The following pages link to Wang-li Xu (Q523776):
Displayed 50 items.
- Item:Q523776 (redirect page) (← links)
- Nonparametric checks for varying coefficient models with missing response at random (Q353325) (← links)
- Multi-index regression models with missing covariates at random (Q391947) (← links)
- Goodness-of-fit tests for general linear models with covariates missed at random (Q419330) (← links)
- An empirical likelihood inference for the coefficient difference of a two-sample linear model with missing response data (Q457056) (← links)
- Testing equality of shape parameters in several inverse Gaussian populations (Q464398) (← links)
- Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form (Q523777) (← links)
- Confidence interval estimation by a joint pivot method (Q736635) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Influence diagnostics and outlier tests for varying coefficient mixed models (Q842919) (← links)
- Checking nonparametric component for partial linear regression model with missing response (Q900749) (← links)
- Dimension reduction with missing response at random (Q1615199) (← links)
- Empirical likelihood inference in linear regression with nonignorable missing response (Q1623656) (← links)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
- Semiparametric double robust and efficient estimation for mean functionals with response missing at random (Q1796962) (← links)
- Testing normality in mixed models using a transformation method (Q1935683) (← links)
- Testing the adequacy of varying coefficient models with missing responses at random (Q1938873) (← links)
- Some properties for the estimators in linear mixed models (Q1945970) (← links)
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs (Q2131147) (← links)
- A generalized Wilcoxon-Mann-Whitney type test for multivariate data through pairwise distance (Q2140849) (← links)
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Two-sample test in high dimensions through random selection (Q2241999) (← links)
- Robust estimating equation-based sufficient dimension reduction (Q2254163) (← links)
- Transformation-based model averaged tail area inference (Q2259818) (← links)
- Testing for random effects in linear mixed models for longitudinal data under moment conditions (Q2269611) (← links)
- Model checking for parametric regressions with response missing at random (Q2352448) (← links)
- Nonparametric check for partial linear errors-in-covariables models with validation data (Q2355175) (← links)
- Checking the adequacy of partial linear models with missing covariates at random (Q2393154) (← links)
- A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis (Q2416778) (← links)
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
- A combined \(p\)-value test for the mean difference of high-dimensional data (Q2423870) (← links)
- A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator (Q2431956) (← links)
- The empirical likelihood goodness-of-fit test for regression models (Q2454656) (← links)
- Independence tests with random subspace of two random vectors in high dimension (Q2692934) (← links)
- Consistently determining the number of factors in multivariate volatility modelling (Q2950203) (← links)
- Three Categories Customer Churn Prediction Based on the Adjusted Real Adaboost (Q3102903) (← links)
- Tests for variance components in varying coefficient mixed models (Q3223861) (← links)
- Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models (Q3552976) (← links)
- (Q3571650) (← links)
- (Q3573977) (← links)
- A goodness-of-fit test for a varying-coefficients model in longitudinal studies (Q3627955) (← links)
- Model diagnosis for parametric regression in high-dimensional spaces (Q3631508) (← links)
- Goodness-of-Fit for Longitudinal Count Data with Overdispersion (Q3652789) (← links)
- A modified Hosmer–Lemeshow test for large data sets (Q4605260) (← links)
- Adaptive composite quantile regressions and their asymptotic relative efficiency (Q4960583) (← links)
- Adaptive positive and negative runs test (Q4960611) (← links)
- (Q4996357) (← links)
- A robust and nonparametric two-sample test in high dimensions (Q5037790) (← links)
- Penalized maximum likelihood estimation for skew normal mixtures (Q5064119) (← links)