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Automatic variable selection for longitudinal generalized linear models

Computational statistics & data analysis, 2013-05, Vol.61, p.174-186

2013

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BOPA: A Bayesian hierarchical model for outlier expression detection

Computational statistics & data analysis, 2012-12, Vol.56 (12), p.4146-4156

2012

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Communication-efficient estimation of quantile matrix regression for massive datasets

Computational statistics & data analysis, 2023-11, Vol.187, p.107812, Article 107812

2023

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Composite quantile regression for correlated data

Computational statistics & data analysis, 2017-05, Vol.109, p.15-33

2017

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Estimation and testing for time-varying quantile single-index models with longitudinal data

Computational statistics & data analysis, 2018-02, Vol.118, p.66-83

2018

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Estimation and variable selection for proportional response data with partially linear single-index models

Computational statistics & data analysis, 2016-04, Vol.96, p.40-56

2016

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Estimation for single-index models via martingale difference divergence

Computational statistics & data analysis, 2019-09, Vol.137, p.271-284

2019

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The Expectation–Maximization approach for Bayesian quantile regression

Computational statistics & data analysis, 2016-04, Vol.96, p.1-11

2016

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A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data

Computational statistics & data analysis, 2016-10, Vol.102, p.98-109

2016

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Partially functional linear regression in reproducing kernel Hilbert spaces

Computational statistics & data analysis, 2020-10, Vol.150, p.106978, Article 106978

2020

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Partially linear structure identification in generalized additive models with NP-dimensionality

Computational statistics & data analysis, 2014-12, Vol.80, p.197-208

2014

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A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction

Computational statistics & data analysis, 2018-11, Vol.127, p.269-280

2018

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Pursuit of dynamic structure in quantile additive models with longitudinal data

Computational statistics & data analysis, 2019-02, Vol.130, p.42-60

2019

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Reduced rank regression with possibly non-smooth criterion functions: An empirical likelihood approach

Computational statistics & data analysis, 2016-11, Vol.103, p.139-150

2016

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Regression adjustment for treatment effect with multicollinearity in high dimensions

Computational statistics & data analysis, 2019-06, Vol.134, p.17-35

2019

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A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model

Computational statistics & data analysis, 2020-12, Vol.152, p.107039, Article 107039

2020

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Robust closed-form estimators for the integer-valued GARCH (1,1) model

Computational statistics & data analysis, 2016-09, Vol.101, p.209-225

2016

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Semiparametric function-on-function quantile regression model with dynamic single-index interactions

Computational statistics & data analysis, 2023-06, Vol.182, p.107727, Article 107727

2023

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Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality

Computational statistics & data analysis, 2013-07, Vol.63, p.99-112

2013

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Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space

Computational statistics & data analysis, 2022-04, Vol.168, p.107388, Article 107388

2022

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Time-varying quantile single-index model for multivariate responses

Computational statistics & data analysis, 2018-11, Vol.127, p.32-49

2018

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Variational inferences for partially linear additive models with variable selection

Computational statistics & data analysis, 2014-12, Vol.80, p.223-239

2014

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Automatic variable selection for longitudinal generalized linear models

BOPA: A Bayesian hierarchical model for outlier expression detection

Communication-efficient estimation of quantile matrix regression for massive datasets

Composite quantile regression for correlated data

Estimation and testing for time-varying quantile single-index models with longitudinal data

Estimation and variable selection for proportional response data with partially linear single-index models

Estimation for single-index models via martingale difference divergence

The Expectation–Maximization approach for Bayesian quantile regression

A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data

Partially functional linear regression in reproducing kernel Hilbert spaces

Partially linear structure identification in generalized additive models with NP-dimensionality

A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction

Pursuit of dynamic structure in quantile additive models with longitudinal data

Reduced rank regression with possibly non-smooth criterion functions: An empirical likelihood approach

Regression adjustment for treatment effect with multicollinearity in high dimensions

A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model

Robust closed-form estimators for the integer-valued GARCH (1,1) model

Semiparametric function-on-function quantile regression model with dynamic single-index interactions

Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality

Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space

Time-varying quantile single-index model for multivariate responses

Variational inferences for partially linear additive models with variable selection

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