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Showing results 1 to 14 of 14
Title
Author(s)
Issue Date
Bootstrap methods for Lasso-type regression estimators
Proceeding/Conference:
Joint Statistical Meetings, JSM 2012
Cai, W
Lee, SMS
2012
Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
Journal:
Biometrika
Li, G
Li, WK
2005
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors
Journal:
Journal of Time Series Analysis
Ling, S
Li, WK
1997
Dimension reduction based on canonical correlation
Journal:
Statistica Sinica
Fung, WK
He, X
Liu, L
Shi, P
2002
Dissecting Gene Expression Heterogeneity: Generalized Pearson Correlation Squares and the K-Lines Clustering Algorithm
Journal:
Journal of the American Statistical Association
Li, Jingyi Jessica
Zhou, Heather J.
Bickel, Peter J.
Tong, Xin
2024
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
Journal:
Econometric Reviews
Ling, S
Li, WK
McAleer, M
2003
A new method for estimating subgroup means under misclassification
Journal:
Biometrika
Mak, TK
Li, WK
1988
On diagnostic checking of the autoregressive conditional intensity model
Journal:
Canadian Journal of Statistics
Kwok, SMS
Li, WK
2008
On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling
Journal:
Biometrika
Li, WK
1992
On the residual autocorrelation of the autoregressive conditional duration model
Journal:
Economics Letters
Li, WK
Yu, PLH
2003
Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation
Journal:
Electronic Journal of Statistics
Yin, G
Ma, Y
2013
Ranking Inferences Based on the Top Choice of Multiway Comparisons
Journal:
Journal of the American Statistical Association
Fan, Jianqing
Lou, Zhipeng
Wang, Weichen
Yu, Mengxin
13-Mar-2024
Robust multiple time series modelling
Journal:
Biometrika
Li, WK
Hui, YV
1989
Testing model adequacy for some Markov regression models for time series
Journal:
Biometrika
Li, WK
1991
