Jin-Guan Lin

According to our database1, Jin-Guan Lin authored at least 26 papers between 2005 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2022
Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data.
J. Syst. Sci. Complex., 2022

Estimation of semi-varying coefficient models for longitudinal data with irregular error structure.
Comput. Stat. Data Anal., 2022

2020
Adaptive semiparametric estimation for single index models with jumps.
Comput. Stat. Data Anal., 2020

2019
Test for Heteroscedasticity in Partially Linear Regression Models.
J. Syst. Sci. Complex., 2019

Iterative weighted estimation based on variance modelling in linear regression models.
Commun. Stat. Simul. Comput., 2019

Estimation and test of jump discontinuities in varying coefficient models with empirical applications.
Comput. Stat. Data Anal., 2019

Modal Regression Estimation for Heteroscedastic Single-Index Model.
Proceedings of the ISCSIC 2019: 3rd International Symposium on Computer Science and Intelligent Control, 2019

2017
Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data.
Commun. Stat. Simul. Comput., 2017

Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros.
Commun. Stat. Simul. Comput., 2017

A robust and efficient estimation method for nonparametric models with jump points.
Commun. Stat. Simul. Comput., 2017

2016
Adaptive jump-preserving estimates in varying-coefficient models.
J. Multivar. Anal., 2016

Orthogonal Arrays Robust to a Specified Set of Nonnegligible Effects.
J. Syst. Sci. Complex., 2016

Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method.
Comput. Stat., 2016

2015
Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix.
Stat. Methods Appl., 2015

Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors.
Comput. Stat. Data Anal., 2015

2014
Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data.
Stat. Methods Appl., 2014

2013
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors.
J. Multivar. Anal., 2013

On estimation of measurement error models with replication under heavy-tailed distributions.
Comput. Stat., 2013

2012
Empirical Likelihood Estimation for Population Pharmacokinetic Study Based on Generalized Linear Model.
J. Appl. Math., 2012

On estimation of a heteroscedastic measurement error model under heavy-tailed distributions.
Comput. Stat. Data Anal., 2012

2011
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models.
Commun. Stat. Simul. Comput., 2011

2009
Statistical Diagnostics for Skew-t-Normal Nonlinear Models.
Commun. Stat. Simul. Comput., 2009

Score tests for zero-inflated generalized Poisson mixed regression models.
Comput. Stat. Data Anal., 2009

Diagnostics for skew-normal nonlinear regression models with AR(1) errors.
Comput. Stat. Data Anal., 2009

2006
Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models.
Comput. Stat. Data Anal., 2006

2005
Generalized nonlinear models and variance function estimation.
Comput. Stat. Data Anal., 2005


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