publication venue for
- A ROBUST AND EFFICIENT APPROACH TO CAUSAL INFERENCE BASED ON SPARSE SUFFICIENT DIMENSION REDUCTION.. 47:1505-1535. 2019
- BAYESIAN FRACTIONAL POSTERIORS. 47:39-66. 2019
- EFFICIENT AND ADAPTIVE LINEAR REGRESSION IN SEMI-SUPERVISED SETTINGS. 46:1541-1572. 2018
- Conditional mean and quantile dependence testing in high dimension. 46:219-246. 2018
- Estimation and Inference in Generalized Additive Coefficient Models for Nonlinear Interactions with High-Dimensional Covariates.. 43:2102-2131. 2015
- Classification algorithms using adaptive partitioning. 42:2141-2163. 2014
- POSTERIOR CONTRACTION IN SPARSE BAYESIAN FACTOR MODELS FOR MASSIVE COVARIANCE MATRICES. 42:1102-1130. 2014
- ANISOTROPIC FUNCTION ESTIMATION USING MULTI-BANDWIDTH GAUSSIAN PROCESSES.. 42:352-381. 2014
- Fixed-smoothing asymptotics for time series. 41:1329-1349. 2013
- ESTIMATION AND VARIABLE SELECTION FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS.. 39:1827-1851. 2011
- Approximation and learning by greedy algorithms. 36:64-94. 2008
- Normalized least-squares estimation in time-varying ARCH models. 36:742-786. 2008
- Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments. 35:1608-1643. 2007
- Discussion: Conditional growth charts. 34:2098-2104. 2006
- Statistical inference for time-varying ARCH processes. 34:1075-1114. 2006
- Efficient estimation of a semiparametric partially linear varying coefficient model. 33:258-283. 2005
- A Bayesian 2 test for goodness-of-fit. 32:2361-2384. 2004
- Bayesian-motivated tests of function fit and their asymptotic frequentist properties. 32:2580-2615. 2004
- Adaptive wavelet estimator for nonparametric density deconvolution. 27:2033-2053. 1999
- Estimation in a semiparametric partially linear errors-in-variables model. 27:1519-1535. 1999
- Local linear regression for generalized linear models with missing data. 26:1028-1050. 1998
- Testing for additivity in nonparametric regression. 23:1896-1920. 1995
- DIMENSION REDUCTION IN A SEMIPARAMETRIC REGRESSION-MODEL WITH ERRORS IN COVARIATES. 23:161-181. 1995
- Bias Reduction in Kernel Density Estimation by Smoothed Empirical Transformations. 22:185-210. 1994
- AN ASYMPTOTIC THEORY FOR SLICED INVERSE REGRESSION. 20:1040-1061. 1992
- TESTING GOODNESS-OF-FIT IN REGRESSION VIA ORDER SELECTION CRITERIA. 20:1412-1425. 1992
- DECONVOLUTION-BASED SCORE TESTS IN MEASUREMENT ERROR MODELS. 19:249-259. 1991
- NONPARAMETRIC-ESTIMATION OF OPTIMAL PERFORMANCE CRITERIA IN QUALITY ENGINEERING. 18:281-302. 1990
- DATA-DRIVEN BANDWIDTH CHOICE FOR DENSITY-ESTIMATION BASED ON DEPENDENT DATA. 18:873-890. 1990
- AN ARMA TYPE PROBABILITY DENSITY ESTIMATOR. 16:842-855. 1988
- Admissibile Kernel Estimators of a Multivariate Density. 16:1421-1427. 1988
- COVARIATE MEASUREMENT ERROR IN LOGISTIC-REGRESSION. 13:1335-1351. 1985
- ADAPTING FOR HETEROSCEDASTICITY IN LINEAR-MODELS. 10:1224-1233. 1982
- ALMOST SURE EXPANSIONS FOR M-ESTIMATES. 6:314-318. 1978