The following pages link to Guangren Yang (Q477277):
Displaying 33 items.
- Hypothesis testing for finite mixture models (Q158415) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- On the identifiability and estimation of generalized linear models with parametric nonignorable missing data mechanism (Q1658478) (← links)
- Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces (Q1979424) (← links)
- Weighted covariance matrix estimation (Q2002720) (← links)
- Estimation of partially specified spatial panel data models with random-effects (Q2018881) (← links)
- Generalized partially linear single index model with measurement error, instruments and binary response (Q2032327) (← links)
- Locally efficient estimation in generalized partially linear model with measurement error in nonlinear function (Q2195751) (← links)
- An overview of semiparametric extensions of finite mixture models (Q2292392) (← links)
- Sure independence screening in ultrahigh dimensional generalized additive models (Q2317245) (← links)
- Averaging estimators for discrete choice by \(M\)-fold cross-validation (Q2328516) (← links)
- Statistical inference of partially specified spatial autoregressive model (Q2343560) (← links)
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
- Semiparametric varying-coefficient study of mean residual life models (Q2451633) (← links)
- Fused-MCP With Application to Signal Processing (Q3391169) (← links)
- An Extended Projection Data Depth and Its Applications to Discrimination (Q3526081) (← links)
- Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection (Q4558610) (← links)
- Hypothesis tests for stratified mark‐specific proportional hazards models with missing covariates, with application to HIV vaccine efficacy trials (Q4563260) (← links)
- Feature screening in ultrahigh-dimensional additive Cox model (Q4960596) (← links)
- Robust estimation and outlier detection for varying-coefficient models via penalized regression (Q5042171) (← links)
- Minimax rate in prediction for functional principal component regression (Q5079474) (← links)
- Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models (Q5109932) (← links)
- Empirical likelihood test for a large-dimensional mean vector (Q5127208) (← links)
- Trimmed estimators for large dimensional sparse covariance matrices (Q5197365) (← links)
- Adjacency matrix comparison for stochastic block models (Q5197375) (← links)
- On double-index dimension reduction for partially functional data (Q5228602) (← links)
- Empirical likelihood confidence regions in the single-index model with growing dimensions (Q5368792) (← links)
- Automatic structure discovery for varying-coefficient partially linear models (Q5368805) (← links)
- Feature screening in ultrahigh dimensional cox's model (Q5739462) (← links)
- A simple root selection method for univariate finite normal mixture models (Q5866113) (← links)
- A Selective Overview and Comparison of Robust Mixture Regression Estimators (Q6064345) (← links)
- Nonparametric conditional mean testing via an extreme-type statistic in high dimension (Q6536932) (← links)
- The quantile-based empirical likelihood for the difference of quantiles (Q6650743) (← links)
