| Publication | Date of Publication | Type |
|---|
| Propensity Score Regression for Causal Inference With Treatment Heterogeneity | 2024-04-15 | Paper |
| Linear maps preserving the Lorentz spectrum of \(3 \times 3\) matrices | 2024-03-20 | Paper |
| Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection | 2024-03-19 | Paper |
| Projection Test for Mean Vector in High Dimensions | 2024-03-19 | Paper |
| Rank-based indices for testing independence between two high-dimensional vectors | 2024-03-11 | Paper |
| Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic | 2024-03-06 | Paper |
| Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators | 2024-03-06 | Paper |
| Regularized Linear Programming Discriminant Rule with Folded Concave Penalty for Ultrahigh-Dimensional Data | 2024-01-22 | Paper |
| Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing | 2024-01-08 | Paper |
| Model-Free Conditional Feature Screening with FDR Control | 2024-01-08 | Paper |
| Dense, irregular, yet always graphic $3$-uniform hypergraph degree sequences | 2023-12-01 | Paper |
| semidist | 2023-11-21 | Software |
| Threshold Selection in Feature Screening for Error Rate Control | 2023-10-18 | Paper |
| Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances | 2023-10-18 | Paper |
| Tight bound on tilted CHSH inequality with measurement dependence | 2023-09-08 | Paper |
| tvem | 2023-08-13 | Software |
| Causal Structural Learning on MPHIA Individual Dataset | 2023-07-06 | Paper |
| Linear Hypothesis Testing in Linear Models With High-Dimensional Responses | 2023-07-06 | Paper |
| Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills | 2023-07-04 | Paper |
| Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic | 2023-06-09 | Paper |
| Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation | 2023-05-22 | Paper |
| PEtests | 2023-05-22 | Software |
| Large-Scale Datastreams Surveillance via Pattern-Oriented-Sampling | 2023-03-27 | Paper |
| Model-Free Feature Screening and FDR Control With Knockoff Features | 2023-03-09 | Paper |
| Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems | 2023-03-09 | Paper |
| Probabilistic HIV recency classification -- a logistic regression without labeled individual level training data | 2023-02-24 | Paper |
| Generalized Varying Coefficient Mediation Models | 2022-12-05 | Paper |
| Central limit theorem and Berry-Esseen bounds for a branching random walk with immigration in a random environment | 2022-10-14 | Paper |
| Inference on covariance-mean regression | 2022-09-14 | Paper |
| A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood | 2022-07-19 | Paper |
| New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data | 2022-07-11 | Paper |
| Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing | 2022-05-18 | Paper |
| Projection-based high-dimensional sign test | 2022-04-25 | Paper |
| Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications | 2022-03-27 | Paper |
| Stable correlation and robust feature screening | 2022-01-24 | Paper |
| An overview of tests on high-dimensional means | 2022-01-03 | Paper |
| Feature Screening for Network Autoregression Model | 2021-10-06 | Paper |
| Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications | 2021-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998879 | 2021-07-09 | Paper |
| Inference in high dimensional linear measurement error models | 2021-06-22 | Paper |
| Variable selection for partially linear models via Bayesian subset modeling with diffusing prior | 2021-04-29 | Paper |
| Homogeneity tests of covariance matrices with high-dimensional longitudinal data | 2021-04-20 | Paper |
| A Tuning-free Robust and Efficient Approach to High-dimensional Regression | 2021-01-22 | Paper |
| Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” | 2021-01-22 | Paper |
| Test of significance for high-dimensional longitudinal data | 2020-12-14 | Paper |
| Empirical likelihood test for a large-dimensional mean vector | 2020-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969042 | 2020-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969060 | 2020-10-05 | Paper |
| Model-Free Forward Screening Via Cumulative Divergence | 2020-09-15 | Paper |
| Model-Free Feature Screening and FDR Control With Knockoff Features | 2020-07-20 | Paper |
| Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models | 2020-05-14 | Paper |
| Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS | 2020-05-13 | Paper |
| Consistent selection of the number of change-points via sample-splitting | 2020-05-05 | Paper |
| Ultrahigh dimensional precision matrix estimation via refitted cross validation | 2020-02-17 | Paper |
| Consistent selection of the number of change-points via sample-splitting | 2020-02-01 | Paper |
| Hypothesis testing on linear structures of high-dimensional covariance matrix | 2020-01-15 | Paper |
| Scalar-on-function regression for predicting distal outcomes from intensively gathered longitudinal data: interpretability for applied scientists | 2019-11-26 | Paper |
| Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming | 2019-10-22 | Paper |
| Linear hypothesis testing for high dimensional generalized linear models | 2019-10-09 | Paper |
| Projection correlation between two random vectors | 2019-06-24 | Paper |
| Recent History Functional Linear Models | 2019-06-03 | Paper |
| Iterative Conditional Maximization Algorithm for Nonconcave Penalized Likelihood | 2019-06-03 | Paper |
| Feature screening in ultrahigh-dimensional varying-coefficient Cox model | 2019-05-27 | Paper |
| Semiparametric regression for measurement error model with heteroscedastic error | 2019-05-27 | Paper |
| Variable Selection for Support Vector Machines in Moderately High Dimensions | 2019-05-09 | Paper |
| Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression | 2019-04-30 | Paper |
| Portal nodes screening for large scale social networks | 2019-04-30 | Paper |
| A dynamic model for functional mapping of biological rhythms | 2018-12-05 | Paper |
| Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection | 2018-11-22 | Paper |
| Error Variance Estimation in Ultrahigh-Dimensional Additive Models | 2018-10-23 | Paper |
| Variable selection for partially linear models via partial correlation | 2018-09-01 | Paper |
| Variable selection for partially linear models via partial correlation | 2018-08-16 | Paper |
| Model-free conditional independence feature screening for ultrahigh dimensional data | 2018-02-28 | Paper |
| Variable Selection via Partial Correlation | 2018-01-01 | Paper |
| Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions | 2017-12-01 | Paper |
| Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis | 2017-10-13 | Paper |
| A High-Dimensional Nonparametric Multivariate Test for Mean Vector | 2017-10-13 | Paper |
| Comment | 2017-08-07 | Paper |
| Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates | 2017-08-04 | Paper |
| Variable Selection via Partial Correlation | 2017-07-13 | Paper |
| Testing a single regression coefficient in high dimensional linear models | 2016-09-13 | Paper |
| Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data | 2016-09-09 | Paper |
| Local composite quantile regression smoothing for Harris recurrent Markov processes | 2016-07-27 | Paper |
| Feature screening in ultrahigh dimensional cox's model | 2016-07-15 | Paper |
| Time-varying coefficient models for joint modeling binary and continuous outcomes in longitudinal data | 2016-07-15 | Paper |
| Partial linear varying multi-index coefficient model for integrative gene-environment interactions | 2016-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2810782 | 2016-06-06 | Paper |
| Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data | 2016-06-01 | Paper |
| Global solutions to folded concave penalized nonconvex learning | 2016-05-12 | Paper |
| Prediction-based Termination Rule for Greedy Learning with Massive Data | 2016-03-30 | Paper |
| Regularized quantile regression and robust feature screening for single index models | 2016-01-28 | Paper |
| Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error | 2016-01-14 | Paper |
| Ultrahigh-Dimensional Multiclass Linear Discriminant Analysis by Pairwise Sure Independence Screening | 2016-01-02 | Paper |
| Modeling intensive longitudinal data with mixtures of nonparametric trajectories and time-varying effects. | 2015-12-01 | Paper |
| A selective overview of feature screening for ultrahigh-dimensional data | 2015-11-12 | Paper |
| Varying coefficient models for data with auto-correlated error process | 2015-11-03 | Paper |
| Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies | 2015-10-28 | Paper |
| Variable Selection for Partially Linear Models With Measurement Errors | 2015-06-22 | Paper |
| Regularization Parameter Selections via Generalized Information Criterion | 2015-06-11 | Paper |
| A note on a nonparametric regression test through penalized splines | 2015-04-28 | Paper |
| Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis | 2015-04-03 | Paper |
| A fast algorithm for detecting gene-gene interactions in genome-wide association studies | 2015-02-26 | Paper |
| Nonlinear varying-coefficient models with applications to a photosynthesis study | 2015-01-14 | Paper |
| NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE | 2014-12-10 | Paper |
| Multivariate varying coefficient model for functional responses | 2014-09-15 | Paper |
| Robust estimation for partially linear models with large-dimensional covariates | 2014-03-21 | Paper |
| Calibrating nonconvex penalized regression in ultra-high dimension | 2014-03-06 | Paper |
| Nonparametric Mixture of Regression Models | 2013-11-11 | Paper |
| Empirical likelihood inference for semi-parametric estimating equations | 2013-09-09 | Paper |
| Semiparametric estimation of conditional heteroscedasticitity via single-index modeling | 2013-08-28 | Paper |
| AN OVERVIEW ON VARIABLE SELECTION FOR LONGITUDINAL DATA | 2013-07-31 | Paper |
| An Overview on Variable Selection for Survival Analysis | 2013-06-21 | Paper |
| Empirical Likelihood in Survival Analysis | 2013-06-21 | Paper |
| Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension | 2013-04-22 | Paper |
| Variable selection in linear mixed effects models | 2013-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145536 | 2012-12-21 | Paper |
| Local modal regression | 2012-12-20 | Paper |
| Weighted quantile regression for AR model with infinite variance errors | 2012-12-20 | Paper |
| Feature Screening via Distance Correlation Learning | 2012-11-09 | Paper |
| Robust neural network with applications to credit portfolio data analysis | 2012-08-18 | Paper |
| Feature Screening via Distance Correlation Learning | 2012-06-01 | Paper |
| Model-Free Feature Screening for Ultrahigh-Dimensional Data | 2012-03-22 | Paper |
| A time-varying effect model for intensive longitudinal data. | 2012-01-01 | Paper |
| Model-Free Feature Screening for Ultrahigh-Dimensional Data | 2011-12-01 | Paper |
| Prediction-Based Structured Variable Selection through the Receiver Operating Characteristic Curves | 2011-11-21 | Paper |
| New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models | 2011-04-05 | Paper |
| Local Rank Inference for Varying Coefficient Models | 2011-02-01 | Paper |
| Recent history functional linear models for sparse longitudinal data | 2011-01-31 | Paper |
| Estimation and testing for partially linear single-index models | 2011-01-19 | Paper |
| Estimation and testing for partially linear single-index models | 2010-12-01 | Paper |
| Variable selection in measurement error models | 2010-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580528 | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405580 | 2010-02-10 | Paper |
| Local linear regression for data with AR errors | 2009-11-13 | Paper |
| Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method | 2009-06-30 | Paper |
| Design of experiments with multiple independent variables: A resource management perspective on complete and reduced factorial designs. | 2009-01-01 | Paper |
| Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications | 2008-10-15 | Paper |
| One-step sparse estimates in nonconcave penalized likelihood models | 2008-08-28 | Paper |
| Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models | 2008-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511608 | 2008-07-11 | Paper |
| Tuning parameter selectors for the smoothly clipped absolute deviation method | 2008-03-20 | Paper |
| Variable selection in semiparametric regression modeling | 2008-03-12 | Paper |
| A new estimation procedure for a partially nonlinear model via a mixed‐effects approach | 2008-03-11 | Paper |
| An effective algorithm for generation of factorial designs with generalized minimum aberration | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310580 | 2007-10-11 | Paper |
| Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function | 2007-09-18 | Paper |
| New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis | 2007-08-20 | Paper |
| Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data | 2006-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5491004 | 2006-09-26 | Paper |
| Variable selection for multivariate failure time data | 2006-07-10 | Paper |
| Majorization framework for balanced lattice designs | 2006-03-23 | Paper |
| Variable selection using MM algorithms | 2006-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5706748 | 2005-11-21 | Paper |
| Evaluation of reproducibility for paired functional data | 2005-02-09 | Paper |
| Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties | 2004-06-10 | Paper |
| Data analysis in supersaturated designs. | 2003-05-07 | Paper |
| Variable selection for Cox's proportional hazards model and frailty model | 2002-11-14 | Paper |
| Efficient Estimation and Inferences for Varying-Coefficient Models | 2002-07-30 | Paper |
| A mixed-type test for linearity in time series | 2000-12-27 | Paper |
| Testing multinormality based on low-dimensional projection | 2000-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516463 | 2000-11-28 | Paper |
| Testing multivariate uniformity and its applications | 2000-11-22 | Paper |
| Bayesian statistical inference on elliptical matrix distributions | 1999-12-20 | Paper |
| Dimension-reduction type test for linearity of a stochastic regression model | 1999-12-14 | Paper |
| A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures | 1999-09-22 | Paper |
| A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality. | 1999-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4208320 | 1998-12-14 | Paper |
| Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications | 1998-07-23 | Paper |
| The expected values of invariant polynomials with matrix argument of elliptical distributions | 1997-12-15 | Paper |
| Estimation of scatter matrix based on i.i.d. sample from elliptical distributions | 1996-07-29 | Paper |
| Estimation of scale matrix of elliptically contoured matrix distributions | 1995-11-26 | Paper |
| The characteristic functions of spherical matrix distributions | 1994-11-17 | Paper |
