15 citations · 47 across the 30 of their papers we have counts for
8 papers · 1 filter
Homogeneity Pursuit in Single Index Models based Panel Data Analysis
Heng Lian, Xinghao Qiao, Wenyang Zhang
Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e…
Convergence of Nonparametric Functional Regression Estimates with Functional Responses
Heng Lian
We consider nonparametric functional regression when both predictors and responses are functions. More specifically, we let be random elements in $\mathca…
Posterior Convergence and Model Estimation in Bayesian Change-point Problems
Heng Lian
We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relativ…
Parameter estimation of high-dimensional linear differential equations
Heng Lian
We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with nois…
On posterior distribution of Bayesian wavelet thresholding
Heng Lian
We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a pa…
Cross Validation for Comparing Multiple Density Estimation Procedures
Heng Lian
We demonstrate the consistency of cross validation for comparing multiple density estimators using simple inequalities on the likelihood ratio. In nonparametric problems, the split…
On rates of convergence for posterior distributions under misspecification
Heng Lian
We extend the approach of Walker (2003, 2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity invo…
Nonlinear functional models for functional responses in reproducing kernel Hilbert spaces
Heng Lian
An extension of reproducing kernel Hilbert space (RKHS) theory provides a new framework for modeling functional regression models with functional responses. The approach only presu…