Hu Yang

From MaRDI portal
Person:250428

Available identifiers

zbMath Open yang.huMaRDI QIDQ250428

List of research outcomes

PublicationDate of PublicationType
Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction2023-08-09Paper
One-step sparse estimates in the reverse penalty for high-dimensional correlated data2023-06-20Paper
https://portal.mardi4nfdi.de/entity/Q51006842022-09-01Paper
Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data2022-07-05Paper
https://portal.mardi4nfdi.de/entity/Q50626702022-03-17Paper
WLAD-LASSO method for robust estimation and variable selection in partially linear models2022-02-16Paper
Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models2022-01-14Paper
Model averaging marginal regression for high dimensional conditional quantile prediction2021-12-27Paper
Least product relative error estimation for identification in multiplicative additive models2021-12-14Paper
Conditioning theory of the equality constrained quadratic programming and its applications2021-04-14Paper
A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates2020-11-02Paper
On the restricted almost unbiased estimators in linear regression2020-09-30Paper
Robust variable selection in modal varying-coefficient models with longitudinal2020-04-01Paper
A two-parameter estimator in the negative binomial regression model2020-03-09Paper
Weighted composite quantile regression for single index model with missing covariates at random2020-01-08Paper
Rank-based shrinkage estimation for identification in semiparametric additive models2019-11-28Paper
Local Walsh-average-based estimation and variable selection for single-index models2019-11-27Paper
Robust variable selection of varying coefficient partially nonlinear model based on quantile regression2019-06-27Paper
On the penalized maximum likelihood estimation of high-dimensional approximate factor model2019-06-03Paper
Performance of the restricted almost unbiased type principal components estimators in linear regression model2019-05-08Paper
https://portal.mardi4nfdi.de/entity/Q46235772019-02-22Paper
Two classes of almost unbiased type principal component estimators in linear regression model2019-02-01Paper
On the condition number theory of the equality constrained indefinite least squares problem2019-01-28Paper
Statistical inference on asymptotic properties of two estimators for the partially linear single-index models2018-12-03Paper
An efficient and robust variable selection method for longitudinal generalized linear models2018-11-23Paper
A note on the condition number of the scaled total least squares problem2018-10-31Paper
Some results for the Drazin inverses of the sum of two matrices and some block matrices2018-10-10Paper
Two step estimations for a single-index varying-coefficient model with longitudinal data2018-10-01Paper
Semiparametric model averaging for high dimensional conditional quantile prediction2018-09-05Paper
Feature screening for generalized varying coefficient models with application to dichotomous responses2018-08-15Paper
Regularized estimation for the least absolute relative error models with a diverging number of covariates2018-08-15Paper
A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data2018-08-07Paper
On a nonparametric estimator for ruin probability in the classical risk model2018-07-11Paper
Quantile regression for robust inference on varying coefficient partially nonlinear models2018-05-03Paper
Estimation and variable selection in single-index composite quantile regression2018-03-13Paper
Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models2018-01-12Paper
Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression2017-12-13Paper
Variable selection in partially linear additive models for modal regression2017-11-15Paper
Quantile regression and variable selection for single-index varying-coefficient models2017-10-27Paper
Robust modal estimation and variable selection for single-index varying-coefficient models2017-09-20Paper
Penalized composite quantile estimation for censored regression model with a diverging number of parameters2017-08-23Paper
Robust variable selection for generalized linear models with a diverging number of parameters2017-05-02Paper
On a nonparametric estimator for the finite time survival probability with zero initial surplus2017-03-23Paper
Robust estimation and variable selection in censored partially linear additive models2017-02-09Paper
https://portal.mardi4nfdi.de/entity/Q28357922016-11-30Paper
https://portal.mardi4nfdi.de/entity/Q28358112016-11-30Paper
More on the two-parameter estimation in the restricted regression2016-11-23Paper
Joint estimation for single index mean-covariance models with longitudinal data2016-11-01Paper
