The following pages link to Hu Yang (Q250428):
Displaying 50 items.
- Quasi-minimax estimation in the general linear regression model (Q1015850) (← links)
- An alternative form of the Watson efficiency (Q1022010) (← links)
- A note on an unusual type of generalized polar decomposition (Q1030715) (← links)
- Several matrix Euclidean norm inequalities involving Kantorovich inequality (Q1035488) (← links)
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data (Q1049192) (← links)
- Two new classes of the generalized Kantorovich inequalities and their applications (Q1191691) (← links)
- The inefficiency of the least squares estimator and its bound (Q1192817) (← links)
- A kind of general influence measure on the linear weighted regression (Q1206680) (← links)
- A note on the condition number of the scaled total least squares problem (Q1616137) (← links)
- An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- Two classes of almost unbiased type principal component estimators in linear regression model (Q1714698) (← links)
- Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Some results for the Drazin inverses of the sum of two matrices and some block matrices (Q1791324) (← links)
- Adaptive unified biased estimators of parameters in linear model (Q1884654) (← links)
- Matrix norm versions of the Kantorovich inequality and its applications (Q1904978) (← links)
- Linear estimators under Pitman nearness criterion (Q1909433) (← links)
- On the stability of biased estimates and the regularization method (Q1918221) (← links)
- Matrix Euclidean norm Wielandt inequalities and their applications to statistics (Q1926081) (← links)
- Combining two-parameter and principal component regression estimators (Q1926093) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Two-sided generalized hyperbolic QR factorization and its perturbation analysis (Q1931739) (← links)
- Robust variable selection of varying coefficient partially nonlinear model based on quantile regression (Q1999977) (← links)
- Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
- Rank-based shrinkage estimation for identification in semiparametric additive models (Q2010793) (← links)
- A robust and efficient estimation and variable selection method for partially linear single-index models (Q2015069) (← links)
- Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims (Q2016804) (← links)
- Some representations for the Drazin inverse of a modified matrix (Q2017970) (← links)
- Least product relative error estimation for identification in multiplicative additive models (Q2059640) (← links)
- Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates (Q2208404) (← links)
- On a principal component two-parameter estimator in linear model with autocorrelated errors (Q2254748) (← links)
- A note on the perturbation analysis for the generalized Cholesky factorization (Q2266982) (← links)
- Weighted composite quantile regression for single index model with missing covariates at random (Q2282597) (← links)
- A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
- On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression (Q2375711) (← links)
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
- Weighted \(UDV^*\)-decomposition and weighted spectral decomposition for rectangular matrices and their applications (Q2425971) (← links)
- On mixed and componentwise condition numbers for indefinite least squares problem (Q2442433) (← links)
- The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
- Matrix left symmetry factor and its applications in generalized inverses \(A_{T,S}^{(2,4)}\) (Q2479259) (← links)
- Outlier mining based on principal component estimation (Q2508022) (← links)
- When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
