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    Article

    Weighted quantile regression and testing for varying-coefficient models with randomly truncated data

    This paper develops a varying-coefficient approach to the estimation and testing of regression quantiles under randomly truncated data. In order to handle the truncated data, the random weights are introduced ...

    Hong-**a Xu, Guo-Liang Fan, Zhen-Long Chen in AStA Advances in Statistical Analysis (2018)

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    Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part

    A semivarying coefficient model with measurement error in the nonparametric part was proposed by Feng and Xue (Ann Inst Stat Math 66:121–140, 2014), but its inferences have not been systematically studied. This p...

    Guo-Liang Fan, Hong-**a Xu, Zhen-Sheng Huang in AStA Advances in Statistical Analysis (2016)

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    Article

    Asymptotic properties for LS estimators in EV regression model with dependent errors

    In this paper, we establish the strong consistency and asymptotic normality for the least square (LS) estimators in simple linear errors-in-variables (EV) regression models when the errors form a stationary α-mix...

    Guo-Liang Fan, Han-Ying Liang, Jiang-Feng Wang in AStA Advances in Statistical Analysis (2010)