The following pages link to Dongsheng Tu (Q424322):
Displaying 50 items.
- Optimal nonparametric change point analysis (Q97722) (← links)
- Statistical analysis of kernel-based least-squares density-ratio estimation (Q420923) (← links)
- Jackknifed random weighting for Cox proportional hazards model (Q424323) (← links)
- Empirical likelihood confidence intervals for ratio of hazard rates under right censorship (Q440257) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- Consistent model selection criteria for quadratically supported risks (Q510678) (← links)
- High-dimensional generalizations of asymmetric least squares regression and their applications (Q510692) (← links)
- (Q525899) (redirect page) (← links)
- Joint modeling of longitudinal proportional measurements and survival time with a cure fraction (Q525900) (← links)
- Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
- Confidence intervals for the first crossing point of two hazard functions (Q745977) (← links)
- Mean convergence theorems and weak laws of large numbers for double arrays of random variables (Q871342) (← links)
- Sharp estimate on the supremum of a class of sums of small i.i.d. random variables (Q898400) (← links)
- Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables (Q898401) (← links)
- Data-driven ridge regression for Aalen's additive risk model (Q899662) (← links)
- On convergence of tail probability series in law of large numbers (Q910089) (← links)
- A Bartlett type correction for Wald test in Cox regression model (Q952843) (← links)
- A Bartlett-type correction for the subject-years method in comparing survival data to a standard population (Q1126096) (← links)
- (Q1177214) (redirect page) (← links)
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions (Q1177215) (← links)
- The Berry-Esséen theorem for the subject-years method in mortality analysis with censored data (Q1179288) (← links)
- An asymptotic theory for sliced inverse regression (Q1193365) (← links)
- A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model (Q1262608) (← links)
- Estimates for the rapid decay of concentration functions of \(n\)-fold convolutions (Q1266772) (← links)
- Diagnosing bootstrap success (Q1370526) (← links)
- Second order representations of the least absolute deviation regression estimator (Q1388164) (← links)
- A central limit theorem for some special complex-valued probability densities (Q1580459) (← links)
- Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space (Q1593972) (← links)
- A contribution to large deviations for heavy-tailed random sums (Q1609657) (← links)
- A hierarchical Bayes model for biomarker subset effects in clinical trials (Q1621311) (← links)
- Smoothed jackknife empirical likelihood for the difference of two quantiles (Q1680799) (← links)
- Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations (Q1687115) (← links)
- Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- High dimensional censored quantile regression (Q1747740) (← links)
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions (Q1807206) (← links)
- A note on the almost sure central limit theorem for some dependent random variables. (Q1812036) (← links)
- Nonparametric and semiparametric models. (Q1883269) (← links)
- The jackknife and bootstrap (Q1896567) (← links)
- Smoothing methods in statistics (Q1918665) (← links)
- Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Shape detection using semi-parametric shape-restricted mixed effects regression spline with applications (Q2047377) (← links)
- Large deviation principles for the processes admitting embedded compound renewal processes (Q2071589) (← links)
- Periodic homogenization of nonsymmetric Lévy-type processes (Q2072084) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Statistical inference for the functional quadratic quantile regression model (Q2202044) (← links)
- Nonparametric quantile regression estimation for functional data with responses missing at random (Q2202046) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Capacity of the range in dimension 5 (Q2212615) (← links)
