Siyang Wang

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All published works

Action	Title	Year	Authors
+	Group inference of high-dimensional single-index models	2024	Dongxiao Han Miao Han Meiling Hao Liuquan Sun Siyang Wang
+	Test for high dimensional regression coefficients of partially linear models	2020	Siyang Wang Hengjian Cui
+	Variable selection in regression models including functional data predictors	2019	Kesheng Liu Siyang Wang
+	Generalized M-estimation for the Accelerated Failure Time Model With Dependent Censored Data	2017	Siyang Wang
+	Generalized F-test for high dimensional regression coefficients of partially linear models	2017	Siyang Wang Hengjian Cui
+	Robust shrinkage estimation and selection for functional multiple linear model through LAD loss	2016	Lele Huang Junlong Zhao Huiwen Wang Siyang Wang
+	Trimmed and Winsorized transformed means based on a scaled deviation	2015	Siyang Wang Hengjian Cui
+ PDF Chat	Generalized M-estimation for the accelerated failure time model	2015	Siyang Wang Tao Hu Liming Xiang Hengjian Cui
+	A new test for part of high dimensional regression coefficients	2015	Siyang Wang Hengjian Cui
+	Generalized<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si57.gif" display="inline" overflow="scroll"><mml:mi>F</mml:mi></mml:math>test for high dimensional linear regression coefficients	2013	Siyang Wang Hengjian Cui

