Classification Algorithms Based on Fisher Discriminant and Perceptron Neural Network. - Hu Yang 001; Jianwen Xu (ISNN (2), 2005)

Weighted UDV*-decomposition and weighted spectral decomposition for rectangular matrices and their applications. - Hu Yang 001; Hanyu Li (Appl. Math. Comput., 2008)

Matrix left symmetry factor and its applications in generalized inverses A(2, 4)T, S. - Hu Yang 001; Deqiang Liu; Jianwen Xu (Appl. Math. Comput., 2008)

Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm. - Hu Yang 001; Hanyu Li (Numer. Linear Algebra Appl., 2008)

Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices. - Hu Yang 001; Hanyu Li (SIAM J. Matrix Anal. Appl., 2008)

On a perturbed Sparre Andersen risk model with multi-layer dividend strategy. - Hu Yang 001; Zhimin Zhang 009 (J. Comput. Appl. Math., 2009)

A note on the perturbation analysis for the generalized Cholesky factorization. - Hanyu Li; Hu Yang 001; Hua Shao (Appl. Math. Comput., 2010)

The reverse order law for {1, 3, 4}-inverse of the product of two matrices. - Deqiang Liu; Hu Yang 001 (Appl. Math. Comput., 2010)

Relative perturbation bounds for weighted polar decomposition. - Hanyu Li; Hu Yang 001 (Comput. Math. Appl., 2010)

On a discrete risk model with two-sided jumps. - Hu Yang 001; Zhimin Zhang 009 (J. Comput. Appl. Math., 2010)

On a risk model with stochastic premiums income and dependence between income and loss. - Zhimin Zhang 009; Hu Yang 001 (J. Comput. Appl. Math., 2010)

The perturbed compound Poisson risk model with two-sided jumps. - Zhimin Zhang 009; Hu Yang 001; Shuanming Li (J. Comput. Appl. Math., 2010)

On a compound Poisson risk model with delayed claims and random incomes. - Yuanyuan Hao; Hu Yang 001 (Appl. Math. Comput., 2011)

Mixed-type reverse-order laws of (AB)(1, 2, 3) and (AB)(1, 2, 4). - Hu Yang 001; Xifu Liu (Appl. Math. Comput., 2011)

An expression of the general common least-squares solution to a pair of matrix equations with applications. - Xifu Liu; Hu Yang 001 (Comput. Math. Appl., 2011)

The Drazin inverse of the sum of two matrices and its applications. - Hu Yang 001; Xifu Liu (J. Comput. Appl. Math., 2011)

Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. - Zhimin Zhang 009; Hu Yang 001 (J. Comput. Appl. Math., 2011)

Perturbation analysis for block downdating of the generalized Cholesky factorization. - Hanyu Li; Hu Yang 001; Hua Shao (Appl. Math. Comput., 2012)

Further results on the group inverses and Drazin inverses of anti-triangular block matrices. - Xifu Liu; Hu Yang 001 (Appl. Math. Comput., 2012)

Perturbation analysis for the hyperbolic QR factorization. - Hanyu Li; Hu Yang 001; Hua Shao (Comput. Math. Appl., 2012)

Erratum to "Perturbation analysis for the hyperbolic QR factorization" [Computers & Mathematics with Applications 63 (2012) 1607-1620]. - Hanyu Li; Hu Yang 001; Hua Shao (Comput. Math. Appl., 2012)

On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons. - Jianwen Xu; Hu Yang 001 (Commun. Stat. Simul. Comput., 2012)

Relative and Absolute Perturbation Bounds for Weighted Polar Decomposition. - Pingping Zhang; Hu Yang 001; Hanyu Li (J. Appl. Math., 2012)

Weighted Stochastic Restricted Estimation in Linear Measurement Error Models. - Wenxue Li; Hu Yang 001 (Commun. Stat. Simul. Comput., 2013)

On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression. - Chaolin Liu; Hu Yang 001; Jibo Wu (J. Appl. Math., 2013)

