Jing Lv

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction	2023-08-09	Paper
AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories	2023-03-09	Paper
High-dimensional Varying Index Coefficient Quantile Regression Model	2022-03-30	Paper
A local condition for planar graphs to be 4-choosable	2022-03-21	Paper
Jackknife Partially Linear Model Averaging for the Conditional Quantile Prediction	2022-03-19	Paper
Model averaging marginal regression for high dimensional conditional quantile prediction	2021-12-27	Paper
Composite quantile regression for ultra-high dimensional semiparametric model averaging	2021-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q4963658	2021-02-19	Paper
Robust variable selection in modal varying-coefficient models with longitudinal	2020-04-01	Paper
List coloring and diagonal coloring for plane graphs of diameter two	2020-01-09	Paper
Quantile estimations via modified Cholesky decomposition for longitudinal single-index models	2019-10-22	Paper
Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data	2019-09-18	Paper
Subject-wise empirical likelihood inference for robust joint mean-covariance model with longitudinal data	2019-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q4623577	2019-02-22	Paper
An efficient and robust variable selection method for longitudinal generalized linear models	2018-11-23	Paper
Quantized feedback control for time-delay systems via sliding mode observers	2018-11-23	Paper
Two step estimations for a single-index varying-coefficient model with longitudinal data	2018-10-01	Paper
High-dimensional varying index coefficient quantile regression model	2018-09-04	Paper
A new sufficient condition for a toroidal graph to be 4-choosable	2018-08-15	Paper
A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data	2018-08-07	Paper
Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data	2018-05-03	Paper
Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression	2017-12-13	Paper
Variable selection in partially linear additive models for modal regression	2017-11-15	Paper
Modeling and simulation of dynamics of a planar-motion rigid body with friction and surface contact	2017-09-15	Paper
Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data	2017-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q2984030	2017-05-17	Paper
Robust variable selection for generalized linear models with a diverging number of parameters	2017-05-02	Paper
Joint estimation for single index mean-covariance models with longitudinal data	2016-11-01	Paper
Robust estimation for varying index coefficient models	2016-09-29	Paper
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data	2016-09-29	Paper
Erratum to: ``Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data	2016-09-29	Paper
Penalized LAD Regression for Single-index Models	2016-09-16	Paper
Robust variable selection and parametric component identification in varying coefficient models	2016-08-29	Paper
Robust estimation and variable selection for varying-coefficient single-index models based on modal regression	2016-08-26	Paper
Penalized inverse probability weighted estimators for weighted rank regression with missing covariates	2016-05-25	Paper
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis	2016-05-02	Paper
Variable selection for generalized varying coefficient models with longitudinal data	2016-03-18	Paper
Generalized varying index coefficient models	2016-02-29	Paper
Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity	2015-01-29	Paper
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function	2015-01-08	Paper
SCAD penalized rank regression with a diverging number of parameters	2014-11-28	Paper
A robust and efficient estimation method for single-index varying-coefficient models	2014-11-03	Paper

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