Jing Zhou

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All published works

Action	Title	Year	Authors
+ PDF Chat	A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression	2024	Jing Zhou Gerda Claeskens
+ PDF Chat	Discussion on: “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Zing, Liu	2023	Gerda Claeskens Maarten Jansen Jing Zhou
+	High-dimensional Newey-Powell Test Via Approximate Message Passing	2023	Jing Zhou Hui Zou
+ PDF Chat	Automatic bias correction for testing in high‐dimensional linear models	2022	Jing Zhou Gerda Claeskens
+ PDF Chat	Nonparametric C- and D-vine-based quantile regression	2022	Marija Tepegjozova Jing Zhou Gerda Claeskens Claudia Czado
+	Nonparametric C- and D-vine based quantile regression	2021	Marija Tepegjozova Jing Zhou Gerda Claeskens Claudia Czado
+	Estimation of erroneous enumerations in the census	2020	Guihua Hu Shushan Fan Jiwei Su Lujie Chi Jing Zhou
+	Detangling robustness in high dimensions: composite versus model-averaged estimation	2020	Jing Zhou Gerda Claeskens Jelena Bradić
+	Detangling robustness in high dimensions: Composite versus model-averaged estimation	2020	Jing Zhou Gerda Claeskens Jelena Bradić
+	Detangling robustness in high dimensions: composite versus model-averaged estimation	2020	Jing Zhou Gerda Claeskens Jelena Bradić
+	Automatically Identifying Relevant Variables for Linear Regression with the Lasso Method: A Methodological Primer for its Application with R and a Performance Contrast Simulation with Alternative Selection Strategies	2019	Sebastian Scherr Jing Zhou
+ PDF Chat	Composite versus model-averaged quantile regression	2018	Daumantas Bloznelis Gerda Claeskens Jing Zhou
+	Composite versus model-averaged quantile regression	2018	Daumantas Bloznelis Gerda Claeskens Jing Zhou
+	The optimal regularization smoothing method for the observed experimental data	2000	Jing Zhou
+	Estimating the Variance of the Initial Input Data of Inverse Problem in One Realization of a Stochastic Process	2000	Jing Zhou
+	THE TWO-PARAMETER REGULAR MARKOV PROCESSES AND PROCESSES WITH INDEPENDENT INCREMENTS	1992	Jing Zhou
+	Two-Parameter Strong Markov Processes	1989	Jing Zhou
+	STRONG MARKOV PROPERTY OF TWO-PARAMETER PROCESSES	1986	Jing Zhou

