The following pages link to Han-Ying Liang (Q221984):
Displaying 50 items.
- Dimension reduction estimation for central mean subspace with missing multivariate response (Q2008232) (← links)
- CLT for integrated square error of density estimators with censoring indicators missing at random (Q2029229) (← links)
- Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present (Q2065642) (← links)
- Empirical likelihood of conditional quantile difference with left-truncated and dependent data (Q2131958) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Complete moment and integral convergence for sums of negatively associated random variables (Q2269603) (← links)
- Berry-Esseen type bounds in heteroscedastic semi-parametric model (Q2276178) (← links)
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data (Q2276180) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- Strong convergence for weighted sums of negatively associated arrays (Q2430334) (← links)
- Self-normalized LIL for Hanson-Russo type increments (Q2433960) (← links)
- A wide class of heavy-tailed distributions and its applications (Q2480272) (← links)
- Wavelet estimation in heteroscedastic model under censored samples (Q2481796) (← links)
- Asymptotics of estimators in semi-parametric model under NA samples (Q2499088) (← links)
- Wavelet estimation in nonparametric model under martingale difference errors (Q2501446) (← links)
- Empirical likelihood inference for semiparametric model with linear process errors (Q2510916) (← links)
- A note on symmetrization procedures for the laws of large numbers (Q2520529) (← links)
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences (Q2567117) (← links)
- Bayesian empirical likelihood of quantile regression with missing observations (Q2696329) (← links)
- Inequalities for Banach space-valued martingales and some characterizations of geometric properties of Banach spaces (Q2720447) (← links)
- Some discussion on the conditions of complete convergence for sums of \(B\)-valued random elements (Q2721923) (← links)
- A strong approximation theorem for processes with independent increments (Q2746535) (← links)
- Convergence rates for sums of non-identically distributed random elements (Q2781720) (← links)
- Berry–Esseen type bounds in heteroscedastic errors-in-variables model (Q2816854) (← links)
- Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions (Q2817136) (← links)
- Local polynomial quasi-likelihood regression with truncated and dependent data (Q2863068) (← links)
- Global \(L_2\) error of wavelet density estimator with truncated and strong mixing observations (Q2875673) (← links)
- Nonlinear wavelet estimation of conditional density under left-truncated and \(\alpha\)-mixing assumptions (Q2891170) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
- Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027) (← links)
- Convergence rate of wavelet density estimator with data missing randomly when covariables are present (Q2980153) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- Empirical Likelihood for a Heteroscedastic Partial Linear Model (Q3006271) (← links)
- Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions (Q3015911) (← links)
- Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions (Q3017858) (← links)
- Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (Q3021193) (← links)
- (Q3071687) (← links)
- NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS (Q3087505) (← links)
- Weighted nonparametric regression estimation with truncated and dependent data (Q3145416) (← links)
- On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays (Q3147235) (← links)
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations (Q3409003) (← links)
- Law of the iterated logarithm for self-normalized sums and their increments (Q3414136) (← links)
- WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES (Q3429880) (← links)
- Empirical Likelihood for Conditional Density Under Left Truncation and α-Mixing Condition (Q3562441) (← links)
- Nonlinear wavelet estimator of the regression function under left-truncated dependent data (Q3569203) (← links)
- (Q3599657) (← links)
- A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS (Q3602143) (← links)
- (Q3622306) (← links)
- Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
