Bosen Cui

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Common Coauthors
Coauthor Papers Together
David J. Nott 1
Yangchun Zhang 1
Jialiang Li 1
Jiaqi Chen 1
Boping Tian 1
Commonly Cited References
Action Title Year Authors # of times referenced
+ Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs 2017 Andrew Gelman
Guido W. Imbens
1
+ Optimal Rates of Aggregation 2003 Alexandre B. Tsybakov
1
+ PDF Chat Spectral Analysis of Large Dimensional Random Matrices 2009 Zhidong Bai
Jack W. Silverstein
1
+ Convergence rates to the Marchenko–Pastur type distribution 2011 Zhidong Bai
Jiang Hu
Zhou Wang
1
+ PDF Chat All Admissible Linear Estimates of the Mean Vector 1966 Arthur Cohen
1
+ PDF Chat Nonparametric estimate of spectral density functions of sample covariance matrices: A first step 2010 Bing‐Yi Jing
Guangming Pan
Qi-Man Shao
Zhou Wang
1
+ Model Selection: An Integral Part of Inference 1997 S. T. Buckland
Kenneth P. Burnham
Nicole H. Augustin
1
+ PDF Chat Statistical methods with varying coefficient models 2008 Jianqing Fan
Wenyang Zhang
1
+ PDF Chat Exponential Screening and optimal rates of sparse estimation 2011 Philippe Rigollet
Alexandre B. Tsybakov
1
+ Deviation optimal learning using greedy $Q$-aggregation 2012 Dong Dai
Philippe Rigollet
Tong Zhang
1
+ Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices 1995 Jack W. Silverstein
Sang Il Choi
1
+ Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA 2009 Baisuo Jin
Cheng Wang
Miao Bai-qi
Mong‐Na Lo Huang
1
+ PDF Chat A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix 2014 Zhidong Bai
Chen Wang
1
+ PDF Chat The Adaptive Lasso and Its Oracle Properties 2006 Hui Zou
1
+ New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models 2010 Bo Kai
Runze Li
Hui Zou
1
+ Efficient estimation for semivarying-coefficient models 2004 Yingcun Xia
Weiping Zhang
Howell Tong
1
+ PDF Chat Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes 2013 Marwa Banna
Florence Merlevède
1
+ PDF Chat Estimation of the Mean of a Multivariate Normal Distribution 1981 Charles Stein
1
+ Information Theory and an Extension of the Maximum Likelihood Principle 1998 H. Akaike
1
+ Local Polynomial Fitting in Semivarying Coefficient Model 2002 Wenyang Zhang
Sik‐Yum Lee
Xinyuan Song
1
+ PDF Chat Statistical estimation in varying coefficient models 1999 Jianqing Fan
Wenyang Zhang
1
+ PDF Chat Profile likelihood inferences on semiparametric varying-coefficient partially linear models 2005 Jianqing Fan
Tao Huang
1
+ Information Theory and Mixing Least-Squares Regressions 2006 G. Leung
Andrew R. Barron
1
+ PDF Chat Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach 2008 Lan Wang
Annie Qu
1
+ PDF Chat Least Squares Model Averaging 2007 Bruce E. Hansen
1
+ PDF Chat Jackknife model averaging 2011 Bruce E. Hansen
Jeffrey S. Racine
1
+ Limiting Spectral Distribution for Large Sample Covariance Matrices with<i>m</i>-Dependent Elements 2010 Jun Hui
Guangming Pan
1
+ Regression Shrinkage and Selection Via the Lasso 1996 Robert Tibshirani
1
+ A flexible semiparametric forecasting model for time series 2015 Degui Li
Oliver Linton
Zudi Lu
1
+ PDF Chat Estimating the Dimension of a Model 1978 Gideon Schwarz
1
+ Varying-Coefficient Models 1993 Trevor Hastie
Robert Tibshirani
1
+ The limiting spectral distribution for large sample covariance matrices with unbounded<i>m</i>-dependent entries 2016 Meng Xia Wei
Guangyu Yang
Lingling Yang
1
+ PDF Chat On the exponentially weighted aggregate with the Laplace prior 2018 Arnak S. Dalalyan
Edwin Grappin
Quentin Paris
1
+ PDF Chat Optimal Model Averaging of Varying Coefficient Models 2017 Cong Li
Qi Li
Jeffrey S. Racine
Daiqiang Zhang
1
+ Kernel estimators for Mar c ˘ enko–Pastur law of quaternion sample covariance matrices 2017 Yang Li-fang
Jiang Hu
1
+ Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles 2017 Hui Jiang
Shaochen Wang
1
+ PDF Chat On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture 2017 Weiming Li
Jianfeng Yao
1
+ Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models 2018 Guo‐Liang Fan
Han-Ying Liang
Li Zhu
1
+ PDF Chat Varying-Coefficient Semiparametric Model Averaging Prediction 2018 Jialiang Li
Xiaochao Xia
Weng Kee Wong
David J. Nott
1
+ PDF Chat A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model 2018 Rong Zhu
Alan T. K. Wan
Xinyu Zhang
Guohua Zou
1
+ PDF Chat Aggregation of affine estimators 2014 Dong Dai
Philippe Rigollet
Lucy Xia
Tong Zhang
1
+ PDF Chat New estimators of spectral distributions of Wigner matrices 2013 Zhou Wang
1
+ AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories 2020 Jialiang Li
Jing Lv
Alan T. K. Wan
Jun Liao
1
+ PDF Chat Optimal bounds for aggregation of affine estimators 2018 Pierre Bellec
1
+ Sparse Estimation by Exponential Weighting 2012 Philippe Rigollet
Alexandre B. Tsybakov
1
+ Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data 2014 Ming‐Yen Cheng
Toshio Honda
Jialiang Li
Heng Peng
1
+ Sharp oracle inequalities for aggregation of affine estimators 2012 Arnak S. Dalalyan
Joseph Salmon
1
+ Limiting spectral distribution of sample autocovariance matrices 2014 Anirban Basak
Arup Bose
Sanchayan Sen
1
+ PDF Chat Aggregation for Gaussian regression 2007 Florentina Bunea
Alexandre B. Tsybakov
Marten Wegkamp
1
+ Semiparametric model averaging prediction for dichotomous response 2020 Fang Fang
Jialiang Li
Xiaochao Xia
1