Robust estimation of the number of factors for the pair-elliptical factor models. - Shuquan Yang; Nengxiang Ling; Yulin Gong (Comput. Stat., 2022)

Partially functional linear quantile regression model and variable selection with censoring indicators MAR. - Chengxin Wu; Nengxiang Ling; Philippe Vieu; Wenjuan Liang (J. Multivar. Anal., 2023)

Robust projected principal component analysis for large-dimensional semiparametric factor modeling. - Shuquan Yang; Nengxiang Ling (J. Multivar. Anal., 2023)

Robust estimation of functional factor models with functional pairwise spatial signs. - Shuquan Yang; Nengxiang Ling (Comput. Stat., 2025)

kNN estimators for time series prediction: a functional partial linear single index model with missing responses and error-prone covariates. - Shuyu Meng; Zhensheng Huang; Nengxiang Ling (Comput. Stat., 2025)

Partially functional linear expectile regression model with missing observations. - Chengxin Wu; Nengxiang Ling (Comput. Stat., 2025)