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