95 results on '"Liang, Han Ying"'
Search Results
2. Quantile difference estimation with censoring indicators missing at random
3. Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
4. Empirical likelihood in single-index quantile regression with high dimensional and missing observations
5. Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions
6. Nonparametric inference for quantile cointegrations with stationary covariates
7. Empirical likelihood in single-index partially functional linear model with missing observations
8. Bayesian empirical likelihood of quantile regression with missing observations
9. Bayesian analysis in single-index quantile regression with missing observation
10. Empirical Likelihood of Quantile Difference with Missing Response When High-dimensional Covariates Are Present
11. Change point estimation in regression model with response missing at random
12. Quantile regression of partially linear single-index model with missing observations
13. Empirical likelihood in varying-coefficient quantile regression with missing observations
14. Empirical likelihood of conditional quantile difference with left-truncated and dependent data
15. Dimension reduction estimation for central mean subspace with missing multivariate response
16. Asymptotic normality of conditional density estimation under truncated, censored and dependent data
17. CLT for integrated square error of density estimators with censoring indicators missing at random
18. Weighted estimation of conditional mean function with truncated, censored and dependent data
19. Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
20. Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
21. An extension of Feller’s strong law of large numbers
22. Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
23. Wavelet estimation of density for censored data with censoring indicator missing at random
24. A probability inequality for sums of independent Banach space valued random variables
25. A note on symmetrization procedures for the laws of large numbers
26. A weighted estimator of conditional hazard rate with left-truncated and dependent data
27. Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions
28. Quantile regression and its empirical likelihood with missing response at random
29. Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
30. Convergence rate of wavelet density estimator with data missing randomly when covariables are present
31. Berry–Esseen type bounds in heteroscedastic errors-in-variables model
32. Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
33. Hypothesis test on response mean with inequality constraints under data missing when covariables are present
34. Nonlinear wavelet density estimation with data missing at random when covariates are present
35. Asymptotic normality of conditional density estimation with left-truncated and dependent data
36. A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data
37. Global L2 error of wavelet density estimator with truncated and strong mixing observations
38. Asymptotic normality of estimators in heteroscedastic errors-in-variables model
39. Kernel estimation of conditional density with truncated, censored and dependent data
40. Local polynomial quasi-likelihood regression with truncated and dependent data
41. The limit law of the iterated logarithm in Banach space
42. Statistical inference for partially time-varying coefficient errors-in-variables models
43. Weighted nonparametric regression estimation with truncated and dependent data
44. Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
45. Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors
46. Empirical likelihood for partially time-varying coefficient models with dependent observations
47. Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
48. Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
49. Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model
50. Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.