Robust estimation for varying index coefficient models2016-09-29Paper
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data2016-09-29Paper
Erratum to: ``Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data2016-09-29Paper
Penalized LAD Regression for Single-index Models2016-09-16Paper
A note on a discrete time MAP risk model2016-09-12Paper
Restricted estimation and testing of hypothesis in linear measurement errors models2016-08-29Paper
Robust variable selection and parametric component identification in varying coefficient models2016-08-29Paper
Robust estimation and variable selection for varying-coefficient single-index models based on modal regression2016-08-26Paper
Assessing local influence for elliptical linear models under equality constraints2016-08-22Paper
Variable selection for partially time-varying coefficient error-in-variables models2016-07-19Paper
Efficiency of a stochastic restricted two-parameter estimator in linear regression2016-06-21Paper
Positive-rule stein-type almost unbiased ridge estimator in linear regression model2016-06-10Paper
Further research on the principal component two-parameter estimator in linear model2016-05-25Paper
Inverse probability weighted estimators for single-index models with missing covariates2016-05-25Paper
Penalized inverse probability weighted estimators for weighted rank regression with missing covariates2016-05-25Paper
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis2016-05-02Paper
A robust penalized estimation for identification in semiparametric additive models2016-04-22Paper
Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method2016-04-14Paper
Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response2016-04-01Paper
More on the unbiased ridge regression estimation2016-03-18Paper
Penalized weighted composite quantile estimators with missing covariates2016-03-18Paper
Variable selection for generalized varying coefficient models with longitudinal data2016-03-18Paper
Generalized varying index coefficient models2016-02-29Paper
https://portal.mardi4nfdi.de/entity/Q34628502016-01-15Paper
A flexible condition number for weighted linear least squares problem and its statistical estimation2015-09-09Paper
Condition numbers for the nonlinear matrix equation and their statistical estimation2015-08-21Paper
On the Principal Component Liu-type Estimator in Linear Regression2015-07-29Paper
A ruin model with compound Poisson income and dependence between claim sizes and claim intervals2015-07-22Paper
Improved results on the Drazin inverse of a 2 x 2 block matrix in terms of Banachiewicz-Schur forms2015-06-26Paper
Some representations for the Drazin inverse of a modified matrix2015-03-23Paper
Improvements in the upper bounds for the spread of a matrix2015-02-17Paper
On a principal component two-parameter estimator in linear model with autocorrelated errors2015-02-06Paper
A Further Study of Predictions in Linear Mixed Models2015-02-05Paper
https://portal.mardi4nfdi.de/entity/Q54964012015-01-30Paper
Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity2015-01-29Paper
On a perturbed Sparre Andersen risk model with dividend barrier and dependence2015-01-26Paper
Perturbation analysis for the symplectic QR factorization2015-01-14Paper
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function2015-01-08Paper
SCAD penalized rank regression with a diverging number of parameters2014-11-28Paper
Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions2014-11-26Paper
Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error2014-11-26Paper
A robust and efficient estimation method for single-index varying-coefficient models2014-11-03Paper
Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses2014-08-07Paper
A note on multiplicative perturbation bounds for the Moore–Penrose inverse2014-08-07Paper
When does surplus reach a given target before ruin in the Markov-modulated diffusion model?2014-08-05Paper
Improvement of the Liu Estimator in Weighted Mixed Regression2014-07-31Paper
Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression2014-07-30Paper
Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims2014-06-30Paper
A robust and efficient estimation and variable selection method for partially linear single-index models2014-06-18Paper
The adaptive L1-penalized LAD regression for partially linear single-index models2014-06-12Paper
Refinements of the Heron and Heinz means inequalities for matrices2014-06-06Paper
On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model2014-05-23Paper
THE DRAZIN INVERSES OF THE SUM OF TWO MATRICES AND BLOCK MATRIX2014-04-04Paper
On mixed and componentwise condition numbers for indefinite least squares problem2014-04-03Paper