Common Coauthors

Coauthor	Papers Together
Gerda Claeskens	10
Jelena Bradić	3
Daumantas Bloznelis	2
Marija Tepegjozova	2
Claudia Czado	2
Lujie Chi	1
Hui Zou	1
Maarten Jansen	1
Shushan Fan	1
Guihua Hu	1
Sebastian Scherr	1
Jiwei Su	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	High dimensional robust M-estimation: asymptotic variance via approximate message passing	2015	David L. Donoho Andrea Montanari	4
+ PDF Chat	Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection	2011	Jelena Bradić Jianqing Fan Weiwei Wang	4
+ PDF Chat	The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing	2011	Mohsen Bayati Andrea Montanari	4
+	Message-passing algorithms for compressed sensing	2009	David L. Donoho Arian Maleki Andrea Montanari	4
+	On asymptotically optimal confidence regions and tests for high-dimensional models	2014	Sara van de Geer Peter Bühlmann Ya’acov Ritov Ruben Dezeure	4
+ PDF Chat	The LASSO Risk for Gaussian Matrices	2011	Mohsen Bayati Andrea Montanari	4
+ PDF Chat	ℓ1-penalized quantile regression in high-dimensional sparse models	2010	Alexandre Belloni Victor Chernozhukov	3
+	Robustness in sparse high-dimensional linear models: Relative efficiency and robust approximate message passing	2016	Jelena Bradić	3
+ PDF Chat	A modern maximum-likelihood theory for high-dimensional logistic regression	2019	Pragya Sur Emmanuel J. Candès	3
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	3
+	Statistics for High-Dimensional Data: Methods, Theory and Applications	2011	Peter Bhlmann Sara van de Geer	3
+ PDF Chat	The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square	2019	Pragya Sur Yuxin Chen Emmanuel J. Candès	3
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	3
+	Confidence intervals and hypothesis testing for high-dimensional regression	2014	Adel Javanmard Andrea Montanari	3
+ PDF Chat	On robust regression with high-dimensional predictors	2013	Noureddine El Karoui Derek Bean Peter J. Bickel Chinghway Lim Bin Yu	3
+	Some inequalities for (a + b)<sup>p</sup> and (a + b)<sup>p</sup> + (a − b)<sup>p</sup>	2014	G. J. O. Jameson	2
+	Estimating the density of a copula function	1990	Irène Gijbels Jan Mielniczuk	2
+	Multivariate Models and Multivariate Dependence Concepts	1997	Harry Joe	2
+ PDF Chat	Quantile regression for longitudinal data	2004	Roger Koenker	2
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	Model averaging with high-dimensional dependent data	2016	Shangwei Zhao Jianhong Zhou Hongjun Li	2
+ PDF Chat	Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions	2012	Qi Li Juan Lin Jeffrey S. Racine	2
+ PDF Chat	Bayesian model averaging: a tutorial (with comments by M. Clyde, David Draper and E. I. George, and a rejoinder by the authors	1999	Jennifer A. Hoeting David Madigan Adrian E. Raftery Chris Volinsky	2
+	Quantile Regression Forests	2006	Nicolai Meinshausen	2
+	Introductory Real Analysis.	1971	J. M. H. Olmsted A. N. Kolmogorov Sergey Fomin R. A. Silverman	2
+	Combining Linear Regression Models	2005	Zheng Yuan Yuhong Yang	2
+ PDF Chat	Pair-Copula Bayesian Networks	2015	Alexander Bauer Claudia Czado	2
+ PDF Chat	An Introduction to Real Analysis	1973	William F. Trench	2
+	Some inequalities for Gaussian processes and applications	1985	Y. Gordon	2
+ PDF Chat	Jackknife model averaging	2011	Bruce E. Hansen Jeffrey S. Racine	2
+	Probit transformation for nonparametric kernel estimation of the copula density	2017	Gery Geenens Arthur Charpentier Davy Paindaveine	2
+ PDF Chat	Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models	2014	Hohsuk Noh Anouar El Ghouch Ingrid Van Keilegom	2
+	A Model-Averaging Approach for High-Dimensional Regression	2013	Tomohiro Ando Ker-Chau Li	2
+ PDF Chat	Least Squares Model Averaging	2007	Bruce E. Hansen	2
+ PDF Chat	Consistency of the kernel density estimator: a survey	2010	Dominik Wied Rafael Weißbach	2
+ PDF Chat	Estimation of the Mean of a Multivariate Normal Distribution	1981	Charles Stein	2
+	The estimation of copulas : theory and practice	2007	Arthur Charpentier Jean‐David Fermanian Olivier Scaillet	2
+	Quantile Regression	2005	Roger Koenker	2
+ PDF Chat	Copula-Based Regression Estimation and Inference	2013	Hohsuk Noh Anouar El Ghouch Taoufik Bouezmarni	2
+ PDF Chat	The Copula Information Criteria	2014	Steffen Grønneberg Nils Lid Hjort	2
+	The Focused Information Criterion	2003	Gerda Claeskens Nils Lid Hjort	2
+ PDF Chat	Weak and Strong Uniform Consistency of the Kernel Estimate of a Density and its Derivatives	1978	Bernard W. Silverman	2
+	Bootstrapping quantiles in a fixed design regression model with censored data	1998	Ingrid Van Keilegom Noël Veraverbeke	2
+	Conditional quantiles and tail dependence	2015	Carole Bernard Claudia Czado	2
+	Local Linear Quantile Regression	1998	Keming Yu M. C. Jones	2
+ PDF Chat	On Strong Consistency of Density Estimates	1969	John Van Ryzin	2
+ PDF Chat	Frequentist Model Average Estimators	2003	Nils Lid Hjort Gerda Claeskens	2
+ PDF Chat	The preservation of convergence of measurable functions under composition	1961	Robert G. Bartle J. T. Joichi	2
+ PDF Chat	Probit Transformation for Kernel Density Estimation on the Unit Interval	2013	Gery Geenens	2