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20142025
most citedTime-dependent lead-lag relationships between the VIX and VIX futures markets

27 citations

Showing stat.MEShow all

7 papers · 1 filter

stat.ME2025★ 7 cited

Hypothesis testing for quantitative trait locus effects in both location and scale in genetic backcross studies

Guanfu Liu, Pengfei Li, Yukun Liu +1

Testing the existence of a quantitative trait locus (QTL) effect is an important task in QTL mapping studies. Most studies concentrate on the case where the phenotype distributions…

stat.ME2025★ 2 cited

Two-step semiparametric empirical likelihood inference from capture-recapture data with missing covariates

Yang Liu, Yukun Liu, Pengfei Li +1

Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has…

stat.ME2024

SID: A Novel Class of Nonparametric Tests of Independence for Censored Outcomes

Jinhong Li, Jicai Liu, Jinhong You +1

We propose a new class of metrics, called the survival independence divergence (SID), to test dependence between a right-censored outcome and covariates. A key technique for derivi…

stat.ME2023★ 8 cited

Direct and Indirect Treatment Effects in the Presence of Semi-Competing Risks

Yuhao Deng, Yi Wang, Xiao-Hua Zhou

Semi-competing risks refer to the phenomenon that the terminal event (such as death) can censor the non-terminal event (such as disease progression) but not vice versa. The treatme…

stat.ME2021★ 3 cited

An Asymptotic Analysis of Minibatch-Based Momentum Methods for Linear Regression Models

Yuan Gao, Xuening Zhu, Haobo Qi +3

Momentum methods have been shown to accelerate the convergence of the standard gradient descent algorithm in practice and theory. In particular, the minibatch-based gradient descen…

stat.ME2018★ 2 cited

Homogeneity testing under finite location-scale mixtures

Jiahua Chen, Pengfei Li, Guanfu Liu

The testing problem for the order of finite mixture models has a long history and remains an active research topic. Since Ghosh and Sen (1985) revealed the hard-to-manage asymptoti…

stat.ME2018

Simulation Study on Local Influence Diagnosis for Poisson Mixed-Effect Linear Model

N. Zhang

Given that hierarchical count data in many fields are not Normally-distributed and include random effects, this paper extends the Generalized Linear Mixed Models (GLMMs) into Poiss…