The following pages link to Xiaochao Xia (Q395939):
Displaying 19 items.
- Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses (Q395940) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions (Q1663149) (← links)
- Estimation and empirical likelihood for single-index multiplicative models (Q1681050) (← links)
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis (Q2013304) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- Semiparametric model averaging prediction for dichotomous response (Q2155291) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
- Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data (Q4569339) (← links)
- Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
- Conditional quantile correlation learning for ultrahigh dimensional varying coefficient models and its application in survival analysis (Q5226602) (← links)
- Rate efficient estimation of realized Laplace transform of volatility with microstructure noise (Q5242898) (← links)
- Variable selection for partially time-varying coefficient error-in-variables models (Q5739665) (← links)
- Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data (Q6581668) (← links)
- Distributed subsampling for multiplicative regression (Q6606960) (← links)
