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Tail behavior of regression estimators and their breakdown points

He, Xuming (contributor) - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 5, pp. 1195-1214

Persistent link: https://www.econbiz.de/10001094785

On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

He, Xuming; Kim, Mi-Ok - In: Metrika : international journal for theoretical and … 55 (2002) 1/2, pp. 67-74

Persistent link: https://www.econbiz.de/10001673571

Smoothed quantile regression with large-scale inference

He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388

Persistent link: https://www.econbiz.de/10014339967

Quantile regression estimates for a class of linear and partially linear errors-in-variables models

He, Xuming; Liang, Hua - 1997

We consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error variables for both the response and the manifest variables have a joint distribution that is spherically symmetric but otherwise unknown, the regression quantile estimates based...

Persistent link: https://www.econbiz.de/10009661014

Prediction of functional status for the elderly based on a new ordinal regression model

Hong, Hyokyoung Grace; He, Xuming - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 930-941

Persistent link: https://www.econbiz.de/10008738038

Power transformation toward a linear regression quantile

Mu, Yunming; He, Xuming - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 269-279

Persistent link: https://www.econbiz.de/10003431152

Robust estimation in generalized partial linear models for clustered data

He, Xuming; Fung, Wing K.; Zhu, Zhongyi - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1176-1184

Persistent link: https://www.econbiz.de/10003241531