The following pages link to Li-Xing Zhu (Q186407):
Displaying 50 items.
- Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Generalized principal Hessian directions for mixture multivariate skew elliptical distributions (Q1795575) (← links)
- Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
- Semiparametric double robust and efficient estimation for mean functionals with response missing at random (Q1796962) (← links)
- Model checks for regression: an innovation process approach (Q1807146) (← links)
- Asymptotics for kernel estimate of sliced inverse regression (Q1816971) (← links)
- On the mean residual life regression model (Q1873103) (← links)
- Conditional tests for elliptical symmetry (Q1873111) (← links)
- Estimation in mixed effects model with errors in variables (Q1882934) (← links)
- Adaptive unified biased estimators of parameters in linear model (Q1884654) (← links)
- A test for multivariate normality based on sample entropy and projection pursuit (Q1895367) (← links)
- Universally consistent estimation for stochastic regression models (Q1902246) (← links)
- M-type estimators of regression function with applications (Q1907901) (← links)
- The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics (Q1907918) (← links)
- Sufficient dimension reduction in regressions through cumulative Hessian directions (Q1927284) (← links)
- Partial linear single index models with distortion measurement errors (Q1934488) (← links)
- Estimation of and testing for random effects in dynamic panel data models (Q1936531) (← links)
- Estimation of general semi-parametric quantile regression (Q1937201) (← links)
- Testing the adequacy of varying coefficient models with missing responses at random (Q1938873) (← links)
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters (Q1945499) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- Tests of elliptical symmetry and the asymptotic tail behavior of the statistics (Q1970741) (← links)
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
- Estimation for biased partial linear single index models (Q2002712) (← links)
- Heteroscedasticity checks for single index models (Q2018595) (← links)
- A distribution-based Lasso for a general single-index model (Q2018911) (← links)
- Variationally derived interface stabilization for discrete multiphase flows and relation with the ghost-penalty method (Q2020718) (← links)
- Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes (Q2034460) (← links)
- Determining the number of canonical correlation pairs for high-dimensional vectors (Q2042287) (← links)
- Stable correlation and robust feature screening (Q2070420) (← links)
- Outcome regression-based estimation of conditional average treatment effect (Q2164799) (← links)
- Dimensionality determination: a thresholding double ridge ratio approach (Q2178157) (← links)
- Nonparametric variable selection and its application to additive models (Q2183769) (← links)
- Generalized kernel-based inverse regression methods for sufficient dimension reduction (Q2189615) (← links)
- On IPW-based estimation of conditional average treatment effects (Q2242843) (← links)
- Residual-based closure model for density-stratified incompressible turbulent flows (Q2246249) (← links)
- Robust estimating equation-based sufficient dimension reduction (Q2254163) (← links)
- Transformation-based model averaged tail area inference (Q2259818) (← links)
- Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
- Testing for random effects in linear mixed models for longitudinal data under moment conditions (Q2269611) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Model checks for functional linear regression models based on projected empirical processes (Q2291339) (← links)
- Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
- Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
- Robust comparison of regression curves (Q2348720) (← 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)
- Sparse sufficient dimension reduction using optimal scoring (Q2359474) (← links)
