The following pages link to San Ying Feng (Q270125):
Displaying 50 items.
- Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
- (Q333717) (redirect page) (← links)
- Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Empirical likelihood inference for partially linear panel data models with fixed effects (Q425718) (← links)
- Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
- A profile-type smoothed score function for a varying coefficient partially linear model (Q618161) (← links)
- Efficient statistical inference for partially nonlinear errors-in-variables models (Q741247) (← links)
- Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
- Estimation in functional single-index varying coefficient model (Q830745) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
- A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem (Q937492) (← 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)
- The empirical Cressie-Read test statistics for longitudinal generalized linear models (Q1714738) (← links)
- Automatic variable selection for partially linear functional additive model and its application to the Tecator data set (Q1721105) (← links)
- Self-consistent density estimation in the presence of errors-in-variables (Q1725384) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- An adaptive estimation for covariate-adjusted nonparametric regression model (Q2066487) (← links)
- Revisiting feature selection for linear models with FDR and power guarantees (Q2111958) (← links)
- Variable selection for functional linear models with strong heredity constraint (Q2121450) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
- Model detection and estimation for single-index varying coefficient model (Q2350062) (← links)
- Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition (Q2434138) (← links)
- Model selection for functional linear regression with hierarchical structure (Q2673831) (← links)
- Statistical inference of heterogeneous treatment effect based on single-index model (Q2674496) (← links)
- (Q2917021) (← links)
- Partially functional linear varying coefficient model (Q2953560) (← links)
- (Q3071245) (← links)
- (Q3071705) (← links)
- (Q3071836) (← links)
- (Q3169935) (← links)
- (Q3171163) (← links)
- (Q3403796) (← links)
- (Q3405172) (← links)
- (Q3414297) (← links)
- (Q3460920) (← links)
- (Q3462859) (← links)
- (Q3573801) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- (Q4641233) (← links)
- (Q4928105) (← links)
- Semiparametric estimation of the single-index varying-coefficient model (Q4975140) (← links)
- (Q5004051) (← links)
- Robust estimation for partial linear single-index models (Q5030946) (← links)
- Logarithmic calibration for partial linear models with multiplicative distortion measurement errors (Q5036857) (← links)
- Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
- Partial index additive models with additive distortion measurement errors (Q5082966) (← links)
- (Q5431264) (← links)
