Li, Shaobo; Tian, Shaonan; Yu, Yan; Zhu, Xiaorui; Lian, Heng Corporate probability of default: a single-index hazard model approach. (English) Zbl 07813815 J. Bus. Econ. Stat. 41, No. 4, 1288-1299 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{S. Li} et al., J. Bus. Econ. Stat. 41, No. 4, 1288--1299 (2023; Zbl 07813815) Full Text: DOI
Wang, Di; Zheng, Yao; Lian, Heng; Li, Guodong High-dimensional vector autoregressive time series modeling via tensor decomposition. (English) Zbl 1506.62373 J. Am. Stat. Assoc. 117, No. 539, 1338-1356 (2022). MSC: 62M10 68T09 62H99 PDFBibTeX XMLCite \textit{D. Wang} et al., J. Am. Stat. Assoc. 117, No. 539, 1338--1356 (2022; Zbl 1506.62373) Full Text: DOI arXiv
Lv, Shaogao; Lian, Heng Debiased distributed learning for sparse partial linear models in high dimensions. (English) Zbl 07625155 J. Mach. Learn. Res. 23, Paper No. 2, 32 p. (2022). MSC: 68T05 PDFBibTeX XMLCite \textit{S. Lv} and \textit{H. Lian}, J. Mach. Learn. Res. 23, Paper No. 2, 32 p. (2022; Zbl 07625155) Full Text: arXiv Link
Wang, Yue; Zhou, Yan; Li, Rui; Lian, Heng Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space. (English) Zbl 07476369 Comput. Stat. Data Anal. 168, Article ID 107388, 13 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Wang} et al., Comput. Stat. Data Anal. 168, Article ID 107388, 13 p. (2022; Zbl 07476369) Full Text: DOI
Zhang, Fode; Li, Rui; Lian, Heng; Bandyopadhyay, Dipankar Sparse reduced-rank regression for multivariate varying-coefficient models. (English) Zbl 07493324 J. Stat. Comput. Simulation 91, No. 4, 752-767 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Zhang} et al., J. Stat. Comput. Simulation 91, No. 4, 752--767 (2021; Zbl 07493324) Full Text: DOI
Lv, Shaogao; Fan, Zengyan; Lian, Heng; Suzuki, Taiji; Fukumizu, Kenji A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model. (English) Zbl 1510.62065 Comput. Stat. Data Anal. 152, Article ID 107039, 28 p. (2020). MSC: 62-08 62G08 68T05 PDFBibTeX XMLCite \textit{S. Lv} et al., Comput. Stat. Data Anal. 152, Article ID 107039, 28 p. (2020; Zbl 1510.62065) Full Text: DOI
Wang, Lei; Lian, Heng Communication-efficient estimation of high-dimensional quantile regression. (English) Zbl 1452.62527 Anal. Appl., Singap. 18, No. 6, 1057-1075 (2020). MSC: 62J07 62G08 62R07 PDFBibTeX XMLCite \textit{L. Wang} and \textit{H. Lian}, Anal. Appl., Singap. 18, No. 6, 1057--1075 (2020; Zbl 1452.62527) Full Text: DOI
Lian, Heng; Zhao, Kaifeng; Lv, Shaogao Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data. (English) Zbl 1436.62145 Ann. Stat. 47, No. 5, 2922-2949 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G08 62G20 65D07 62J07 PDFBibTeX XMLCite \textit{H. Lian} et al., Ann. Stat. 47, No. 5, 2922--2949 (2019; Zbl 1436.62145) Full Text: DOI Euclid
Fang, Yixin; Lian, Heng; Liang, Hua A generalized partially linear framework for variance functions. (English) Zbl 1408.62068 Ann. Inst. Stat. Math. 70, No. 5, 1147-1175 (2018). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62G08 62J12 62G20 PDFBibTeX XMLCite \textit{Y. Fang} et al., Ann. Inst. Stat. Math. 70, No. 5, 1147--1175 (2018; Zbl 1408.62068) Full Text: DOI
Lv, Shaogao; Lin, Huazhen; Lian, Heng; Huang, Jian Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space. (English) Zbl 1459.62053 Ann. Stat. 46, No. 2, 781-813 (2018). MSC: 62G08 62G20 62G05 46E22 PDFBibTeX XMLCite \textit{S. Lv} et al., Ann. Stat. 46, No. 2, 781--813 (2018; Zbl 1459.62053) Full Text: DOI
Cheng, Ming-Yen; Feng, Sanying; Li, Gaorong; Lian, Heng Greedy forward regression for variable screening. (English) Zbl 1521.62120 Aust. N. Z. J. Stat. 60, No. 1, 20-42 (2018). MSC: 62J07 62H12 62P10 PDFBibTeX XMLCite \textit{M.-Y. Cheng} et al., Aust. N. Z. J. Stat. 60, No. 1, 20--42 (2018; Zbl 1521.62120) Full Text: DOI arXiv
Lian, Heng; Kim, Yongdai Nonconvex penalized reduced rank regression and its oracle properties in high dimensions. (English) Zbl 1328.62428 J. Multivariate Anal. 143, 383-393 (2016). MSC: 62J05 PDFBibTeX XMLCite \textit{H. Lian} and \textit{Y. Kim}, J. Multivariate Anal. 143, 383--393 (2016; Zbl 1328.62428) Full Text: DOI