A new ridge-type estimator in stochastic restricted linear regression2014-03-14Paper
On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process2013-12-17Paper
Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression2013-11-26Paper
https://portal.mardi4nfdi.de/entity/Q28599932013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q28600702013-11-19Paper
Some results on the partial orderings of block matrices2013-07-30Paper
Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions2013-06-25Paper
Efficiency of an almost unbiased two-parameter estimator in linear regression model2013-06-25Paper
New perturbation bounds for the subunitary polar factors2013-06-24Paper
On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression2013-06-14Paper
Weighted Stochastic Restricted Estimation in Linear Measurement Error Models2013-05-13Paper
New perturbation bounds for nonnegative and positive polar factors2013-03-06Paper
On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons2013-02-11Paper
https://portal.mardi4nfdi.de/entity/Q49015372013-01-24Paper
Two-sided generalized hyperbolic QR factorization and its perturbation analysis2013-01-16Paper
On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation2013-01-11Paper
Matrix Euclidean norm Wielandt inequalities and their applications to statistics2012-12-27Paper
Combining two-parameter and principal component regression estimators2012-12-27Paper
Perturbation analysis for the hyperbolic QR factorization2012-12-04Paper
Erratum to ``Perturbation analysis for the hyperbolic QR factorization2012-12-04Paper
A stochastic restrictedk–dclass estimator2012-11-30Paper
A new stochastic mixed ridge estimator in linear regression model2012-09-23Paper
A new Liu-type estimator in linear regression model2012-09-20Paper
Some comments on: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion.2012-09-20Paper
Correction: Estimation for a partial-linear single-index model2012-09-03Paper
Further results on the group inverses and Drazin inverses of anti-triangular block matrices2012-08-19Paper
Perturbation analysis for block downdating of the generalized Cholesky factorization2012-08-19Paper
https://portal.mardi4nfdi.de/entity/Q28952492012-07-02Paper
Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror2012-06-25Paper
More on the Bias and Variance Comparisons of the Restricted Almost Unbiased Estimators2012-06-19Paper
Some Matrix Norm Kantorovich Inequalities and Their Applications2012-06-19Paper
Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions2012-06-19Paper
https://portal.mardi4nfdi.de/entity/Q28860062012-06-01Paper
https://portal.mardi4nfdi.de/entity/Q28886992012-06-01Paper
On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models2012-05-18Paper
Relative and absolute perturbation bounds for weighted polar decomposition2012-04-04Paper
The compound Poisson risk model with dependence under a multi-layer dividend strategy2012-01-27Paper
https://portal.mardi4nfdi.de/entity/Q31114222012-01-18Paper
An expression of the general common least-squares solution to a pair of matrix equations with applications2011-10-18Paper
https://portal.mardi4nfdi.de/entity/Q30915852011-09-09Paper
On the restrictedrkclass estimator and the restrictedrdclass estimator in linear regression2011-07-29Paper
On a compound Poisson risk model with delayed claims and random incomes2011-07-22Paper
Mixed-type reverse-order laws of \((AB)^{(1,2,3)}\) and \((AB)^{(1,2,4)}\)2011-07-22Paper
More on the Preliminary Test Estimator in Almost Unbiased Liu Regression2011-07-20Paper
A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model2011-07-20Paper
On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors2011-07-20Paper
Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error2011-05-20Paper
On the absolute ruin in a MAP risk model with debit interest2011-05-03Paper
On a class of renewal risk model with random income2011-04-06Paper
Further results on the reverse order law for \(\{1,3\}\)-inverse and \(\{1,4\}\)-inverse of a matrix product2010-12-06Paper
Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times2010-11-30Paper
The Drazin inverse of the sum of two matrices and its applications2010-11-30Paper
Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion2010-11-22Paper
https://portal.mardi4nfdi.de/entity/Q30541002010-11-05Paper
A ruin model with random income and dependence between claim sizes and claim intervals2010-10-29Paper
Two Kinds of Restricted Estimators in Singular Linear Regression2010-09-21Paper
Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm2010-09-10Paper
Relative perturbation bounds for weighted polar decomposition2010-06-28Paper
Multiplicative perturbation bounds for weighted unitary polar factor2010-06-23Paper
