Hu Yang

According to our database, Hu Yang authored at least 67 papers between 2005 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

<i>L</i>₀ regularized logistic regression for large-scale data.

Hao Ming, Hu Yang

Pattern Recognit., February, 2024

Fused robust geometric nonparallel hyperplane support vector machine for pattern classification.

Ruiyao Gao, Kai Qi, Hu Yang

Expert Syst. Appl., February, 2024

2023

One-step sparse estimates in the reverse penalty for high-dimensional correlated data.

Hao Ming, Yinjun Chen, Hu Yang

J. Comput. Appl. Math., August, 2023

LS-GNHSVM: A novel joint geometrical nonparallel hyperplane support vector machine.

Kai Qi, Hu Yang

Expert Syst. Appl., April, 2023

A novel robust nonparallel support vector classifier based on one optimization problem.

Kai Qi, Hu Yang

Neural Comput. Appl., 2023

Capped Asymmetric Elastic Net Support Vector Machine for Robust Binary Classification.

Kai Qi, Hu Yang

Int. J. Intell. Syst., 2023

Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures.

Yuehan Yang, Siwei Xia, Hu Yang

Comput. Stat. Data Anal., 2023

High-dimensional sparse portfolio selection with nonnegative constraint.

Siwei Xia, Yuehan Yang, Hu Yang

Appl. Math. Comput., 2023

2022

Elastic Net Nonparallel Hyperplane Support Vector Machine and Its Geometrical Rationality.

Kai Qi, Hu Yang

IEEE Trans. Neural Networks Learn. Syst., 2022

Least product relative error estimation for identification in multiplicative additive models.

Hao Ming, Huilan Liu, Hu Yang

J. Comput. Appl. Math., 2022

Joint sparse principal component regression with robust property.

Kai Qi, Jingwen Tu, Hu Yang

Expert Syst. Appl., 2022

Joint rescaled asymmetric least squared nonparallel support vector machine with a stochastic quasi-Newton based algorithm.

Kai Qi, Hu Yang

Appl. Intell., 2022

2021

Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data.

Ning Li, Hu Yang, Jing Yang

Commun. Stat. Simul. Comput., 2021

2020

The Structured Smooth Adjustment for Square-root Regularization: Theory, algorithm and applications.

Wanling Xie, Hu Yang

Knowl. Based Syst., 2020

2019

A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature.

Kai Qi, Hu Yang, Qingyu Hu, Dongjun Yang

Knowl. Based Syst., 2019

On the penalized maximum likelihood estimation of high-dimensional approximate factor model.

Shaoxin Wang, Hu Yang, Chaoli Yao

Comput. Stat., 2019

Weighted composite quantile regression for single index model with missing covariates at random.

Huilan Liu, Hu Yang, Changgen Peng

Comput. Stat., 2019

2017

A note on a discrete time MAP risk model.

Chaolin Liu, Zhimin Zhang, Hu Yang

J. Comput. Appl. Math., 2017

Quantile regression and variable selection for single-index varying-coefficient models.

Jing Yang, Hu Yang

Commun. Stat. Simul. Comput., 2017

Robust modal estimation and variable selection for single-index varying-coefficient models.

Jing Yang, Hu Yang

Commun. Stat. Simul. Comput., 2017

Variable selection in partially linear additive models for modal regression.

Jing Lv, Hu Yang, Chaohui Guo

Commun. Stat. Simul. Comput., 2017

Estimation and variable selection in single-index composite quantile regression.

Huilan Liu, Hu Yang

Commun. Stat. Simul. Comput., 2017

A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data.

Jing Lv, Chaohui Guo, Hu Yang, Yalian Li

Comput. Stat. Data Anal., 2017

2016

Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method.

Jing Yang, Hu Yang

J. Comput. Appl. Math., 2016

A flexible condition number for weighted linear least squares problem and its statistical estimation.

Hu Yang, Shaoxin Wang

J. Comput. Appl. Math., 2016

Generalized varying index coefficient models.

Chaohui Guo, Hu Yang, Jing Lv

J. Comput. Appl. Math., 2016

Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data.

Jing Lv, Hu Yang, Chaohui Guo

Comput. Stat., 2016

Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data.

Jing Lv, Hu Yang, Chaohui Guo

Comput. Stat., 2016

Robust estimation for varying index coefficient models.

Jing Lv, Hu Yang, Chaohui Guo

Comput. Stat., 2016

Penalized LAD Regression for Single-index Models.

Hu Yang, Jing Lv, Chaohui Guo

Commun. Stat. Simul. Comput., 2016

Feature screening for generalized varying coefficient models with application to dichotomous responses.

Xiaochao Xia, Hu Yang, Jialiang Li

Comput. Stat. Data Anal., 2016

Regularized estimation for the least absolute relative error models with a diverging number of covariates.

Xiaochao Xia, Zhi Liu, Hu Yang

Comput. Stat. Data Anal., 2016

2015

SCAD penalized rank regression with a diverging number of parameters.

Hu Yang, Chaohui Guo, Jing Lv

J. Multivar. Anal., 2015

Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function.

