The following pages link to Yi Ping Yang (Q353593):
Displaying 50 items.
- (Q301004) (redirect page) (← links)
- Two-step estimators in partial linear models with missing response variables and error-prone covariates (Q301006) (← links)
- An empirical likelihood method in a partially linear single-index model with right censored data (Q353595) (← links)
- Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
- (Q692732) (redirect page) (← links)
- Variable selection in the partially linear errors-in-variables models for longitudinal data (Q692735) (← links)
- Empirical likelihood for a partially linear model with covariate data missing at random (Q730837) (← links)
- Corrected empirical likelihood for a class of generalized linear measurement error models (Q887052) (← links)
- (Q962566) (redirect page) (← links)
- Invariant image watermarking using multi-scale Harris detector and wavelet moments (Q962567) (← links)
- A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
- Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements (Q1731249) (← links)
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates (Q2131977) (← links)
- Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models (Q2151692) (← links)
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)
- SIMEX estimation for single-index model with covariate measurement error (Q2324316) (← links)
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
- Estimation for Partially Linear Single-index Instrumental Variables Models (Q2828774) (← links)
- (Q2927459) (← links)
- (Q2951323) (← links)
- (Q3071835) (← links)
- Variable Selection for Partially Linear Models with Randomly Censored Data (Q3072391) (← links)
- The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data (Q3083792) (← links)
- (Q3109111) (← links)
- (Q3109329) (← links)
- (Q3114012) (← links)
- (Q3132525) (← links)
- (Q3307221) (← links)
- (Q3307872) (← links)
- Modal linear regression models with additive distortion measurement errors (Q3390590) (← links)
- (Q3572881) (← links)
- (Q4901908) (← links)
- Empirical likelihood inference in partially linear single-index models with endogenous covariates (Q4976211) (← links)
- (Q4985850) (← links)
- (Q4996358) (← links)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332) (← links)
- (Q5028898) (← links)
- Logarithmic calibration for partial linear models with multiplicative distortion measurement errors (Q5036857) (← links)
- Additive distortion measurement errors regression models with exponential calibration (Q5040520) (← links)
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366) (← links)
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates (Q5079836) (← links)
- (Q5129437) (← links)
- (Q5197088) (← links)
- (Q5197099) (← links)
- Empirical likelihood for single index model with missing covariates at random (Q5263997) (← links)
- (Q5322629) (← links)
- (Q5398744) (← links)
- Nonconcave penalized estimation for partially linear models with longitudinal data (Q5739649) (← links)
- Logarithmic calibration for multiplicative distortion measurement errors regression models (Q6067700) (← links)
