The following pages link to Yuehua Wu (Q265314):
Displayed 50 items.
- Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
- A sequential multiple change-point detection procedure via VIF regression (Q155754) (← links)
- A procedure for estimating the number of clusters in logistic regression clustering (Q265316) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Impact of regularization on spectral clustering (Q309744) (← links)
- (Q395878) (redirect page) (← links)
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence (Q395879) (← links)
- Statistical signal processing. Frequency estimation. (Q413582) (← links)
- Vector generalized linear and additive models. With an implementation in R (Q500275) (← links)
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection (Q510686) (← links)
- (Q525904) (redirect page) (← links)
- On nonparametric change point estimator based on empirical characteristic functions (Q525905) (← links)
- (Q588923) (redirect page) (← links)
- Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies (Q622526) (← links)
- (Q688400) (redirect page) (← links)
- Bias robust estimation of scale (Q688401) (← links)
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267) (← links)
- Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm'' estimates in linear regression models (Q804172) (← links)
- Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models (Q805113) (← links)
- A note on the convergence rate of the kernel density estimator of the mode (Q840810) (← links)
- (Q933899) (redirect page) (← links)
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) (← links)
- Simultaneous change point analysis and variable selection in a regression problem (Q953869) (← links)
- Likelihood-ratio tests for normality (Q957233) (← links)
- Strong convergence rate of estimators of change point and its application (Q961223) (← links)
- A note on asymptotic approximations of inverse moments of nonnegative random variables (Q984021) (← links)
- Asymptotic normality of the recursive M-estimators of the scale parameters (Q995799) (← links)
- Robust estimation in partial linear mixed model for longitudinal data (Q1003901) (← links)
- \(K\)-sample tests based on the likelihood ratio (Q1020130) (← links)
- Blind source separation with nonlinear autocorrelation and non-Gaussianity (Q1023329) (← links)
- Random weighting method for Cox's proportional hazards model (Q1042764) (← links)
- A note on constrained M-estimation and its recursive analog in multivariate linear regression models (Q1042959) (← links)
- (Q1105953) (redirect page) (← links)
- On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed (Q1179492) (← links)
- Some specific contiguous alternatives to the normal error assumption in linear models (Q1209700) (← links)
- On the approximation of an integral by a sum of random variables (Q1270298) (← links)
- A strongly consistent information criterion for linear model selection based on \(M\)-estimation (Q1291959) (← links)
- Model selection with data-oriented penalty (Q1298945) (← links)
- The compression LS estimate of regression coefficient in multivariate linear model (Q1333840) (← links)
- On rates of convergence of information theoretic criterion in rank determination of one-way random effects models (Q1335365) (← links)
- Nonexistence of consistent estimates in a density estimation problem (Q1336898) (← links)
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case (Q1340291) (← links)
- Statistical signal processing. Modelling and estimation. Transl. from the French by Janet Ormrod. Incl. 1 CD-ROM (Q1347436) (← links)
- General \(M\)-estimation (Q1372221) (← links)
- On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models (Q1380649) (← links)
- Linear regression. (Q1399073) (← links)
- Monte Carlo Bayesian signal processing for wireless communications (Q1597585) (← links)
- Additional aspects of the generalized linear-fractional branching process (Q1680800) (← links)
- Sparse CCA: adaptive estimation and computational barriers (Q1687119) (← links)
- Linear model selection by cross-validation (Q1765767) (← links)