publication venue for
- Bayesian estimation of constrained mean-covariance of normal distributions. 194:109745-109745. 2023
- A hypothesis-testing perspective on the G-normal distribution theory. 156:108623-108623. 2020
- Subsampling based inference for U statistics under thick tails using self-normalization. 138:95-103. 2018
- The limit theorem for maximum of partial sums of exchangeable random variables. 119:357-362. 2016
- Bayesian variable selection in binary quantile regression. 118:177-181. 2016
- Transient one-dimensional diffusions conditioned to converge to a different limit point. 110:62-73. 2016
- A nonparametric test of stationarity for independent data. 108:40-44. 2016
- Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors. 103:100-104. 2015
- Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor. 106:5-12. 2015
- An alternative REML estimation of covariance matrices in linear mixed models. 83:1071-1077. 2013
- Testing for Constant Nonparametric Effects in General Semiparametric Regression Models with Interactions.. 81:717-723. 2011
- Model selection using modified AIC and BIC in joint modeling of paired functional data. 80:1918-1924. 2010
- Marginal longitudinal semiparametric regression via penalized splines.. 80:1242-1252. 2010
- Moments of random vectors with skew t distribution and their quadratic forms (vol 63, pg 417, 2003). 79:2098-2099. 2009
- Duals of random vectors and processes with applications to prediction problems with missing values. 79:1637-1646. 2009
- A note on Bayesian spatial prediction using the elliptical distribution. 64:271-276. 2003
- Moments of random vectors with skew t distribution and their quadratic forms. 63:417-423. 2003
- A note on a simple Markov bilinear stochastic process. 56:283-288. 2002
- Nonparametric model check based on local polynomial fitting. 48:327-334. 2000
- Shift invariance of the occupation time of the Brownian bridge process. 45:379-382. 1999
- Verifying irreducibility and continuity of a nonlinear time series. 40:139-148. 1998
- An L-2 error test with order selection and thresholding. 39:61-72. 1998
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An L
2 error test with order selection and thresholding. 39:61-72. 1998 - The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations. 37:41-47. 1998
- Prediction with incomplete past and interpolation of missing values. 33:341-346. 1997
- Testing independence by nonparametric kernel method. 34:201-210. 1997
- A note on random densities via wavelets. 26:315-321. 1996
- On relations between prediction error covariance of univariate and multivariate processes. 16:355-359. 1993
- A joint test for serial correlation and random individual effects. 11:277-280. 1991
- A diagnostic for heteroscedasticity based on the spearman rank correlation. 10:69-76. 1990
- SYMMETRIZED NEAREST NEIGHBOR REGRESSION ESTIMATES. 7:315-318. 1989
- A note on levene's tests for equality of variances. 3:191-194. 1985
- ON THE MARGINAL DISTRIBUTION OF A 1ST ORDER AUTOREGRESSIVE PROCESS. 2:105-109. 1984
- ON THE MODAL RESOLUTION OF KERNEL DENSITY ESTIMATORS. 2:363-369. 1984