Han-Ying Liang

From MaRDI portal
Person:221984

Available identifiers

zbMath Open liang.hanyingMaRDI QIDQ221984

List of research outcomes

PublicationDate of PublicationType
Empirical likelihood in single-index partially functional linear model with missing observations2024-02-23Paper
Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations2023-10-24Paper
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces2023-10-04Paper
Bayesian analysis in single-index quantile regression with missing observation2023-09-11Paper
Empirical likelihood in single-index quantile regression with high dimensional and missing observations2023-06-26Paper
Bayesian empirical likelihood of quantile regression with missing observations2023-04-11Paper
Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions2023-03-06Paper
Nonparametric inference for quantile cointegrations with stationary covariates2022-09-14Paper
Change point estimation in regression model with response missing at random2022-09-14Paper
A probability inequality for sums of independent Banach space valued random variables2022-06-30Paper
Empirical likelihood in varying-coefficient quantile regression with missing observations2022-05-25Paper
Asymptotic normality of conditional density estimation under truncated, censored and dependent data2022-05-20Paper
Empirical likelihood of conditional quantile difference with left-truncated and dependent data2022-04-27Paper
Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present2022-01-12Paper
Local M-estimation of nonparametric regression with left-truncated and dependent data2021-12-17Paper
CLT for integrated square error of density estimators with censoring indicators missing at random2021-06-03Paper
Quantile regression of partially linear single-index model with missing observations2021-05-03Paper
Dimension reduction estimation for central mean subspace with missing multivariate response2019-11-22Paper
Asymptotic properties for LS estimators in EV regression model with dependent errors2018-12-18Paper
Weighted estimation of conditional mean function with truncated, censored and dependent data2018-12-03Paper
Asymptotic normality of estimators in heteroscedastic errors-in-variables model2018-11-09Paper
Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models2018-10-29Paper
Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random2018-08-17Paper
Quantile regression and its empirical likelihood with missing response at random2018-08-02Paper
Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information2018-06-01Paper
A weighted estimator of conditional hazard rate with left-truncated and dependent data2018-02-08Paper
Wavelet estimation of density for censored data with censoring indicator missing at random2018-01-12Paper
An extension of Feller's strong law of large numbers2017-12-22Paper
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS2017-05-10Paper
Convergence rate of wavelet density estimator with data missing randomly when covariables are present2017-04-27Paper
Hypothesis test on response mean with inequality constraints under data missing when covariables are present2017-03-07Paper
Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models2017-03-07Paper
A note on symmetrization procedures for the laws of large numbers2016-12-15Paper
Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions2016-08-29Paper
Berry–Esseen type bounds in heteroscedastic errors-in-variables model2016-08-26Paper
Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors2016-04-20Paper
Asymptotic normality of conditional density estimation with left-truncated and dependent data2016-03-18Paper
Asymptotic properties of conditional quantile estimator for censored dependent observations2016-02-01Paper
Conditional quantile estimation with truncated, censored and dependent data2016-01-06Paper
Nonlinear wavelet density estimation with data missing at random when covariates are present2015-11-06Paper
A comparison theorem for the law of large numbers in Banach spaces2015-06-24Paper
A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data2015-03-09Paper
Asymptotic properties for an M-estimator of the regression function with truncation and dependent data2014-09-26Paper
Global L2 error of wavelet density estimator with truncated and strong mixing observations2014-08-11Paper
Empirical likelihood inference for semiparametric model with linear process errors2014-08-04Paper
Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors2014-01-27Paper
Kernel estimation of conditional density with truncated, censored and dependent data2014-01-13Paper
The limit law of the iterated logarithm in Banach space2013-12-06Paper
Local polynomial quasi-likelihood regression with truncated and dependent data2013-11-21Paper
Empirical likelihood inference for partially time-varying coefficient errors-in-variables models2013-05-28Paper
Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data2013-04-10Paper
Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors2013-02-19Paper
Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors2013-01-31Paper
Self-normalized moderate deviations for independent random variables2013-01-28Paper
Statistical inference for partially time-varying coefficient errors-in-variables models2012-12-28Paper
Empirical likelihood for conditional quantile with left-truncated and dependent data2012-12-27Paper
Weighted nonparametric regression estimation with truncated and dependent data2012-12-20Paper
Local polynomial estimation of a conditional mean function with dependent truncated data2012-11-15Paper
Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors2012-10-23Paper
Berry-Esseen bounds for density estimates under NA assumption2012-09-23Paper
Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model2012-08-02Paper
Empirical likelihood for partially time-varying coefficient models with dependent observations2012-06-25Paper
NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS2012-06-13Paper
NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS2011-08-16Paper
Berry-Esseen type bounds in heteroscedastic semi-parametric model2011-08-01Paper
Conditional quantile estimation with auxiliary information for left-truncated and dependent data2011-08-01Paper
Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors2011-07-22Paper
Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions2011-07-20Paper
Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions2011-07-13Paper
Empirical Likelihood for a Heteroscedastic Partial Linear Model2011-06-10Paper
Strong convergence for weighted sums of negatively associated arrays2011-04-06Paper
Wavelet estimation of conditional density with truncated, censored and dependent data2011-03-14Paper
https://portal.mardi4nfdi.de/entity/Q30716872011-02-05Paper
Nonlinear wavelet estimator of the regression function under left-truncated dependent data2010-06-18Paper
Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations2010-06-16Paper
Empirical Likelihood for Conditional Density Under Left Truncation and α-Mixing Condition2010-05-21Paper
Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data2010-04-06Paper
Complete moment and integral convergence for sums of negatively associated random variables2010-03-17Paper
https://portal.mardi4nfdi.de/entity/Q53189362009-07-22Paper
Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions2009-06-09Paper
https://portal.mardi4nfdi.de/entity/Q36223062009-04-28Paper
A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples2009-04-21Paper
A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS2009-02-12Paper
https://portal.mardi4nfdi.de/entity/Q35996572009-02-09Paper
Asymptotic normality in partial linear models based on dependent errors2009-01-30Paper
Strong limit theorems for weighted sums of negatively associated random variables2008-12-16Paper
Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors2008-12-10Paper
Strong convergence in nonparametric regression with truncated dependent data2008-12-10Paper
Strong uniform convergence of the recursive regression estimator under \(\phi\)-mixing conditions.2008-11-19Paper
A note on the almost sure central limit theorem for negatively associated fields2008-09-29Paper
Asymptotic normality of wavelet estimator in heteroscedastic regression model2008-08-06Paper
Wavelet estimation in heteroscedastic model under censored samples2008-04-15Paper
A wide class of heavy-tailed distributions and its applications2008-03-31Paper
ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS2008-01-28Paper
The LIL for the Bickel-Rosenblatt test statistic2007-06-26Paper
WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES2007-03-20Paper
Law of the iterated logarithm for self-normalized sums and their increments2007-01-08Paper
On a semiparametric regression model whose errors form a linear process with negatively associated innovations2006-11-07Paper
Self-normalized LIL for Hanson-Russo type increments2006-10-31Paper
Wavelet estimation in nonparametric model under martingale difference errors2006-09-11Paper
Asymptotics of estimators in semi-parametric model under NA samples2006-08-14Paper
Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations2006-06-29Paper
Asymptotic normality of recursive density estimates under some dependence assumptions2006-02-08Paper
Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences2005-09-29Paper
CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES2005-05-09Paper
On the convergence of moving average processes under dependent conditions2005-04-11Paper
Convergence in the law of logarithm for NA sequences2004-05-18Paper
A WEAK LAW FOR WEIGHTED SUMS OF ARRAY OF ROW NA RANDOM VARIABLES2004-03-29Paper
On the convergence of moving average processes under negatively associated random variables2003-10-23Paper
https://portal.mardi4nfdi.de/entity/Q48071702003-09-24Paper
Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples2003-07-13Paper
https://portal.mardi4nfdi.de/entity/Q47960912003-03-13Paper
Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables2002-11-25Paper
https://portal.mardi4nfdi.de/entity/Q47782842002-11-14Paper
On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays2002-09-18Paper
On the best constant in Marcinkiewicz-Zygmund inequality2002-08-28Paper
Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers2002-08-15Paper
https://portal.mardi4nfdi.de/entity/Q27817202002-07-29Paper
Convergence rates in the law of large numbers for \(B\)-valued random elements2002-07-22Paper
https://portal.mardi4nfdi.de/entity/Q27465352002-05-05Paper
Convergence rates in the law of logarithm of random elements2002-01-17Paper
https://portal.mardi4nfdi.de/entity/Q27219232001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q27204472001-06-27Paper
Complete convergence for weighted sums of negatively associated random variables2001-05-20Paper
Equivalence of complete convergence and law of large numbers for B-valued random elements2001-05-20Paper
https://portal.mardi4nfdi.de/entity/Q45079292001-05-20Paper
https://portal.mardi4nfdi.de/entity/Q45093402001-04-26Paper
https://portal.mardi4nfdi.de/entity/Q45000542001-03-07Paper
https://portal.mardi4nfdi.de/entity/Q45282712001-01-31Paper
A note on convergence rates for sums of \(\rho\)-mixing sequences2000-05-09Paper
Complete convergence for \(B\)-valued \(L^p\)-mixingale sequences2000-01-09Paper
https://portal.mardi4nfdi.de/entity/Q38372042000-01-03Paper
https://portal.mardi4nfdi.de/entity/Q47058501999-11-25Paper
Complete convergence for weighted sums of NA sequences1999-11-01Paper
https://portal.mardi4nfdi.de/entity/Q43920801999-03-22Paper
https://portal.mardi4nfdi.de/entity/Q43921181999-03-02Paper
https://portal.mardi4nfdi.de/entity/Q48845131996-07-15Paper
https://portal.mardi4nfdi.de/entity/Q48563191996-02-20Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Han-Ying Liang