The following pages link to Zhiqiang Tan (Q406542):
Displaying 44 items.
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- (Q235278) (redirect page) (← links)
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems (Q406543) (← links)
- Comment: Understanding OR, PS and DR (Q449793) (← links)
- Exponential tilt models for two-group comparison with censored data (Q619773) (← links)
- On estimation of conditional density models with two-phase sampling (Q963892) (← links)
- Dissipative control for linear discrete-time systems (Q1307126) (← links)
- The \(\Delta\)-\(\epsilon\) method for the Boltzmann equation (Q1322990) (← links)
- Envelope-constrained IIR filter design: An LMI \(H_\infty\) optimization approach (Q1582330) (← links)
- Instrumental variable estimation with a stochastic monotonicity assumption (Q1704705) (← links)
- Calibrated path sampling and stepwise bridge sampling (Q1931357) (← links)
- \(H_{2}\) optimal envelope-constrained FIR filter design: An LMI approach (Q1960713) (← links)
- Envelope-constrained \(H_2\) FIR filter design (Q1969535) (← links)
- Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data (Q2137036) (← links)
- Analysis of odds, probability, and hazard ratios: from \(2\) by \(2\) tables to two-sample survival data (Q2156822) (← links)
- On doubly robust estimation for logistic partially linear models (Q2273735) (← links)
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
- Monte Carlo integration with Markov chain (Q2427151) (← links)
- Envelope-constrained H/sub ∞/ FIR filter design (Q2732939) (← links)
- Envelope-constrained H/sub ∞/ filter design: An LMI optimization approach (Q2734410) (← links)
- Bounded, efficient and doubly robust estimation with inverse weighting (Q2786375) (← links)
- A cluster-sample approach for Monte Carlo integration using multiple samplers (Q2852558) (← links)
- Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models (Q3086517) (← links)
- Doubly robust instrumental variable regression (Q3223863) (← links)
- Directed acyclic graphs with edge-specific bounds (Q3224219) (← links)
- (Q3434220) (← links)
- A Distributional Approach for Causal Inference Using Propensity Scores (Q3434221) (← links)
- (Q3534825) (← links)
- Efficient nonparametric estimation of causal effects in randomized trials with noncompliance (Q3613150) (← links)
- Dissipative control of linear discrete-time systems with dissipative uncertainty (Q4543928) (← links)
- Causal Inference in Outcome-Dependent Two-Phase Sampling Designs (Q4632613) (← links)
- On a Likelihood Approach for Monte Carlo Integration (Q4651030) (← links)
- Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression (Q5066471) (← links)
- Improved methods for moment restriction models with data combination and an application to two‐sample instrumental variable estimation (Q5094333) (← links)
- On Irreversible Metropolis Sampling Related to Langevin Dynamics (Q5095483) (← links)
- On Loss Functions and Regret Bounds for Multi-Category Classification (Q5096993) (← links)
- Generalized pseudo empirical likelihood inferences for complex surveys (Q5247412) (← links)
- Marginal and Nested Structural Models Using Instrumental Variables (Q5254943) (← links)
- Correction (Q5256165) (← links)
- Two-Stage Importance Sampling With Mixture Proposals (Q5406362) (← links)
- Steinized Empirical Bayes Estimation for Heteroscedastic Data (Q5739477) (← links)
- \(H_{\infty}\) optimal envelope-constrained FIR filter design with uncertain input (Q5958158) (← links)
- Discussion on “Instrumented Difference-in-Differences” by Ye, Ertefaie, Flory, Hennessy, Small (Q6079740) (← links)
- Consistent and robust inference in hazard probability and odds models with discrete-time survival data (Q6164148) (← links)
