295 results on '"Liang, Han Ying"'
Search Results
2. Quantile difference estimation with censoring indicators missing at random
3. Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces
4. Bayesian empirical likelihood of quantile regression with missing observations
5. Empirical likelihood in single-index quantile regression with high dimensional and missing observations
6. Functional-Coefficient Cointegrating Regression with Endogeneity
7. Nonparametric inference for quantile cointegrations with stationary covariates
8. An Extension of Feller's Strong Law of Large Numbers
9. A probability inequality for sums of independent Banach space valued random variables
10. Functional quantile regression with missing data in reproducing kernel Hilbert space.
11. Empirical Likelihood of Quantile Difference with Missing Response When High-dimensional Covariates Are Present
12. A comparison theorem for the law of large numbers in Banach spaces
13. CLT for integrated square error of density estimators with censoring indicators missing at random
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. Empirical likelihood in single-index partially functional linear model with missing observations.
17. Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
18. Complete moment and integral convergence for sums of negatively associated random variables
19. Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
20. Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
21. Quantile regression and its empirical likelihood with missing response at random
22. Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
23. Bayesian analysis in single-index quantile regression with missing observation.
24. Quantile Regression of Ultra-high Dimensional Partially Linear Varying-coefficient Model with Missing Observations.
25. Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions
26. Hypothesis test on response mean with inequality constraints under data missing when covariables are present
27. Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
28. A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data
29. A weighted estimator of conditional hazard rate with left-truncated and dependent data
30. Asymptotic normality of conditional density estimation with left-truncated and dependent data
31. Nonlinear wavelet density estimation with data missing at random when covariates are present
32. Empirical likelihood in single-index partially functional linear model with missing observations
33. Bayesian empirical likelihood of quantile regression with missing observations
34. Kernel estimation of conditional density with truncated, censored and dependent data
35. Statistical inference for partially time-varying coefficient errors-in-variables models
36. Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
37. Bayesian analysis in single-index quantile regression with missing observation
38. Conditional quantile estimation with auxiliary information for left-truncated and dependent data
39. Berry–Esseen type bounds in heteroscedastic semi-parametric model
40. Wavelet estimation of conditional density with truncated, censored and dependent data
41. Asymptotic normality of estimators in heteroscedastic errors-in-variables model
42. Empirical likelihood inference for semiparametric model with linear process errors
43. Asymptotic normality and Berry–Esseen results for conditional density estimator with censored and dependent data
44. STRONG LAWS FOR WEIGHTED SUMS OF RANDOM ELEMENTS
45. Asymptotic normality in partial linear models based on dependent errors
46. A Berry–Esseen type bound in kernel density estimation for strong mixing censored samples
47. Strong convergence in nonparametric regression with truncated dependent data
48. Berry–Esseen type bounds of estimators in a semiparametric model with linear process errors
49. Change point estimation in regression model with response missing at random.
50. Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors
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