The following pages link to Chenlei Leng (Q247563):
Displaying 50 items.
- High dimensional discrimination analysis via a semiparametric model (Q273705) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- (Q589623) (redirect page) (← links)
- An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
- The predictive Lasso (Q693339) (← links)
- Bayesian adaptive Lasso (Q743993) (← links)
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
- Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
- Sparse optimal scoring for multiclass cancer diagnosis and biomarker detection using microarray data (Q1004954) (← links)
- A simple approach for varying-coefficient model selection (Q1015855) (← links)
- A note on adaptive group Lasso (Q1023903) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- A simulation study of the \(p_1\) model for directed random graphs (Q1747450) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- A quantile regression estimator for censored data (Q1940762) (← links)
- Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
- Dynamic linear discriminant analysis in high dimensional space (Q2295032) (← links)
- High-dimensional influence measure (Q2438764) (← links)
- Bayesian projection approaches to variable selection in generalized linear models (Q2445776) (← links)
- Penalized empirical likelihood and growing dimensional general estimating equations (Q2913860) (← links)
- Local linear estimation of covariance matrices via Cholesky decomposition (Q2950215) (← links)
- Model selection in validation sampling: An asymptotic likelihood-based LASSO approach (Q2999744) (← links)
- Penalized high-dimensional empirical likelihood (Q3067016) (← links)
- Empirical likelihood and quantile regression in longitudinal data analysis (Q3107988) (← links)
- Improving variance function estimation in semiparametric longitudinal data analysis (Q3108009) (← links)
- Statistical inference for induced L-statistics: a random perturbation approach (Q3182739) (← links)
- A moving average Cholesky factor model in covariance modelling for longitudinal data (Q3224221) (← links)
- (Q3405561) (← links)
- (Q3431917) (← links)
- ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS (Q3592380) (← links)
- Unified LASSO Estimation by Least Squares Approximation (Q3632569) (← links)
- (Q4558173) (← links)
- A Semiparametric Regression Model for Longitudinal Data with Non‐stationary Errors (Q4599642) (← links)
- Clarification: Regression Model Selection—A Residual Likelihood Approach (Q4632610) (← links)
- Sparse Matrix Graphical Models (Q4648565) (← links)
- Gradient-Based Kernel Dimension Reduction for Regression (Q4975356) (← links)
- Dimension reduction for covariates in network data (Q5030109) (← links)
- Wang and Leng (2016), High-Dimensional Ordinary Least-Squares Projection for Screening Variables, Journal of The Royal Statistical Society Series B, 78, 589–611 (Q5087420) (← links)
- Analysis of Networks via the Sparse<i>β</i>-model (Q5087423) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- Provable Subspace Clustering: When LRR Meets SSC (Q5211377) (← links)
- Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach (Q5226612) (← links)
- Statistical Inference in a Directed Network Model With Covariates (Q5231512) (← links)
- Multiple Influential Point Detection in High Dimensional Regression Spaces (Q5234406) (← links)
- Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data (Q5254946) (← links)
- Model selection in nonparametric hazard regression (Q5297085) (← links)
- High Dimensional Ordinary Least Squares Projection for Screening Variables (Q5378148) (← links)
- A Non-Parametric Cramér-von Mises Penalty Function Smoother (Q5378899) (← links)
- A Joint Modelling Approach for Longitudinal Studies (Q5379907) (← links)
- Censored quantile regression via Box-Cox transformation under conditional independence (Q5413254) (← links)
