The following pages link to Heng Lian (Q248165):
Displayed 50 items.
- Empirical likelihood inference for general transformation models with right censored data (Q260990) (← links)
- Efficient estimation for the heteroscedastic single-index varying coefficient models (Q273701) (← links)
- Local asymptotics for nonparametric quantile regression with regression splines (Q310674) (← links)
- Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
- Robust reduced-rank modeling via rank regression (Q338394) (← links)
- Mean and quantile boosting for partially linear additive models (Q340847) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Semiparametric estimation of fixed effects panel data single-index model (Q386304) (← links)
- Sparse-smooth regularized singular value decomposition (Q391596) (← links)
- Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Series expansion for functional sufficient dimension reduction (Q392062) (← links)
- Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression (Q393540) (← links)
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- Empirical likelihood confidence intervals for nonparametric functional data analysis (Q419261) (← links)
- Empirical likelihood inference for partially linear panel data models with fixed effects (Q425718) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces (Q495394) (← links)
- Model selection of hierarchically structured covariates using elastic net (Q502840) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Quantile regression for the single-index coefficient model (Q527476) (← links)
- Shrinkage tuning parameter selection in precision matrices estimation (Q538141) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- On efficient estimators of two seemingly unrelated regressions (Q633050) (← links)
- Time-varying coefficient estimation in differential equation models with noisy time-varying covariates (Q642222) (← links)
- On posterior distribution of Bayesian wavelet thresholding (Q710785) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Posterior convergence for Bayesian functional linear regression (Q739583) (← links)
- Minimax convergence rates for kernel CCA (Q739596) (← links)
- Simultaneous estimation of linear conditional quantiles with penalized splines (Q746864) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510) (← links)
- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces (Q826973) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- Consistency of Bayesian estimation of a step function (Q870315) (← links)
- Bayesian quantile regression for single-index models (Q892421) (← links)
- Empirical likelihood for the class of single index hazard regression models (Q892891) (← links)
- Functional sufficient dimension reduction: convergence rates and multiple functional case (Q897627) (← links)
- Separation of linear and index covariates in partially linear single-index models (Q900792) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Sparse Bayesian hierarchical modeling of high-dimensional clustering problems (Q972898) (← links)
- Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images (Q975156) (← links)
- Partially linear structure identification in generalized additive models with NP-dimensionality (Q1623710) (← links)
- Variational inferences for partially linear additive models with variable selection (Q1623714) (← links)
- Composite quantile regression for correlated data (Q1658431) (← links)
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)