| Publication | Date of Publication | Type |
|---|
| Applied regression analysis of correlations for correlated data | 2024-04-15 | Paper |
| Testing the missing at random assumption in generalized linear models in the presence of instrumental variables | 2024-03-15 | Paper |
| Optimal covariance matrix estimation for high-dimensional noise in high-frequency data | 2024-03-06 | Paper |
| Robust matrix estimations meet Frank-Wolfe algorithm | 2023-08-22 | Paper |
| Information criteria for latent factor models: a study on factor pervasiveness and adaptivity | 2023-03-03 | Paper |
| Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection | 2023-01-04 | Paper |
| Mann–Whitney Test with Adjustments to Pretreatment Variables for Missing Values and Observational Study | 2022-07-11 | Paper |
| Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio | 2022-03-18 | Paper |
| Estimating the inter-occurrence time distribution from superposed renewal processes | 2021-09-10 | Paper |
| High-dimensional empirical likelihood inference | 2021-04-08 | Paper |
| Empirical Frequency Band Analysis of Nonstationary Time Series | 2021-01-22 | Paper |
| Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition | 2020-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969054 | 2020-10-05 | Paper |
| Nested coordinate descent algorithms for empirical likelihood | 2020-03-12 | Paper |
| Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach | 2019-08-01 | Paper |
| A frequency domain analysis of the error distribution from noisy high-frequency data | 2019-06-24 | Paper |
| A Joint Modelling Approach for Longitudinal Studies | 2019-06-14 | Paper |
| Tuning Parameter Selection in High Dimensional Penalized Likelihood | 2019-05-09 | Paper |
| Disentangling and assessing uncertainties in multiperiod corporate default risk predictions | 2019-02-25 | Paper |
| Peter Hall's Contribution to Empirical Likelihood | 2018-11-22 | Paper |
| A new scope of penalized empirical likelihood with high-dimensional estimating equations | 2018-10-25 | Paper |
| On sufficient dimension reduction with missing responses through estimating equations | 2018-08-21 | Paper |
| Parameter estimation and bias correction for diffusion processes | 2016-07-04 | Paper |
| Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood | 2016-05-12 | Paper |
| A state space model approach to integrated covariance matrix estimation with high frequency data | 2015-12-10 | Paper |
| Empirical Likelihood for Censored Linear Regression and Variable Selection | 2015-10-05 | Paper |
| Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census | 2015-06-11 | Paper |
| A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data | 2014-06-04 | Paper |
| Marginal empirical likelihood and sure independence feature screening | 2013-12-11 | Paper |
| An efficient empirical likelihood approach for estimating equations with missing data | 2012-11-30 | Paper |
| Sparse Matrix Graphical Models | 2012-11-09 | Paper |
| Penalized empirical likelihood and growing dimensional general estimating equations | 2012-09-21 | Paper |
| Nonparametric regression with discrete covariate and missing values | 2012-08-18 | Paper |
| Properties of Census Dual System Population Size Estimators | 2012-06-08 | Paper |
| An empirical likelihood approach to quantile regression with auxiliary information | 2011-12-28 | Paper |
| Empirical likelihood and quantile regression in longitudinal data analysis | 2011-12-28 | Paper |
| Improving variance function estimation in semiparametric longitudinal data analysis | 2011-12-28 | Paper |
| Penalized high-dimensional empirical likelihood | 2011-01-20 | Paper |
| A test for model specification of diffusion processes | 2008-03-12 | Paper |
