| Publication | Date of Publication | Type |
|---|
Screen then select: a strategy for correlated predictors in high-dimensional quantile regression
Statistics and Computing | 2024-07-10 | Paper |
Variable selection for distributed sparse regression under memory constraints
Communications in Mathematics and Statistics | 2024-07-01 | Paper |
Empirical likelihood ratio tests for non-nested model selection based on predictive losses
Bernoulli | 2024-03-26 | Paper |
Spatial distribution of the earthquake in mainland China
Physica A | 2022-08-05 | Paper |
Weighted composite quantile regression estimation of DTARCH models
Econometrics Journal | 2022-07-26 | Paper |
Unifying inference for semiparametric regression
Econometrics Journal | 2022-06-22 | Paper |
Spatial quantile estimation of multivariate threshold time series models
Physica A | 2022-06-21 | Paper |
Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
A note on the prediction of frailties with misspecified shared frailty models
Journal of Statistical Computation and Simulation | 2022-02-24 | Paper |
Sparse Bayesian kernel multinomial probit regression model for high-dimensional data classification
Communications in Statistics: Theory and Methods | 2021-11-22 | Paper |
| Data replica's distribution optimization based on availability prediction using fuzzy theory in the cloud | 2021-10-28 | Paper |
scientific article; zbMATH DE number 7376760 (Why is no real title available?)
(available as arXiv preprint) | 2021-07-30 | Paper |
Pairwise distance-based heteroscedasticity test for regressions
Science China. Mathematics | 2021-05-05 | Paper |
A partitioned quasi-likelihood for distributed statistical inference
Computational Statistics | 2021-02-17 | Paper |
Reduced rank modeling for functional regression with functional responses
Journal of Multivariate Analysis | 2019-01-04 | Paper |
Robust and efficient estimation with weighted composite quantile regression
Physica A | 2018-11-13 | Paper |
Sparse Bayesian variable selection for classifying high-dimensional data
Statistics and Its Interface | 2018-09-18 | Paper |
Local influence analysis for quasi-likelihood nonlinear models with random effects
Journal of Probability and Statistics | 2018-08-28 | Paper |
A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
Estimation and testing for time-varying quantile single-index models with longitudinal data
Computational Statistics and Data Analysis | 2018-08-17 | Paper |
Testing hypothesis for a simple ordering in incomplete contingency tables
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Type I multivariate zero-truncated/adjusted Poisson distributions with applications
Journal of Computational and Applied Mathematics | 2018-07-26 | Paper |
Type I multivariate zero-inflated generalized Poisson distribution with applications
Statistics and Its Interface | 2018-05-14 | Paper |
Diagnostics for quasi-likelihood nonlinear models
Communications in Statistics: Theory and Methods | 2017-11-03 | Paper |
Variational approach to shape derivatives for elasto-acoustic coupled scattering fields and an application with random interfaces
Journal of Mathematical Analysis and Applications | 2017-09-05 | Paper |
Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis
Computational Statistics | 2017-06-27 | Paper |
Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification
Statistics & Probability Letters | 2016-10-31 | Paper |
Bayesian approaches for analyzing earthquake catastrophic risk
Insurance Mathematics & Economics | 2016-10-06 | Paper |
Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model
Bayesian Analysis | 2015-12-21 | Paper |
Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
Statistics & Probability Letters | 2015-11-23 | Paper |
Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function
Statistics | 2014-12-22 | Paper |
| Oracle model selection for nonlinear models based on weighted composite quantile regression | 2012-12-21 | Paper |
Nonparametric regression under double-sampling designs
Journal of Systems Science and Complexity | 2011-06-22 | Paper |
Inference for partly linear additive Cox models
STATISTICA SINICA | 2011-05-16 | Paper |
Inference for partly linear additive Cox models
STATISTICA SINICA | 2011-05-16 | Paper |
Asymptotic properties of the MLE in nonlinear reproductive dispersion models with stochastic regressors
Communications in Statistics. Theory and Methods | 2010-09-21 | Paper |
Robust centroid based classification with minimum error rates for high dimension, low sample size data
Journal of Statistical Planning and Inference | 2009-06-09 | Paper |
Generalized likelihood ratio tests for the structure of semiparametric additive models
The Canadian Journal of Statistics | 2008-03-11 | Paper |
| Strong consistency of the maximum likelihood estimator in exponential family nonlinear mod\-els | 2007-08-24 | Paper |
| scientific article; zbMATH DE number 2204101 (Why is no real title available?) | 2005-09-09 | Paper |
| scientific article; zbMATH DE number 1150496 (Why is no real title available?) | 1998-05-07 | Paper |