Some Results for the Drazin Inverses of the Sum of Two Matrices and Some Block Matrices. - Abdul Shakoor; Hu Yang 001; Ilyas Ali (J. Appl. Math., 2013)

Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis. - Chaohui Guo; Hu Yang 001; Jing Lv (Appl. Math. Comput., 2014)

Efficiency of a stochastic restricted two-parameter estimator in linear regression. - Yalian Li; Hu Yang 001 (Appl. Math. Comput., 2014)

On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model. - Jibo Wu; Hu Yang 001 (Commun. Stat. Simul. Comput., 2014)

Two Classes of Almost Unbiased Type Principal Component Estimators in Linear Regression Model. - Yalian Li; Hu Yang 001 (J. Appl. Math., 2014)

A robust and efficient estimation and variable selection method for partially linear single-index models. - Hu Yang 001; Jing Yang (J. Multivar. Anal., 2014)

An efficient and robust variable selection method for longitudinal generalized linear models. - Jing Lv; Hu Yang 001; Chaohui Guo (Comput. Stat. Data Anal., 2015)

On the Principal Component Liu-type Estimator in Linear Regression. - Jibo Wu; Hu Yang 001 (Commun. Stat. Simul. Comput., 2015)

Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function. - Jing Lv; Hu Yang 001; Chaohui Guo (J. Comput. Appl. Math., 2015)

SCAD penalized rank regression with a diverging number of parameters. - Hu Yang 001; Chaohui Guo; Jing Lv (J. Multivar. Anal., 2015)

Regularized estimation for the least absolute relative error models with a diverging number of covariates. - Xiaochao Xia; Zhi Liu 005; Hu Yang 001 (Comput. Stat. Data Anal., 2016)

Feature screening for generalized varying coefficient models with application to dichotomous responses. - Xiaochao Xia; Hu Yang 001; Jialiang Li 001 (Comput. Stat. Data Anal., 2016)

Penalized LAD Regression for Single-index Models. - Hu Yang 001; Jing Lv; Chaohui Guo (Commun. Stat. Simul. Comput., 2016)

Robust estimation for varying index coefficient models. - Jing Lv; Hu Yang 001; Chaohui Guo (Comput. Stat., 2016)

Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data. - Jing Lv; Hu Yang 001; Chaohui Guo (Comput. Stat., 2016)

Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data. - Jing Lv; Hu Yang 001; Chaohui Guo (Comput. Stat., 2016)

Generalized varying index coefficient models. - Chaohui Guo; Hu Yang 001; Jing Lv (J. Comput. Appl. Math., 2016)

A flexible condition number for weighted linear least squares problem and its statistical estimation. - Hu Yang 001; Shaoxin Wang (J. Comput. Appl. Math., 2016)

Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method. - Jing Yang; Hu Yang 001 (J. Comput. Appl. Math., 2016)

A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data. - Jing Lv; Chaohui Guo; Hu Yang 001; Yalian Li (Comput. Stat. Data Anal., 2017)

Estimation and variable selection in single-index composite quantile regression. - Huilan Liu; Hu Yang 001 (Commun. Stat. Simul. Comput., 2017)

Variable selection in partially linear additive models for modal regression. - Jing Lv; Hu Yang 001; Chaohui Guo (Commun. Stat. Simul. Comput., 2017)

Robust modal estimation and variable selection for single-index varying-coefficient models. - Jing Yang; Hu Yang 001 (Commun. Stat. Simul. Comput., 2017)

Quantile regression and variable selection for single-index varying-coefficient models. - Jing Yang; Hu Yang 001 (Commun. Stat. Simul. Comput., 2017)

A note on a discrete time MAP risk model. - Chaolin Liu; Zhimin Zhang 009; Hu Yang 001 (J. Comput. Appl. Math., 2017)

Weighted composite quantile regression for single index model with missing covariates at random. - Huilan Liu; Hu Yang 001; Changgen Peng (Comput. Stat., 2019)

