The following pages link to Changliang Zou (Q364204):
Displaying 50 items.
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Rank-based score tests for high-dimensional regression coefficients (Q364206) (← links)
- (Q419167) (redirect page) (← links)
- Rank-based inference for the single-index model (Q419168) (← links)
- Two-sample empirical likelihood method for difference between coefficients in linear regression model (Q434386) (← links)
- On the consistency of coordinate-independent sparse estimation with BIC (Q450881) (← links)
- Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
- (Q479489) (redirect page) (← links)
- Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
- Coordinate-independent sparse sufficient dimension reduction and variable selection (Q620565) (← links)
- On-line control of false discovery rates for multiple datastreams (Q680387) (← links)
- Comparisons of control schemes for monitoring the means of processes subject to drifts (Q745464) (← links)
- LASSO-based multivariate linear profile monitoring (Q763195) (← links)
- Local Walsh-average regression (Q765825) (← links)
- Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
- Nonparametric control chart based on change-point model (Q1019436) (← links)
- Comparison of a large number of regression curves (Q1679568) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- Projection-based high-dimensional sign test (Q2131148) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- A scalable nonparametric specification testing for massive data (Q2317283) (← links)
- Robust comparison of regression curves (Q2348720) (← links)
- A necessary test for complete independence in high dimensions using rank-correlations (Q2350669) (← links)
- CUSUM control charts based on likelihood ratio for preliminary analysis (Q2372572) (← links)
- Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
- Robust multicategory support matrix machines (Q2425180) (← links)
- Empirical likelihood for the two-sample mean problem (Q2482124) (← links)
- Nonparametric maximum likelihood approach to multiple change-point problems (Q2510824) (← links)
- A change point method for Phase II monitoring of generalized linear profiles (Q2965593) (← links)
- A New Chart for Detecting the Process Mean and Variability (Q3015880) (← links)
- (Q3057796) (← links)
- Multivariate Statistical Process Control Using LASSO (Q3069890) (← links)
- Nonparametric regression function estimation for errors-in-variables models with validation data (Q3094077) (← links)
- Directional change-point detection for process control with multivariate categorical data (Q3120594) (← links)
- A spatial rank-based multivariate EWMA control chart (Q3166684) (← links)
- Two-sample behrens-fisher problem for high-dimensional data (Q3448709) (← links)
- Diagnostic studies in sufficient dimension reduction (Q3455804) (← links)
- Outlier detection for high-dimensional data (Q3455808) (← links)
- Nonparametric testing in regression models with Wilcoxon-type generalized likelihood ratio (Q3465097) (← links)
- Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (Q3532745) (← links)
- Adaptive Nonparametric Comparison of Regression Curves (Q3566577) (← links)
- Monitoring poisson count data with probability control limits when sample sizes are time varying (Q4629202) (← links)
- Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes (Q4648550) (← links)
- Some study on statistical process control of complex data (Q5017867) (← links)
- A setwise EWMA scheme for monitoring high-dimensional datastreams (Q5107058) (← links)
- Multiple change-points detection in high dimension (Q5108292) (← links)
- TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION (Q5134495) (← links)
- The computation of average run length and average time to signal: an overview (Q5219393) (← links)
- Composite $T^2$ test for high-dimensional data (Q5278114) (← links)
