UB Paderborn / Katalog / Suche / in CDI

Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis

Journal of the American Statistical Association, 2015-06, Vol.110 (510), p.630-641

2015

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RCV-based error density estimation in the ultrahigh dimensional additive model

Science China. Mathematics, 2022-05, Vol.65 (5), p.1003-1028

2022

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Model-free feature screening via distance correlation for ultrahigh dimensional survival data

Statistical papers (Berlin, Germany), 2021-12, Vol.62 (6), p.2711-2738

2021

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Error density estimation in high-dimensional sparse linear model

Annals of the Institute of Statistical Mathematics, 2020-04, Vol.72 (2), p.427-449

2020

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Drought Prediction Based on Feature-Based Transfer Learning and Time Series Imaging

IEEE access, 2021, Vol.9, p.101454-101468

2021

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Generalized F-Test for High Dimensional Regression Coefficients of Partially Linear Models

Journal of systems science and complexity, 2017-10, Vol.30 (5), p.1206-1226

2017

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The abstract of doctoral dissertation 'Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data'

Statistical theory and related fields, 2020-07, Vol.4 (2), p.228-229

2020

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On the second-order properties of empirical likelihood with moment restrictions

Journal of econometrics, 2007-12, Vol.141 (2), p.492-516

2007

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Geographic divisions and modeling of virological data on seasonal influenza in the Chinese mainland during the 2006-2009 monitoring years

PloS one, 2013-03, Vol.8 (3), p.e58434-e58434

2013

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Consistency of Chi-Squared Test with Varying Number of Classes

Journal of systems science and complexity, 2015-04, Vol.28 (2), p.439-450

2015

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Robust Estimation of Parameters in Nonlinear Ordinary Differential Equation Models

Journal of systems science and complexity, 2016-02, Vol.29 (1), p.41-60

2016

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A distribution-free test of independence based on mean variance index

Computational statistics & data analysis, 2019-11, Vol.139, p.117-133

2019

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Robust U-type test for high dimensional regression coefficients using refitted cross-validation variance estimation

Science China. Mathematics, 2016-12, Vol.59 (12), p.2319-2334

2016

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On Bartlett correction of empirical likelihood in the presence of nuisance parameters

Biometrika, 2006-03, Vol.93 (1), p.215-220

2006

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On nonlinear regression estimator with denoised variables

Computational statistics & data analysis, 2011-02, Vol.55 (2), p.1137-1149

2011

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TEST FOR HIGH-DIMENSIONAL REGRESSION COEFFICIENTS USING REFITTED CROSS-VALIDATION VARIANCE ESTIMATION

The Annals of statistics, 2018-06, Vol.46 (3), p.958-988

2018

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Empirical likelihood inference for partial linear models under martingale difference sequence

Statistics & probability letters, 2008-12, Vol.78 (17), p.2895-2901

2008

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Cross projection test for mean vectors via multiple random splits in high dimensions

Journal of multivariate analysis, 2024-11, Vol.204, p.105358, Article 105358

2024

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Test for high dimensional regression coefficients of partially linear models

Communications in statistics. Theory and methods, 2020-09, Vol.49 (17), p.4091-4116

2020

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Robust estimation for partially linear models with large-dimensional covariates

Science China. Mathematics, 2013-10, Vol.56 (10), p.2069-2088

2013

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Projection tests for high-dimensional spiked covariance matrices

Journal of multivariate analysis, 2019-01, Vol.169, p.21-32

2019

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Semi-Distance Correlation and Its Applications

Journal of the American Statistical Association, 2024-01, p.1-15

2024

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Comparison of the Ability of ARIMA, WNN and SVM Models for Drought Forecasting in the Sanjiang Plain, China

Natural resources research (New York, N.Y.), 2020-04, Vol.29 (2), p.1447-1464

2020

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Generalized F test for high dimensional linear regression coefficients

Journal of multivariate analysis, 2013-05, Vol.117, p.134-149

2013

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Mean test for high-dimensional data based on covariance matrix with linear structures

Metrika, 2024-07

2024

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Weitere Dienste

Einstellungen

Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis

RCV-based error density estimation in the ultrahigh dimensional additive model

Model-free feature screening via distance correlation for ultrahigh dimensional survival data

Error density estimation in high-dimensional sparse linear model

Drought Prediction Based on Feature-Based Transfer Learning and Time Series Imaging

Generalized F-Test for High Dimensional Regression Coefficients of Partially Linear Models

The abstract of doctoral dissertation 'Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data'

On the second-order properties of empirical likelihood with moment restrictions

Geographic divisions and modeling of virological data on seasonal influenza in the Chinese mainland during the 2006-2009 monitoring years

Consistency of Chi-Squared Test with Varying Number of Classes

Robust Estimation of Parameters in Nonlinear Ordinary Differential Equation Models

A distribution-free test of independence based on mean variance index

Robust U-type test for high dimensional regression coefficients using refitted cross-validation variance estimation

On Bartlett correction of empirical likelihood in the presence of nuisance parameters

On nonlinear regression estimator with denoised variables

TEST FOR HIGH-DIMENSIONAL REGRESSION COEFFICIENTS USING REFITTED CROSS-VALIDATION VARIANCE ESTIMATION

Empirical likelihood inference for partial linear models under martingale difference sequence

Cross projection test for mean vectors via multiple random splits in high dimensions

Test for high dimensional regression coefficients of partially linear models

Robust estimation for partially linear models with large-dimensional covariates

Projection tests for high-dimensional spiked covariance matrices

Semi-Distance Correlation and Its Applications

Comparison of the Ability of ARIMA, WNN and SVM Models for Drought Forecasting in the Sanjiang Plain, China

Generalized F test for high dimensional linear regression coefficients

Mean test for high-dimensional data based on covariance matrix with linear structures

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