On the penalized maximum likelihood estimation of high-dimensional approximate factor model. - Shaoxin Wang; Hu Yang 001; Chaoli Yao (Comput. Stat., 2019)

A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature. - Kai Qi; Hu Yang 001; Qingyu Hu; Dongjun Yang (Knowl. Based Syst., 2019)

The Structured Smooth Adjustment for Square-root Regularization: Theory, algorithm and applications. - Wanling Xie; Hu Yang 001 (Knowl. Based Syst., 2020)

Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data. - Ning Li; Hu Yang 001; Jing Yang (Commun. Stat. Simul. Comput., 2021)

Joint rescaled asymmetric least squared nonparallel support vector machine with a stochastic quasi-Newton based algorithm. - Kai Qi; Hu Yang 001 (Appl. Intell., 2022)

Joint sparse principal component regression with robust property. - Kai Qi; Jingwen Tu; Hu Yang 001 (Expert Syst. Appl., 2022)

Least product relative error estimation for identification in multiplicative additive models. - Hao Ming; Huilan Liu; Hu Yang 001 (J. Comput. Appl. Math., 2022)

Elastic Net Nonparallel Hyperplane Support Vector Machine and Its Geometrical Rationality. - Kai Qi; Hu Yang 001 (IEEE Trans. Neural Networks Learn. Syst., 2022)

High-dimensional sparse portfolio selection with nonnegative constraint. - Siwei Xia; Yuehan Yang; Hu Yang 001 (Appl. Math. Comput., 2023)

Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. - Yuehan Yang; Siwei Xia; Hu Yang 001 (Comput. Stat. Data Anal., 2023)

Capped Asymmetric Elastic Net Support Vector Machine for Robust Binary Classification. - Kai Qi; Hu Yang 001 (Int. J. Intell. Syst., 2023)

A novel robust nonparallel support vector classifier based on one optimization problem. - Kai Qi; Hu Yang 001 (Neural Comput. Appl., 2023)

LS-GNHSVM: A novel joint geometrical nonparallel hyperplane support vector machine. - Kai Qi; Hu Yang 001 (Expert Syst. Appl., 2023)

One-step sparse estimates in the reverse penalty for high-dimensional correlated data. - Hao Ming; Yinjun Chen; Hu Yang 001 (J. Comput. Appl. Math., 2023)

Bounded quantile loss for robust support vector machines-based classification and regression. - Jiaqi Zhang; Hu Yang 001 (Expert Syst. Appl., 2024)

A fast robust best subset regression. - Hao Ming; Hu Yang 001 (Knowl. Based Syst., 2024)

A novel bounded loss framework for support vector machines. - Feihong Li; Hu Yang 001 (Neural Networks, 2024)

Fused robust geometric nonparallel hyperplane support vector machine for pattern classification. - Ruiyao Gao; Kai Qi; Hu Yang 001 (Expert Syst. Appl., 2024)

L0 regularized logistic regression for large-scale data. - Hao Ming; Hu Yang 001 (Pattern Recognit., 2024)

Group sparse structural smoothing recovery: model, statistical properties and algorithm. - Zuoxun Tan; Hu Yang 001 (Stat. Comput., 2024)

Robust support vector machine based on the bounded asymmetric least squares loss function and its applications in noise corrupted data. - Jiaqi Zhang; Hu Yang 001 (Adv. Eng. Informatics, 2025)

Distributed algorithm for best subset regression. - Hao Ming; Hu Yang 001 (Expert Syst. Appl., 2025)

Reweighted angle two-dimensional principal component analysis for feature extraction. - Zuoxun Tan; Hu Yang 001 (Pattern Recognit., 2025)

Valley-loss multiple birth support vector machine for multi-class classification. - Xue Li; Jiaqi Zhang; Hu Yang 001 (Neural Comput. Appl., 2025)

A new truncated non-convex loss based support vector machine for robust binary classification. - Feihong Li; Kai Qi; Hu Yang 001 (Appl. Intell., 2025)