Generalized nonlinear models and variance function estimation. - Nansong Zhang; Bo-Cheng Wei; Jin-Guan Lin (Comput. Stat. Data Anal., 2005)

Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models. - Jin-Guan Lin; Bo-Cheng Wei (Comput. Stat. Data Anal., 2006)

Diagnostics for skew-normal nonlinear regression models with AR(1) errors. - Feng-Chang Xie; Jin-Guan Lin; Bo-Cheng Wei (Comput. Stat. Data Anal., 2009)

Score tests for zero-inflated generalized Poisson mixed regression models. - Feng-Chang Xie; Bo-Cheng Wei; Jin-Guan Lin (Comput. Stat. Data Anal., 2009)

Statistical Diagnostics for Skew-t-Normal Nonlinear Models. - Jin-Guan Lin; Feng-Chang Xie; Bo-Cheng Wei (Commun. Stat. Simul. Comput., 2009)

A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models. - Yong Li; Zhong-Xin Ni; Jin-Guan Lin (Commun. Stat. Simul. Comput., 2011)

On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. - Chun-Zheng Cao; Jin-Guan Lin; Xiao-Xin Zhu (Comput. Stat. Data Anal., 2012)

Empirical Likelihood Estimation for Population Pharmacokinetic Study Based on Generalized Linear Model. - Fang-Rong Yan; Jin-Guan Lin; Yuan Huang; Jun-Lin Liu; Tao Lu (J. Appl. Math., 2012)

On estimation of measurement error models with replication under heavy-tailed distributions. - Jin-Guan Lin; Chun-Zheng Cao (Comput. Stat., 2013)

Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. - Xing-Cai Zhou; Jin-Guan Lin (J. Multivar. Anal., 2013)

Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data. - Xing-Cai Zhou; Jin-Guan Lin (Stat. Methods Appl., 2014)

Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors. - Yan-Yong Zhao; Jin-Guan Lin; Pei-Rong Xu; Xu-Guo Ye (Comput. Stat. Data Anal., 2015)

Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix. - Xueping Chen; Jin-Guan Lin; Xiao-di Wang; Xing-Fang Huang (Stat. Methods Appl., 2015)

Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method. - Yan-Yong Zhao; Jin-Guan Lin; Xing-Fang Huang (Comput. Stat., 2016)

Orthogonal Arrays Robust to a Specified Set of Nonnegligible Effects. - Xueping Chen; Jin-Guan Lin (J. Syst. Sci. Complex., 2016)

Adaptive jump-preserving estimates in varying-coefficient models. - Yan-Yong Zhao; Jin-Guan Lin; Xing-Fang Huang; Hong-Xia Wang (J. Multivar. Anal., 2016)

A robust and efficient estimation method for nonparametric models with jump points. - Zhong-Cheng Han; Jin-Guan Lin; Hong-Xia Wang; Xing-Fang Huang (Commun. Stat. Simul. Comput., 2017)

Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros. - Feng-Chang Xie; Jin-Guan Lin; Bo-Cheng Wei (Commun. Stat. Simul. Comput., 2017)

Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data. - Yan-Yong Zhao; Jin-Guan Lin; Hong-Xia Wang (Commun. Stat. Simul. Comput., 2017)

Modal Regression Estimation for Heteroscedastic Single-Index Model. - Waled Khaled; Jin-Guan Lin (ISCSIC, 2019)

Estimation and test of jump discontinuities in varying coefficient models with empirical applications. - Yan-Yong Zhao; Jin-Guan Lin (Comput. Stat. Data Anal., 2019)

Iterative weighted estimation based on variance modelling in linear regression models. - Yan-Yong Zhao; Jin-Guan Lin; Xing-Fang Huang; Hong-Xia Wang (Commun. Stat. Simul. Comput., 2019)

Test for Heteroscedasticity in Partially Linear Regression Models. - Waled Khaled; Jin-Guan Lin; Zhong-Cheng Han; Yanyong Zhao; Hongxia Hao (J. Syst. Sci. Complex., 2019)

Adaptive semiparametric estimation for single index models with jumps. - Zhong-Cheng Han; Jin-Guan Lin; Yan-Yong Zhao (Comput. Stat. Data Anal., 2020)

Estimation of semi-varying coefficient models for longitudinal data with irregular error structure. - Yan-Yong Zhao; Jin-Guan Lin; Jian-Qiang Zhao; Zhang-Xiao Miao (Comput. Stat. Data Anal., 2022)

Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data. - Xu-Guo Ye; Yanyong Zhao; Jin-Guan Lin; Weifang Long (J. Syst. Sci. Complex., 2022)