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2020 – today
- 2022
[j25]Yan-Yong Zhao, Jin-Guan Lin, Jian-Qiang Zhao, Zhang-Xiao Miao:
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure. Comput. Stat. Data Anal. 169: 107389 (2022)- [j24]Xu-Guo Ye, Yanyong Zhao, Jin-Guan Lin, Weifang Long:
Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data. J. Syst. Sci. Complex. 35(6): 2398-2429 (2022) - 2020
- [j23]Zhong-Cheng Han, Jin-Guan Lin, Yan-Yong Zhao:
Adaptive semiparametric estimation for single index models with jumps. Comput. Stat. Data Anal. 151: 107013 (2020)
2010 – 2019
- 2019
- [j22]Yan-Yong Zhao, Jin-Guan Lin:
Estimation and test of jump discontinuities in varying coefficient models with empirical applications. Comput. Stat. Data Anal. 139: 145-163 (2019) - [j21]Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang, Hong-Xia Wang:
Iterative weighted estimation based on variance modelling in linear regression models. Commun. Stat. Simul. Comput. 48(9): 2599-2614 (2019) - [j20]Waled Khaled, Jin-Guan Lin, Zhong-Cheng Han, Yanyong Zhao, Hongxia Hao:
Test for Heteroscedasticity in Partially Linear Regression Models. J. Syst. Sci. Complex. 32(4): 1194-1210 (2019) - [c1]Waled Khaled, Jin-Guan Lin:
Modal Regression Estimation for Heteroscedastic Single-Index Model. ISCSIC 2019: 47:1-47:5 - 2017
- [j19]Feng-Chang Xie, Jin-Guan Lin, Bo-Cheng Wei:
Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros. Commun. Stat. Simul. Comput. 46(1): 301-314 (2017) - [j18]Yan-Yong Zhao, Jin-Guan Lin, Hong-Xia Wang:
Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data. Commun. Stat. Simul. Comput. 46(4): 2638-2653 (2017) - [j17]Zhong-Cheng Han, Jin-Guan Lin, Hong-Xia Wang, Xing-Fang Huang:
A robust and efficient estimation method for nonparametric models with jump points. Commun. Stat. Simul. Comput. 46(8): 6283-6297 (2017) - 2016
- [j16]Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang:
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method. Comput. Stat. 31(1): 247-268 (2016) - [j15]Xueping Chen
, Jin-Guan Lin:
Orthogonal Arrays Robust to a Specified Set of Nonnegligible Effects. J. Syst. Sci. Complex. 29(2): 531-541 (2016) - [j14]Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang, Hong-Xia Wang:
Adaptive jump-preserving estimates in varying-coefficient models. J. Multivar. Anal. 149: 65-80 (2016) - 2015
- [j13]Yan-Yong Zhao, Jin-Guan Lin, Pei-Rong Xu, Xu-Guo Ye:
Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors. Comput. Stat. Data Anal. 89: 204-221 (2015) - [j12]Xueping Chen, Jin-Guan Lin, Xiao-di Wang, Xing-Fang Huang:
Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix. Stat. Methods Appl. 24(3): 411-426 (2015) - 2014
- [j11]Xing-Cai Zhou, Jin-Guan Lin:
Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data. Stat. Methods Appl. 23(1): 51-69 (2014) - 2013
- [j10]Jin-Guan Lin, Chun-Zheng Cao:
On estimation of measurement error models with replication under heavy-tailed distributions. Comput. Stat. 28(2): 809-829 (2013) - [j9]Xing-Cai Zhou, Jin-Guan Lin:
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. J. Multivar. Anal. 122: 251-270 (2013) - 2012
- [j8]Chun-Zheng Cao, Jin-Guan Lin, Xiao-Xin Zhu:
On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. Comput. Stat. Data Anal. 56(2): 438-448 (2012) - [j7]Fang-Rong Yan, Jin-Guan Lin, Yuan Huang, Jun-Lin Liu, Tao Lu:
Empirical Likelihood Estimation for Population Pharmacokinetic Study Based on Generalized Linear Model. J. Appl. Math. 2012: 250909:1-250909:13 (2012) - 2011
- [j6]Yong Li, Zhong-Xin Ni, Jin-Guan Lin:
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models. Commun. Stat. Simul. Comput. 40(7): 1043-1056 (2011)
2000 – 2009
- 2009
- [j5]Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin:
Score tests for zero-inflated generalized Poisson mixed regression models. Comput. Stat. Data Anal. 53(9): 3478-3489 (2009) - [j4]Feng-Chang Xie, Jin-Guan Lin, Bo-Cheng Wei:
Diagnostics for skew-normal nonlinear regression models with AR(1) errors. Comput. Stat. Data Anal. 53(12): 4403-4416 (2009) - [j3]Jin-Guan Lin, Feng-Chang Xie, Bo-Cheng Wei:
Statistical Diagnostics for Skew-t-Normal Nonlinear Models. Commun. Stat. Simul. Comput. 38(10): 2096-2110 (2009) - 2006
- [j2]Jin-Guan Lin, Bo-Cheng Wei:
Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models. Comput. Stat. Data Anal. 50(11): 3179-3198 (2006) - 2005
- [j1]Nansong Zhang, Bo-Cheng Wei, Jin-Guan Lin:
Generalized nonlinear models and variance function estimation. Comput. Stat. Data Anal. 48(3): 549-570 (2005)
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