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Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors

Journal of multivariate analysis, 2013-11, Vol.122, p.251-270

2013

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Bayesian inference for generalized linear mixed model based on the multivariate t distribution in population pharmacokinetic study

PloS one, 2013-03, Vol.8 (3), p.e58369

2013

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Assessing influence for pharmaceutical data in zero-inflated generalized Poisson mixed models

Statistics in medicine, 2008-08, Vol.27 (18), p.3656-3673

2008

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Variable selection in a class of single-index models

Annals of the Institute of Statistical Mathematics, 2011-12, Vol.63 (6), p.1277-1293

2011

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Tail Dependence for Regularly Varying Time Series

Mathematical Problems in Engineering, 2012-01, Vol.2012 (2012), p.418-431-125

2012

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Detection of Outliers and Patches in Bilinear Time Series Models

Mathematical Problems in Engineering, 2010-01, Vol.2010 (1), p.718-727-145

2010

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Adaptive jump-preserving estimates in varying-coefficient models

Journal of multivariate analysis, 2016-07, Vol.149, p.65-80

2016

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Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis

Computational economics, 2012-10, Vol.40 (3), p.203-217

2012

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Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics

Journal of applied statistics, 2014-06, Vol.41 (6), p.1383-1392

2014

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Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data

Journal of applied statistics, 2015-11, Vol.42 (11), p.2432-2448

2015

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On estimation of measurement error models with replication under heavy-tailed distributions

Computational statistics, 2013-04, Vol.28 (2), p.809-829

2013

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Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method

Computational statistics, 2016-03, Vol.31 (1), p.247-268

2016

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Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Theory

Mathematical problems in engineering, 2013-01, Vol.2013 (2013), p.1-9

2013

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Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data

Statistical methods & applications, 2014-03, Vol.23 (1), p.51-69

2014

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An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes

Computational statistics, 2013-10, Vol.28 (5), p.2029-2047

2013

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Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix

Statistical methods & applications, 2015-09, Vol.24 (3), p.411-426

2015

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Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data

Computational economics, 2012-02, Vol.39 (2), p.173-193

2012

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Fuzzy Statistical Analysis of Multiple Regression with Crisp and Fuzzy Covariates and Applications in Analyzing Economic Data of China

Computational economics, 2012, Vol.39 (1), p.29-49

2012

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On Complete Convergence for Arrays of Rowwise [rho] -Mixing Random Variables and Its Applications

Journal of inequalities and applications, 2010-10, Vol.2010 (1), p.769201-769201

2010

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Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors

Statistical papers (Berlin, Germany), 2010-12, Vol.51 (4), p.813-836

2010

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On the Strong Laws for Weighted Sums of [rho][low ] -Mixing Random Variables

Journal of inequalities and applications, 2011-02, Vol.2011 (1), p.157816-157816

2011

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A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models

Communications in statistics. Simulation and computation, 2011-08, Vol.40 (7), p.1043-1056

2011

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Testing for varying zero-inflation and dispersion in generalized Poisson regression models

Journal of applied statistics, 2010-09, Vol.37 (9), p.1509-1522

2010

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Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors

Journal of applied statistics, 2011-07, Vol.38 (7), p.1509-1531

2011

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Influence analysis of additive mixed-effects nonlinear regression models via EM algorithm

Journal of statistical computation and simulation, 2010-10, Vol.80 (10), p.1115-1129

2010

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Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors

Bayesian inference for generalized linear mixed model based on the multivariate t distribution in population pharmacokinetic study

Assessing influence for pharmaceutical data in zero-inflated generalized Poisson mixed models

Variable selection in a class of single-index models

Tail Dependence for Regularly Varying Time Series

Detection of Outliers and Patches in Bilinear Time Series Models

Adaptive jump-preserving estimates in varying-coefficient models

Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis

Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics

Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data

On estimation of measurement error models with replication under heavy-tailed distributions

Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method

Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Theory

Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data

An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes

Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix

Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data

Fuzzy Statistical Analysis of Multiple Regression with Crisp and Fuzzy Covariates and Applications in Analyzing Economic Data of China

On Complete Convergence for Arrays of Rowwise [rho] -Mixing Random Variables and Its Applications

Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors

On the Strong Laws for Weighted Sums of [rho][low ] -Mixing Random Variables

A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models

Testing for varying zero-inflation and dispersion in generalized Poisson regression models

Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors

Influence analysis of additive mixed-effects nonlinear regression models via EM algorithm

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