Common Coauthors

Coauthor	Papers Together
Hengjian Cui	6
Lele Huang	1
Kesheng Liu	1
Junlong Zhao	1
Miao Han	1
Dongxiao Han	1
Liming Xiang	1
Huiwen Wang	1
Meiling Hao	1
Tao Hu	1
Liuquan Sun	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Tests for High-Dimensional Regression Coefficients With Factorial Designs	2011	Ping-Shou Zhong Song Xi Chen	4
+	Testing Against a High Dimensional Alternative	2006	Jelle J. Goeman Sara A. van de Geer Hans C. van Houwelingen	3
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	3
+	Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control	2011	Jelle J. Goeman Hans C. van Houwelingen Livio Finos	3
+	Adaptive Lasso for sparse high-dimensional regression models	2008	Jian Huang Shuangge Ma Cun Hui Zhang	3
+	Generalized<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si57.gif" display="inline" overflow="scroll"><mml:mi>F</mml:mi></mml:math>test for high dimensional linear regression coefficients	2013	Siyang Wang Hengjian Cui	3
+ PDF Chat	On testing the significance of sets of genes	2007	Bradley Efron Robert Tibshirani	3
+ PDF Chat	The sparsity and bias of the Lasso selection in high-dimensional linear regression	2008	Cun-Hui Zhang Jian Huang	3
+ PDF Chat	Two‐stage model selection procedures in partially linear regression	2004	Florentina Bunea Marten Wegkamp	2
+	Semiparametric Estimates of the Relation between Weather and Electricity Sales	1986	Robert F. Engle Clive W. J. Granger John Rice Andrew Weiss	2
+ PDF Chat	The Dantzig selector: Statistical estimation when p is much larger than n	2007	Emmanuel J. Candès Terence Tao	2
+	Convergence of quadratic forms with nonvanishing diagonal	2007	R. J. Bhansali Liudas Giraitis Piotr Kokoszka	2
+ PDF Chat	Random-set methods identify distinct aspects of the enrichment signal in gene-set analysis	2007	Michael A. Newton Fernando A. Quintana Johan A. den Boon Srikumar Sengupta Paul Ahlquist	2
+ PDF Chat	Testing a single regression coefficient in high dimensional linear models	2016	Wei Lan Ping-Shou Zhong Runze Li Hansheng Wang Chih‐Ling Tsai	2
+ PDF Chat	Marginal asymptotics for the “large $p$, small $n$” paradigm: With applications to microarray data	2007	Michael R. Kosorok Shuangge Ma	2
+	Kernel Smoothing in Partial Linear Models	1988	Paul L. Speckman	2
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	2
+	Robust Statistics: The Approach Based on Influence Functions	1987	David Ruppert Frank R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel	2
+	New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis	2004	Jianqing Fan Runze Li	2
+ PDF Chat	SCAD-penalized regression in high-dimensional partially linear models	2009	Huiliang Xie Jian Huang	2
+	Weak Convergence and Empirical Processes: With Applications to Statistics	1996	Jon A. Wellner	2
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin	2
+	Robust Statistics	1981	Peter J. Huber	2
+	Spline Smoothing in a Partly Linear Model	1986	Nancy Heckman	2
+ PDF Chat	Multidimensional trimming based on projection depth	2006	Yijun Zuo	1
+	<i>L</i><sub>1</sub>-Norm Quantile Regression	2008	Youjuan Li Ji Zhu	1
+ PDF Chat	The composite absolute penalties family for grouped and hierarchical variable selection	2009	Peng Zhao Guilherme V. Rocha Bin Yu	1
+ PDF Chat	The Metrically Trimmed Mean as a Robust Estimator of Location	1992	Seong-Ju Kim	1
+	Functional Adaptive Model Estimation	2005	Gareth James Bernard W. Silverman	1
+	Longitudinal data analysis using t-type regression	2003	Xuming He Hengjian Cui Douglas G. Simpson	1
+	Partially Linear Models	2000	Wolfgang Karl Härdle Hua Liang Jiti Gao	1
+	Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization	2011	Sungwan Bang Myoungshic Jhun	1
+ PDF Chat	A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation	2011	Tommaso Cai Weidong Liu Xi Luo	1
+ PDF Chat	Locally Weighted Censored Quantile Regression	2009	Huixia Wang Lan Wang	1
+	Adaptive functional linear regression	2012	Fabienne Comte Jan Johannes	1
+ PDF Chat	Quantile regression when the covariates are functions	2005	Hervé Cardot Christophe Crambes Pascal Sarda	1
+ PDF Chat	Asymptotic properties of bridge estimators in sparse high-dimensional regression models	2008	Jian Huang Joël L. Horowitz Shuangge Ma	1
+	Nonparametric Functional Data Analysis: Theory and Practice	2007	Mark Greenwood	1
+	Nonparametric functional data analysis : theory and practice	2006	Frédéric Ferraty Philippe Vieu	1
+	Efficient Bounded-Influence Regression Estimation	1982	William S. Krasker Roy E. Welsch	1
+ PDF Chat	A Large Sample Study of Rank Estimation for Censored Regression Data	1993	Zhiliang Ying	1
+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin	1
+	Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data	2012	Han‐Ying Liang Jacobo de Uña‐Álvarez María del Carmen Iglesias Pérez	1
+ PDF Chat	On the Stahel-Donoho estimator and depth-weighted means of multivariate data	2004	Yijun Zuo Hengjian Cui Xuming He	1
+ PDF Chat	Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $p^2 / n$ is Large; II. Normal Approximation	1985	Stephen Portnoy	1
+ PDF Chat	A Goodness-of-Fit Test for the Functional Linear Model with Scalar Response	2013	Eduardo García–Portugués Wenceslao González–Manteiga Manuel Febrero‐Bande	1
+ PDF Chat	Asymptotic Behavior of $M$-Estimators of $p$ Regression Parameters when $p^2/n$ is Large. I. Consistency	1984	Stephen Portnoy	1
+	A Fast Algorithm for the Minimum Covariance Determinant Estimator	1999	Peter J. Rousseeuw Katrien Van Driessen	1
+	M-estimation of the accelerated failure time model under a convex discrepancy function	2010	Weihua Zhou	1
+ PDF Chat	Nonconcave penalized likelihood with a diverging number of parameters	2004	Jianqing Fan Heng Peng	1