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7 Result(s)

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  1. No Access

    Article

    A Nonparametric Model Checking Test for Functional Linear Composite Quantile Regression Models

    This paper is focused on the goodness-of-fit test of the functional linear composite quantile regression model. A nonparametric test is proposed by using the orthogonality of the residual and its conditional e...

    Lili **a, Jiang Du, Zhongzhan Zhang in Journal of Systems Science and Complexity (2024)

  2. No Access

    Article

    Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models

    In this paper, it is aim to propose an instrumental variable rank estimation method for varying coefficient spatial autoregressive models. The newly proposed method provides a highly efficient and robust alter...

    Yangbing Tang, Zhongzhan Zhang, Jiang Du in Statistical Papers (2024)

  3. No Access

    Article

    Estimation in Partially Observed Functional Linear Quantile Regression

    Currently, working with partially observed functional data has attracted a greatly increasing attention, since there are many applications in which each functional curve may be observed only on a subset of a c...

    Juxia **ao, Tianfa **e, Zhongzhan Zhang in Journal of Systems Science and Complexity (2022)

  4. No Access

    Article

    A Constrained Interval-Valued Linear Regression Model: A New Heteroscedasticity Estimation Method

    Linear regression models for interval-valued data have been widely studied. Most literatures are to split an interval into two real numbers, i.e., the left- and right-endpoints or the center and radius of this...

    Yu Zhong, Zhongzhan Zhang, Shoumei Li in Journal of Systems Science and Complexity (2020)

  5. No Access

    Article

    Single-index partially functional linear regression model

    In this paper, we propose a flexible single-index partially functional linear regression model, which combines single-index model with functional linear regression model. All the unknown functions are estimate...

    ** Yu, Jiang Du, Zhongzhan Zhang in Statistical Papers (2020)

  6. No Access

    Article

    Variable selection in high-dimensional double generalized linear models

    In this paper we are concerned with the problems of variable selection and estimation in double generalized linear models in which both the mean and the dispersion are allowed to depend on explanatory variable...

    Dengke Xu, Zhongzhan Zhang, Liucang Wu in Statistical Papers (2014)

  7. No Access

    Article

    Semiparametric analysis of isotonic errors-in-variables regression models with randomly right censored response

    This paper considers the estimation of a semiparametric isotonic regression model when the covariates are measured with additive errors and the response is randomly right censored by a censoring time. The auth...

    Zhimeng Sun, Zhongzhan Zhang, Jiang Du in Journal of Systems Science and Complexity (2013)