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Joint Modeling and Analysis of Longitudinal Data with Informative Observation Times

Liang, Yu; Lu, Wenbin; Ying, Zhiliang - In: Biometrics 65 (2009) 2, pp. 377-384

Persistent link: https://www.econbiz.de/10010947014

A Note on Using Regression Models to Analyze Randomized Trials: Asymptotically Valid Hypothesis Tests Despite Incorrectly Specified Models

Kim, Jane Paik - In: Biometrics 69 (2013) 1, pp. 282-289

Persistent link: https://www.econbiz.de/10010684066

Simulation-based Value-at-Risk for nonlinear portfolios

Chen, Junyao; Sit, Tony; Wong, Hoi Ying - In: Quantitative finance 19 (2019) 10, pp. 1639-1658

Persistent link: https://www.econbiz.de/10012194812

Adaptive robust online portfolio selection

Tsang, Man Yiu; Sit, Tony; Wong, Hoi Ying - In: European journal of operational research : EJOR 321 (2025) 1, pp. 214-230

Persistent link: https://www.econbiz.de/10015094949

Mining the factor zoo : estimation of latent factor models with sufficient proxies

Wan, Runzhe; Li, Yingying; Lu, Wenbin; Song, Rui - In: Journal of econometrics 239 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015074454

Statistical inference of the value function for reinforcement learning in infinite‐horizon settings

Shi, Chengchun; Zhang, Sheng; Lu, Wenbin; Song, Rui - In: Journal of the Royal Statistical Society: Series B … 84 (2021) 3, pp. 765-793

Persistent link: https://www.econbiz.de/10012810806

Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects

Shi, Chengchun; Song, Rui; Lu, Wenbin; Fu, Bo - In: Journal of the Royal Statistical Society: Series B … 80 (2018) 4, pp. 681-702

Persistent link: https://www.econbiz.de/10012097262

Maximum likelihood estimation in the proportional hazards cure model

Lu, Wenbin - In: Annals of the Institute of Statistical Mathematics 60 (2008) 3, pp. 545-574

Persistent link: https://www.econbiz.de/10005395549

Variance estimation in censored quantile regression via induced smoothing

Pang, Lei; Lu, Wenbin; Wang, Huixia Judy - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 785-796

Statistical inference in censored quantile regression is challenging, partly due to the unsmoothness of the quantile score function. A new procedure is developed to estimate the variance of the Bang and Tsiatis inverse-censoring-probability weighted estimator for censored quantile regression by...

Persistent link: https://www.econbiz.de/10010871351

Sample size calculation for the proportional hazards model with a time-dependent covariate

Wang, Songfeng; Zhang, Jiajia; Lu, Wenbin - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 217-227

The Cox proportional hazards (PH) model with time-dependent covariates (referred to as the extended PH model) has been widely used in medical and health related studies to investigate the effects of time-varying risk factors on survival. Theories and practices regarding model estimation and...

Persistent link: https://www.econbiz.de/10010871384