The following pages link to Yingcun Xia (Q309729):
Displaying 50 items.
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Sliced Regression for Dimension Reduction (Q129274) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Asymmetric conditional correlations in stock returns (Q312957) (← links)
- (Q464202) (redirect page) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- (Q494393) (redirect page) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- A note on the backfitting estimation of additive models (Q605888) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Rejoinder to: ``Feature matching in time series modeling''. (Q635412) (← links)
- Threshold variable selection via a \(L_1\) penalty approach (Q647169) (← links)
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data (Q961915) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Quantile based dimension reduction in censored regression (Q2008106) (← links)
- Interpreting time-series analyses for continuous-time biological models -- measles as a case study (Q2177243) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- Comment on: ``Local quantile regression'' (Q2434700) (← links)
- Semi-parametric estimation of partially linear single-index models (Q2493137) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- Adaptive semi-varying coefficient model selection (Q2883901) (← links)
- Twicing local linear kernel regression smoothers (Q2892933) (← links)
- A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION (Q2909247) (← links)
- UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← links)
- (Q3369446) (← links)
- Efficient estimation for semivarying-coefficient models (Q3429969) (← links)
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL (Q3434192) (← links)
- Variable selection for the single-index model (Q3512690) (← links)
- (Q3580587) (← links)
- Model checking in regression via dimension reduction (Q3613158) (← links)
- A Semiparametric Approach to Canonical Analysis (Q3631458) (← links)
- Bias-corrected Confidence Bands in Nonparametric Regression (Q4214257) (← links)
- (Q4267671) (← links)
- (Q4461332) (← links)
- On Single-Index Coefficient Regression Models (Q4541269) (← links)
- On the Efficiency of Online Approach to Nonparametric Smoothing of Big Data (Q4626684) (← links)
- An Adaptive Estimation of Dimension Reduction Space (Q4665890) (← links)
- (Q4780493) (← links)
- On a Principal Varying Coefficient Model (Q4916942) (← links)
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL (Q4933588) (← links)
- On extended partially linear single-index models (Q4937273) (← links)
- Jackknife approach to the estimation of mutual information (Q4967504) (← links)
- GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS (Q4979321) (← links)
- A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data (Q5037816) (← links)
- Asymptotic Distribution for Regression in A Symmetric Periodic Gaussian Kernel Hilbert Space (Q5226619) (← links)
- Most informative component analysis (Q5248910) (← links)
- Shrinkage Estimation of the Varying Coefficient Model (Q5252144) (← links)
- Dimension Reduction and Semiparametric Estimation of Survival Models (Q5254954) (← links)
- (Q5310571) (← links)
- Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals (Q5367422) (← links)
