The following pages link to Guo-Liang Fan (Q272072):
Displayed 50 items.
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Item:Q272072 (redirect page) (← links)
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
- Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
- Hypothesis test on response mean with inequality constraints under data missing when covariables are present (Q513685) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors (Q958903) (← links)
- Coupled region-edge shape priors for simultaneous localization and figure-ground segmentation (Q969100) (← links)
- Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part (Q1622017) (← links)
- Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
- Predicting mycobacterial proteins subcellular locations by incorporating pseudo-average chemical shift into the general form of Chou's pseudo amino acid composition (Q1784371) (← links)
- Discriminating bioluminescent proteins by incorporating average chemical shift and evolutionary information into the general form of Chou's pseudo amino acid composition (Q1790807) (← links)
- Statistical inference for partially time-varying coefficient errors-in-variables models (Q1926386) (← links)
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
- Dimension reduction estimation for central mean subspace with missing multivariate response (Q2008232) (← links)
- Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
- Single-index quantile regression with left truncated data (Q2109301) (← links)
- Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators (Q2131976) (← links)
- Sufficient dimension reduction in the presence of controlling variables (Q2169100) (← links)
- Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data (Q2183230) (← links)
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations (Q2296555) (← links)
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data (Q2316750) (← links)
- Quantile regression and variable selection for partially linear single-index models with missing censoring indicators (Q2317339) (← links)
- Local linear quantile regression with truncated and dependent data (Q2339555) (← links)
- Direct adaptive type-2 fuzzy neural network control for a generic hypersonic flight vehicle (Q2354847) (← links)
- Hypothesis tests in partial linear errors-in-variables models with missing response (Q2405943) (← links)
- Empirical likelihood inference for semiparametric model with linear process errors (Q2510916) (← links)
- Integrated square error of hazard rate estimation for survival data with missing censoring indicators (Q2661912) (← links)
- Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models (Q2859292) (← links)
- Local polynomial quasi-likelihood regression with truncated and dependent data (Q2863068) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
- Asymptotic normality of a simple linear EV regression model with martingale difference errors (Q2975622) (← links)
- Empirical Likelihood for a Heteroscedastic Partial Linear Model (Q3006271) (← links)
- (Q3017286) (← links)
- Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions (Q3017858) (← links)
- On System Performance Limitation Theory: a Review and Perspective (Q3109037) (← links)
- (Q3380819) (← links)
- Empirical likelihood for high-dimensional partially functional linear model (Q3387068) (← links)
- (Q3501018) (← links)
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information (Q4563514) (← links)
- Empirical likelihood for high-dimensional partially linear model with martingale difference errors (Q4595901) (← links)
- Articulated and Generalized Gaussian Kernel Correlation for Human Pose Estimation (Q4616228) (← links)
- (Q4900701) (← links)
- Local M-estimation of nonparametric regression with left-truncated and dependent data (Q5017710) (← links)
- Estimation for a hybrid model of functional and linear measurement errors regression with missing response (Q5072986) (← links)
- Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data (Q5077924) (← links)