Fang, Yixin; Lian, Heng; Liang, Hua; Ruppert, David Variance function additive partial linear models. (English) Zbl 1329.62199 Electron. J. Stat. 9, No. 2, 2793-2827 (2015). MSC: 62G08 62G20 62J02 62F12 PDFBibTeX XMLCite \textit{Y. Fang} et al., Electron. J. Stat. 9, No. 2, 2793--2827 (2015; Zbl 1329.62199) Full Text: DOI Euclid
Lian, Heng; Meng, Jie; Zhao, Kaifeng Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models. (English) Zbl 1327.62309 J. Multivariate Anal. 141, 81-103 (2015). MSC: 62G20 PDFBibTeX XMLCite \textit{H. Lian} et al., J. Multivariate Anal. 141, 81--103 (2015; Zbl 1327.62309) Full Text: DOI
Wang, Lichun; You, Yuan; Lian, Heng Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models. (English) Zbl 1364.62198 Stat. Pap. 56, No. 3, 819-828 (2015). MSC: 62J12 62J07 62G08 PDFBibTeX XMLCite \textit{L. Wang} et al., Stat. Pap. 56, No. 3, 819--828 (2015; Zbl 1364.62198) Full Text: DOI
Lian, Heng; Fan, Zengyan Estimation of a sparse and spiked covariance matrix. (English) Zbl 1320.62123 J. Nonparametric Stat. 27, No. 2, 241-252 (2015). MSC: 62H12 62H25 62J07 62P10 92D10 PDFBibTeX XMLCite \textit{H. Lian} and \textit{Z. Fan}, J. Nonparametric Stat. 27, No. 2, 241--252 (2015; Zbl 1320.62123) Full Text: DOI
Lian, Heng; Feng, Sanying; Zhao, Kaifeng Parametric and semiparametric reduced-rank regression with flexible sparsity. (English) Zbl 1308.62144 J. Multivariate Anal. 136, 163-174 (2015). MSC: 62J05 62G20 PDFBibTeX XMLCite \textit{H. Lian} et al., J. Multivariate Anal. 136, 163--174 (2015; Zbl 1308.62144) Full Text: DOI
Li, Jianbo; Huang, Zhensheng; Lian, Heng Empirical likelihood inference for general transformation models with right censored data. (English) Zbl 1332.62387 Stat. Comput. 24, No. 6, 985-995 (2014). MSC: 62N02 62N01 62E20 PDFBibTeX XMLCite \textit{J. Li} et al., Stat. Comput. 24, No. 6, 985--995 (2014; Zbl 1332.62387) Full Text: DOI
Lian, Heng; Liang, Hua Generalized additive partial linear models with high-dimensional covariates. (English) Zbl 1290.62054 Econom. Theory 29, No. 6, 1136-1161 (2013). MSC: 62J12 PDFBibTeX XMLCite \textit{H. Lian} and \textit{H. Liang}, Econom. Theory 29, No. 6, 1136--1161 (2013; Zbl 1290.62054) Full Text: DOI
Lian, Heng Variable selection in high-dimensional partly linear additive models. (English) Zbl 1254.62053 J. Nonparametric Stat. 24, No. 4, 825-839 (2012). MSC: 62G08 62G20 65D07 65C05 PDFBibTeX XMLCite \textit{H. Lian}, J. Nonparametric Stat. 24, No. 4, 825--839 (2012; Zbl 1254.62053) Full Text: DOI
Lian, Heng; Chen, Xin; Yang, Jian-Yi Identification of partially linear structure in additive models with an application to gene expression prediction from sequences. (English) Zbl 1251.62013 Biometrics 68, No. 2, 437-445 (2012). MSC: 62G08 62G20 62P10 65C60 PDFBibTeX XMLCite \textit{H. Lian} et al., Biometrics 68, No. 2, 437--445 (2012; Zbl 1251.62013) Full Text: DOI
Lu, Xuewen; Lian, Heng; Liu, Wanrong Semiparametric estimation for inverse density weighted expectations when responses are missing at random. (English) Zbl 1241.62044 J. Nonparametric Stat. 24, No. 1, 139-152 (2012). MSC: 62G07 62G20 65C05 62P20 PDFBibTeX XMLCite \textit{X. Lu} et al., J. Nonparametric Stat. 24, No. 1, 139--152 (2012; Zbl 1241.62044) Full Text: DOI
Lian, Heng Shrinkage estimation for identification of linear components in additive models. (English) Zbl 1237.62048 Stat. Probab. Lett. 82, No. 2, 225-231 (2012). MSC: 62G08 62J99 65D07 62G20 62J05 PDFBibTeX XMLCite \textit{H. Lian}, Stat. Probab. Lett. 82, No. 2, 225--231 (2012; Zbl 1237.62048) Full Text: DOI
Lian, Heng Shrinkage tuning parameter selection in precision matrices estimation. (English) Zbl 1213.62099 J. Stat. Plann. Inference 141, No. 8, 2839-2848 (2011). MSC: 62H12 65C60 PDFBibTeX XMLCite \textit{H. Lian}, J. Stat. Plann. Inference 141, No. 8, 2839--2848 (2011; Zbl 1213.62099) Full Text: DOI arXiv
Lian, Heng Sparse Bayesian hierarchical modeling of high-dimensional clustering problems. (English) Zbl 1188.62137 J. Multivariate Anal. 101, No. 7, 1728-1737 (2010). MSC: 62F15 62H30 62P10 65C60 65C05 92C50 PDFBibTeX XMLCite \textit{H. Lian}, J. Multivariate Anal. 101, No. 7, 1728--1737 (2010; Zbl 1188.62137) Full Text: DOI arXiv