57 citations · 59 across the 5 of their papers we have counts for
5 papers
Quantile regression with measurement errors
Mushan Li, Yanyuan Ma, Liqun Wang
We devise a novel estimator for a general quantile regression model with normal measurement errors in the covariates. The method is applicable to both linear and nonlinear quantile…
Nonlinear boundary crossing probabilities of Brownian motion with random jumps
Jinghai Shao, Liqun Wang
We derive explicit formulas for probabilities of Brownian motion with jumps crossing linear or piecewise linear boundaries in any finite interval. We then use these formulas to app…
Boundary crossing probabilities for diffusions with piecewise linear drifts
Jinghai Shao, Liqun Wang
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation sc…
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
Liqun Wang, Klaus Pötzelberger
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) f…
Estimation of nonlinear models with Berkson measurement errors
Liqun Wang
This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to…