The following pages link to Gao Rong Li (Q741245):
Displaying 50 items.
- (Q248163) (redirect page) (← links)
- Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
- Semiparametric estimation of fixed effects panel data single-index model (Q386304) (← links)
- Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
- Series expansion for functional sufficient dimension reduction (Q392062) (← links)
- Empirical likelihood inference for partially linear panel data models with fixed effects (Q425718) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- A profile-type smoothed score function for a varying coefficient partially linear model (Q618161) (← links)
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models (Q626416) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Efficient statistical inference for partially nonlinear errors-in-variables models (Q741247) (← links)
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
- Measuring symmetry and asymmetry of multiplicative distortion measurement errors data (Q783311) (← links)
- Estimation in functional single-index varying coefficient model (Q830745) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
- Corrected empirical likelihood for a class of generalized linear measurement error models (Q887052) (← links)
- A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem (Q937492) (← links)
- Generalized empirical likelihood inference in semiparametric regression model for longitudinal data (Q960634) (← links)
- Adaptive confidence region for the direction in semiparametric regressions (Q968488) (← links)
- A class of random deviation theorems and the approach of Laplace transform (Q1003423) (← links)
- Checking the adequacy for a distortion errors-in-variables parametric regression model (Q1623769) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- Statistical inference for the unbalanced two-way error component regression model with errors-in-variables (Q1674051) (← links)
- Regression adjustment for treatment effect with multicollinearity in high dimensions (Q1727920) (← links)
- Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
- Statistical inference on partial linear additive models with distortion measurement errors (Q1731408) (← links)
- Revisiting feature selection for linear models with FDR and power guarantees (Q2111958) (← links)
- Robust MAVE for single-index varying-coefficient models (Q2111967) (← links)
- Correction to: ``Robust MAVE for single-index varying-coefficient models'' (Q2111968) (← links)
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs (Q2131147) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model (Q2132047) (← links)
- Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
- Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition (Q2275653) (← links)
- SIMEX estimation for single-index model with covariate measurement error (Q2324316) (← links)
- Variable selection for covariate adjusted regression model (Q2341591) (← links)
- Modified SEE variable selection for varying coefficient instrumental variable models (Q2360935) (← links)
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
- Simultaneous confidence band for nonparametric fixed effects panel data models (Q2439793) (← links)
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
- Simultaneous confidence band for single-index random effects models with longitudinal data (Q2446696) (← links)
- Statistical inference of heterogeneous treatment effect based on single-index model (Q2674496) (← links)
- Tests for high-dimensional single-index models (Q2681748) (← links)
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
- Adaptive Elastic-Net for General Single-Index Regression Models (Q2838708) (← links)
- (Q2860073) (← links)
- (Q3071245) (← links)
