q715589) (← links)
- Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Estimation for a marginal generalized single-index longitudinal model (Q764497) (← links)
- Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
- Influence diagnostics and outlier tests for varying coefficient mixed models (Q842919) (← links)
- A note on parameter estimation of panel vector autoregressive models with intercorrelation (Q844045) (← links)
- Testing the adequacy of GARCH-type models in time series (Q846855) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)