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An adaptive group LASSO approach for domain selection in functional generalized linear models 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2022, 卷号: 219, 页码: 13-32
作者:  Sun, Yifan;  Wang, Qihua
收藏  |  浏览/下载:119/0  |  提交时间:2022/06/21
Functional data  Adaptive LASSO  Group LASSO  Null region detection  B-spline  
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:173/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Robust model selection with covariables missing at random 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 页码: 19
作者:  Liang, Zhongqi;  Wang, Qihua;  Wei, Yuting
收藏  |  浏览/下载:139/0  |  提交时间:2022/04/02
Model selection  Inverse probability weight  Model misspecification  Missing at random  Kullback-Leibler divergence  Robust  
Optimal subsample selection for massive logistic regression with distributed data 期刊论文
COMPUTATIONAL STATISTICS, 2021, 页码: 28
作者:  Zuo, Lulu;  Zhang, Haixiang;  Wang, HaiYing;  Sun, Liuquan
收藏  |  浏览/下载:166/0  |  提交时间:2021/04/26
Allocation size  Big data  Distributed and massive data  Subsample estimator  Subsampling probabilities  
Sparse system identification for stochastic systems with general observation sequences 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 13
作者:  Zhao, Wenxiao;  Yin, George;  Bai, Er-Wei
收藏  |  浏览/下载:177/0  |  提交时间:2021/01/14
Stochastic system  Sparse identification  Feedback control  Strong consistency  
Model averaging based on leave-subject-out cross-validation for vector autoregressions 期刊论文
JOURNAL OF ECONOMETRICS, 2019, 卷号: 209, 期号: 1, 页码: 35-60
作者:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:197/0  |  提交时间:2020/01/10
Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
Asymptotic properties and information criteria for misspecified generalized linear mixed models 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 4, 页码: 817-836
作者:  Yu, Dalei;  Zhang, Xinyu;  Yau, Kelvin K. W.
收藏  |  浏览/下载:145/0  |  提交时间:2018/10/07
Asymptotic loss efficiency  Conditional inference  Misspecified generalized linear mixed model  Model selection  Penalized likelihood  
Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 卷号: 165, 页码: 1-13
作者:  Zhang, Shucong;  Zhou, Yong
收藏  |  浏览/下载:176/0  |  提交时间:2018/07/30
Conditional quantile correlation  Conditional quantile screening  Ultrahigh dimensionality  Varying coefficient models  
Bayesian Neural Networks for Selection of Drug Sensitive Genes 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2018, 卷号: 113, 期号: 523, 页码: 955-972
作者:  Liang, Faming;  Li, Qizhai;  Zhou, Lei
收藏  |  浏览/下载:182/0  |  提交时间:2018/11/16
Cancer cell line encyclopedia  Nonlinear variable selection  Omics data  OpenMP  Parallel Markov chain Monte Carlo  
Local variable selection of nonlinear nonparametric systems by first order expansion 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 111, 页码: 1-8
作者:  Zhao, Wenxiao;  Chen, Han-Fu;  Bai, Er-Wei;  Li, Kang
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
Nonlinear ARX system  Variable selection  Local linear estimator  Strong consistency