The following pages link to Hu Yang (Q250428):
Displaying 50 items.
- More on the unbiased ridge regression estimation (Q259652) (← links)
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
- A robust penalized estimation for identification in semiparametric additive models (Q273751) (← links)
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Efficiency of a stochastic restricted two-parameter estimator in linear regression (Q298612) (← links)
- Robust estimation for varying index coefficient models (Q311320) (← links)
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- Erratum to: ``Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data'' (Q311325) (← links)
- A note on a discrete time MAP risk model (Q313585) (← links)
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- Some results on the partial orderings of block matrices (Q357382) (← links)
- Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses (Q395940) (← links)
- Relative and absolute perturbation bounds for weighted polar decomposition (Q410891) (← links)
- Further results on the group inverses and Drazin inverses of anti-triangular block matrices (Q440816) (← links)
- Perturbation analysis for block downdating of the generalized Cholesky factorization (Q440899) (← links)
- Correction: Estimation for a partial-linear single-index model (Q450012) (← links)
- A new stochastic mixed ridge estimator in linear regression model (Q451396) (← links)
- A new Liu-type estimator in linear regression model (Q452285) (← links)
- Some comments on: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion. (Q452317) (← links)
- A robust and efficient estimation method for single-index varying-coefficient models (Q467007) (← links)
- SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)
- On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
- Condition numbers for the nonlinear matrix equation and their statistical estimation (Q492777) (← links)
- A flexible condition number for weighted linear least squares problem and its statistical estimation (Q495069) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- On a nonparametric estimator for the finite time survival probability with zero initial surplus (Q517213) (← links)
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error (Q537520) (← links)
- On a compound Poisson risk model with delayed claims and random incomes (Q555453) (← links)
- Mixed-type reverse-order laws of \((AB)^{(1,2,3)}\) and \((AB)^{(1,2,4)}\) (Q555489) (← links)
- A ruin model with random income and dependence between claim sizes and claim intervals (Q601953) (← links)
- Further results on the reverse order law for \(\{1,3\}\)-inverse and \(\{1,4\}\)-inverse of a matrix product (Q607954) (← links)
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
- The Drazin inverse of the sum of two matrices and its applications (Q609230) (← links)
- An expression of the general common least-squares solution to a pair of matrix equations with applications (Q640504) (← links)
- The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
- Perturbation analysis for the hyperbolic QR factorization (Q692208) (← links)
- Erratum to ``Perturbation analysis for the hyperbolic QR factorization'' (Q692307) (← links)
- An alternative stochastic restricted Liu estimator in linear regression (Q840983) (← links)
- On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170) (← links)
- Kantorovich-type inequalities and the measures of inefficiency of the GLSE (Q922613) (← links)
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- The reverse order law for \(\{1, 3, 4\}\)-inverse of the product of two matrices (Q961627) (← links)
- A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- On a discrete risk model with two-sided jumps (Q966097) (← links)
- Relative perturbation bounds for weighted polar decomposition (Q980280) (← links)
