The following pages link to Mao-Zai Tian (Q477560):
Displaying 50 items.
- (Q310669) (redirect page) (← links)
- Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates (Q311310) (← links)
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- Lack-of-fit tests based on weighted ratio of residuals and variances (Q394405) (← links)
- (Q403440) (redirect page) (← links)
- Composite hierachical linear quantile regression (Q403443) (← links)
- Adaptive local linear quantile regression (Q475704) (← links)
- A new generalized linear exponential distribution and its applications (Q477562) (← links)
- Hierarchical linear regression models for conditional quantiles (Q870725) (← links)
- A longitudinal study of the effects of family background factors on mathematics achievements using quantile regression (Q925985) (← links)
- Asymptotic confidence interval construction for risk difference under inverse sampling (Q961158) (← links)
- Semiparametric quantile modelling of hierarchical data (Q1034286) (← links)
- A quasi-residuals method in sliced inverse regression. (Q1423037) (← links)
- Estimation for mixed exponential distributions under type-II progressively hybrid censored samples (Q1663255) (← links)
- An effective method to reduce the computational complexity of composite quantile regression (Q1695421) (← links)
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies (Q1729298) (← links)
- Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
- Identifying interaction effects via additive quantile regression models (Q1748640) (← links)
- Semiparametric hierarchical model with heteroscedasticity (Q1748660) (← links)
- Variable selection in high-dimensional partially linear additive models for composite quantile regression (Q1800107) (← links)
- Robust estimation in inverse problems via quantile coupling (Q1934456) (← links)
- Bayesian local influence for spatial autoregressive models with heteroscedasticity (Q2010803) (← links)
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings (Q2032224) (← links)
- The analysis of impact of Brexit on the post-Brexit EU using intervented multivariate time series (Q2046227) (← links)
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty (Q2135947) (← links)
- Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
- Adaptive quantile regression with precise risk bounds (Q2361010) (← links)
- Imputation in nonparametric quantile regression with complex data (Q2406788) (← links)
- Kernel quantile estimator with ICI adaptive bandwidth selection technique (Q2452420) (← links)
- Simultaneous variable selection and parametric estimation for quantile regression (Q2513796) (← links)
- (Q2767434) (← links)
- (Q2783642) (← links)
- Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
- (Q2824494) (← links)
- (Q2858526) (← links)
- (Q2859751) (← links)
- (Q2860069) (← links)
- Transmuted Linear Exponential Distribution: A New Generalization of the Linear Exponential Distribution (Q2876175) (← links)
- (Q2905109) (← links)
- Linear Quantile Regression Based on EM Algorithm (Q2931549) (← links)
- Estimating a Finite Mixed Exponential Distribution under Progressively Type-II Censored Data (Q2931573) (← links)
- A new model selection procedure based on dynamic quantile regression (Q2953289) (← links)
- Longitudinal data analysis based on generalized linear partially varying-coefficient models (Q2979974) (← links)
- (Q2984036) (← links)
- (Q2991191) (← links)
- (Q2993330) (← links)
- (Q2993398) (← links)
- (Q3131128) (← links)
- (Q3132208) (← links)