A New Two-Parameter Estimator in Linear Regression2010-06-08Paper
Lavoie inequalities for weighted generalized inverses of matrices2010-06-02Paper
On a discrete risk model with two-sided jumps2010-04-27Paper
On a risk model with stochastic premiums income and dependence between income and loss2010-04-21Paper
A generalized penalty function in the Sparre Andersen risk model with two-sided jumps2010-04-01Paper
The reverse order law for \(\{1, 3, 4\}\)-inverse of the product of two matrices2010-03-31Paper
A note on the perturbation analysis for the generalized Cholesky factorization2010-02-26Paper
The perturbed compound Poisson risk model with two-sided jumps2010-01-15Paper
Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data2010-01-08Paper
Several matrix Euclidean norm inequalities involving Kantorovich inequality2009-11-03Paper
On a perturbed Sparre Andersen risk model with multi-layer dividend strategy2009-09-29Paper
Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators2009-09-18Paper
An alternative stochastic restricted Liu estimator in linear regression2009-09-14Paper
https://portal.mardi4nfdi.de/entity/Q53189542009-07-22Paper
The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims2009-07-20Paper
A note on an unusual type of generalized polar decomposition2009-07-02Paper
https://portal.mardi4nfdi.de/entity/Q36333552009-06-19Paper
An alternative form of the Watson efficiency2009-06-09Paper
Quasi-minimax estimation in the general linear regression model2009-04-30Paper
Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices2009-04-30Paper
https://portal.mardi4nfdi.de/entity/Q36092472009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q36096892009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35997062009-02-09Paper
The representation of generalized inverse \(A_{T,S}^{(2,3)}\) and its applications2009-01-27Paper
Ruin problems in a discrete Markov risk model2009-01-21Paper
The perturbed compound Poisson risk model with multi-layer dividend strategy2009-01-21Paper
On the time value of absolute ruin for a multi-layer compound Poisson model under interest force2008-09-29Paper
Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy2008-06-25Paper
https://portal.mardi4nfdi.de/entity/Q35005872008-06-03Paper
Weighted \(UDV^*\)-decomposition and weighted spectral decomposition for rectangular matrices and their applications2008-04-17Paper
Matrix left symmetry factor and its applications in generalized inverses \(A_{T,S}^{(2,4)}\)2008-03-26Paper
The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix2008-03-12Paper
The conditional ridge-type estimation in singular linear model with linear equality restrictions2008-02-07Paper
https://portal.mardi4nfdi.de/entity/Q54328162007-12-18Paper
Estimation in Singular Linear Models with Stochastic Linear Restrictions2007-10-24Paper
Ridge Estimation to the Restricted Linear Model2007-10-24Paper
https://portal.mardi4nfdi.de/entity/Q53071652007-09-25Paper
https://portal.mardi4nfdi.de/entity/Q34281862007-03-27Paper
Outlier mining based on principal component estimation2006-10-09Paper
Advances in Neural Networks – ISNN 20052005-11-23Paper
https://portal.mardi4nfdi.de/entity/Q31596032005-02-16Paper
Adaptive unified biased estimators of parameters in linear model2004-11-05Paper
https://portal.mardi4nfdi.de/entity/Q44163662003-08-03Paper
https://portal.mardi4nfdi.de/entity/Q45164072000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45165092000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q47189382000-01-04Paper
https://portal.mardi4nfdi.de/entity/Q43811401998-11-10Paper
Efficiency matrix and the partial ordering of estimate1997-02-03Paper
Linear estimators under Pitman nearness criterion1996-11-11Paper
On the stability of biased estimates and the regularization method1996-07-18Paper
Matrix norm versions of the Kantorovich inequality and its applications1996-05-13Paper
https://portal.mardi4nfdi.de/entity/Q42789321994-06-20Paper
https://portal.mardi4nfdi.de/entity/Q52895711993-08-23Paper
A kind of general influence measure on the linear weighted regression1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40252011993-02-18Paper
https://portal.mardi4nfdi.de/entity/Q40230231993-01-25Paper
Two new classes of the generalized Kantorovich inequalities and their applications1992-09-27Paper
The inefficiency of the least squares estimator and its bound1992-09-27Paper
A brief proof on the generalized variance bound of the relative efficiency in statistics1992-06-25Paper
Kantorovich-type inequalities and the measures of inefficiency of the GLSE1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38168561988-01-01Paper

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: Hu Yang