Jing Lv, Hu Yang, Chaohui Guo

J. Comput. Appl. Math., 2015

On the Principal Component Liu-type Estimator in Linear Regression.

Jibo Wu, Hu Yang

Commun. Stat. Simul. Comput., 2015

An efficient and robust variable selection method for longitudinal generalized linear models.

Jing Lv, Hu Yang, Chaohui Guo

Comput. Stat. Data Anal., 2015

2014

A robust and efficient estimation and variable selection method for partially linear single-index models.

Hu Yang, Jing Yang

J. Multivar. Anal., 2014

Two Classes of Almost Unbiased Type Principal Component Estimators in Linear Regression Model.

Yalian Li, Hu Yang

J. Appl. Math., 2014

On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model.

Jibo Wu, Hu Yang

Commun. Stat. Simul. Comput., 2014

Efficiency of a stochastic restricted two-parameter estimator in linear regression.

Yalian Li, Hu Yang

Appl. Math. Comput., 2014

Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis.

Chaohui Guo, Hu Yang, Jing Lv

Appl. Math. Comput., 2014

2013

Some Results for the Drazin Inverses of the Sum of Two Matrices and Some Block Matrices.

Abdul Shakoor, Hu Yang, Ilyas Ali

J. Appl. Math., 2013

On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression.

Chaolin Liu, Hu Yang, Jibo Wu

J. Appl. Math., 2013

Weighted Stochastic Restricted Estimation in Linear Measurement Error Models.

Wenxue Li, Hu Yang

Commun. Stat. Simul. Comput., 2013

2012

Relative and Absolute Perturbation Bounds for Weighted Polar Decomposition.

Pingping Zhang, Hu Yang, Hanyu Li

J. Appl. Math., 2012

On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons.

Jianwen Xu, Hu Yang

Commun. Stat. Simul. Comput., 2012

Erratum to "Perturbation analysis for the hyperbolic QR factorization" [Computers & Mathematics with Applications 63 (2012) 1607-1620].

Hanyu Li, Hu Yang, Hua Shao

Comput. Math. Appl., 2012

Perturbation analysis for the hyperbolic QR factorization.

Hanyu Li, Hu Yang, Hua Shao

Comput. Math. Appl., 2012

Further results on the group inverses and Drazin inverses of anti-triangular block matrices.

Xifu Liu, Hu Yang

Appl. Math. Comput., 2012

Perturbation analysis for block downdating of the generalized Cholesky factorization.

Hanyu Li, Hu Yang, Hua Shao

Appl. Math. Comput., 2012

2011

Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times.

Zhimin Zhang, Hu Yang

J. Comput. Appl. Math., 2011

The Drazin inverse of the sum of two matrices and its applications.

Hu Yang, Xifu Liu

J. Comput. Appl. Math., 2011

An expression of the general common least-squares solution to a pair of matrix equations with applications.

Xifu Liu, Hu Yang

Comput. Math. Appl., 2011

Mixed-type reverse-order laws of (AB)^{(1, 2, 3)} and (AB)^{(1, 2, 4)}.

Hu Yang, Xifu Liu

Appl. Math. Comput., 2011

On a compound Poisson risk model with delayed claims and random incomes.

Yuanyuan Hao, Hu Yang

Appl. Math. Comput., 2011

2010

The perturbed compound Poisson risk model with two-sided jumps.

Zhimin Zhang, Hu Yang, Shuanming Li

J. Comput. Appl. Math., 2010

On a risk model with stochastic premiums income and dependence between income and loss.

Zhimin Zhang, Hu Yang

J. Comput. Appl. Math., 2010

On a discrete risk model with two-sided jumps.

Hu Yang, Zhimin Zhang

J. Comput. Appl. Math., 2010

Relative perturbation bounds for weighted polar decomposition.

Hanyu Li, Hu Yang

Comput. Math. Appl., 2010

The reverse order law for {1, 3, 4}-inverse of the product of two matrices.

Deqiang Liu, Hu Yang

Appl. Math. Comput., 2010

A note on the perturbation analysis for the generalized Cholesky factorization.

Hanyu Li, Hu Yang, Hua Shao

Appl. Math. Comput., 2010

2009

On a perturbed Sparre Andersen risk model with multi-layer dividend strategy.

Hu Yang, Zhimin Zhang

J. Comput. Appl. Math., 2009

2008

Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices.

Hu Yang, Hanyu Li

SIAM J. Matrix Anal. Appl., 2008

Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm.

Hu Yang, Hanyu Li

Numer. Linear Algebra Appl., 2008

Matrix left symmetry factor and its applications in generalized inverses A^{(2, 4)}_{T, S}.

Hu Yang, Deqiang Liu, Jianwen Xu

Appl. Math. Comput., 2008

Weighted UDV^*-decomposition and weighted spectral decomposition for rectangular matrices and their applications.

Hu Yang, Hanyu Li

Appl. Math. Comput., 2008

2005

Classification Algorithms Based on Fisher Discriminant and Perceptron Neural Network.

Hu Yang, Jianwen Xu

Proceedings of the Advances in Neural Networks - ISNN 2005, Second International Symposium on Neural Networks, Chongqing, China, May 30, 2005