The following pages link to Han-Ying Liang (Q221984):
Displaying 50 items.
- (Q176725) (redirect page) (← links)
- Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- The limit law of the iterated logarithm in Banach space (Q383967) (← links)
- Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
- Berry-Esseen bounds for density estimates under NA assumption (Q451295) (← links)
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
- Hypothesis test on response mean with inequality constraints under data missing when covariables are present (Q513685) (← links)
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
- Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
- Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
- Asymptotic normality of recursive density estimates under some dependence assumptions (Q814851) (← links)
- Nonlinear wavelet density estimation with data missing at random when covariates are present (Q889153) (← links)
- Conditional quantile estimation with truncated, censored and dependent data (Q903477) (← links)
- Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic regression model (Q933052) (← links)
- A note on the almost sure central limit theorem for negatively associated fields (Q947209) (← links)
- Strong uniform convergence of the recursive regression estimator under \(\phi\)-mixing conditions. (Q955208) (← links)
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors (Q958903) (← links)
- Strong convergence in nonparametric regression with truncated dependent data (Q958915) (← links)
- Strong limit theorems for weighted sums of negatively associated random variables (Q960180) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations (Q976952) (← links)
- Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
- Complete convergence for \(B\)-valued \(L^p\)-mixingale sequences (Q1273336) (← links)
- On the convergence of moving average processes under negatively associated random variables (Q1396265) (← links)
- Convergence in the law of logarithm for NA sequences (Q1428872) (← links)
- Complete convergence for weighted sums of negatively associated random variables (Q1573256) (← links)
- Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers (Q1609557) (← links)
- Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables (Q1611093) (← links)
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model (Q1621668) (← links)
- Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
- An extension of Feller's strong law of large numbers (Q1686370) (← links)
- A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
- Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
- Complete convergence for weighted sums of NA sequences (Q1805963) (← links)
- A note on convergence rates for sums of \(\rho\)-mixing sequences (Q1806066) (← links)
- Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples (Q1872622) (← links)
- Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
- Statistical inference for partially time-varying coefficient errors-in-variables models (Q1926386) (← links)
- Self-normalized moderate deviations for independent random variables (Q1934412) (← links)
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors (Q1937774) (← links)
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data (Q1946888) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Equivalence of complete convergence and law of large numbers for B-valued random elements (Q1976599) (← links)
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
