Lu Lin

Orcid: 0000-0003-1803-5394

Affiliations:
  • Qufu Normal University, School of Statistics, China
  • Shandong University, Zhongtai Securities Institute for Financial Studies, Jinan, China


According to our database1, Lu Lin authored at least 19 papers between 2010 and 2021.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2021
Robust variable selection with exponential squared loss for the spatial autoregressive model.
Comput. Stat. Data Anal., 2021

Partition-based feature screening for categorical data via RKHS embeddings.
Comput. Stat. Data Anal., 2021

2019
Robust Estimation of Derivatives Using Locally Weighted Least Absolute Deviation Regression.
J. Mach. Learn. Res., 2019

Estimation for biased partial linear single index models.
Comput. Stat. Data Anal., 2019

Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data.
Comput. Stat. Data Anal., 2019

2018
Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors.
Comput. Stat. Data Anal., 2018

2017
Handling estimating equation with nonignorably missing data based on SIR algorithm.
J. Comput. Appl. Math., 2017

Optimal variance estimation based on lagged second-order difference in nonparametric regression.
Comput. Stat., 2017

2016
Inference for biased models: A quasi-instrumental variable approach.
J. Multivar. Anal., 2016

Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model.
J. Comput. Appl. Math., 2016

Adaptive conditional feature screening.
Comput. Stat. Data Anal., 2016

Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model.
Commun. Nonlinear Sci. Numer. Simul., 2016

2015
Heteroscedasticity checks for single index models.
J. Multivar. Anal., 2015

Derivative estimation based on difference sequence via locally weighted least squares regression.
J. Mach. Learn. Res., 2015

2014
Local linear-additive estimation for multiple nonparametric regressions.
J. Multivar. Anal., 2014

2013
Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model.
J. Appl. Math., 2013

Nonparametric feature screening.
Comput. Stat. Data Anal., 2013

2012
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters.
J. Multivar. Anal., 2012

2010
Bias-corrected empirical likelihood in a multi-link semiparametric model.
J. Multivar. Anal., 2010


  Loading...