Robust Integrative Analysis via Quantile Regression with and

Semi-Distance Correlation and Its Applications

Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability

Test and Measure for Partial Mean Dependence Based on Machine Learning Methods

Calms: Constrained Adaptive Lasso with Multi-Directional Signals for Latent Networks Reconstruction

Transfer Learning for Spatial Autoregressive Models

Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching

Causal effect estimation with censored outcome and covariate selection

Huber estimation for the network autoregressive model

The impact of regional Internet development on Chinese middle-aged and older adults' depression, 2011-2018

GOLFS: feature selection via combining both global and local information for high dimensional clustering

Estimating Conditional Average Treatment Effects with Heteroscedasticity by Model Averaging and Matching

Treatment Effect Estimation with Censored Outcome and Covariate Selection

Composite Quantile Estimation for Kink Model with Longitudinal Data

Huber Estimation for the Network Autoregressive Model

Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills

Robust High-Dimensional Low-Rank Matrix Estimation: Optimal Rate and Data-Adaptive Tuning

Test and Measure for Partial Mean Dependence Based on Deep Neural Networks

Projection Test for Mean Vector in High Dimensions

Weighted Clustered Coefficients Regression Models in Survey Sampling

CONDITIONAL TEST FOR ULTRAHIGH DIMENSIONAL LINEAR REGRESSION COEFFICIENTS

Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers

Multikink quantile regression for longitudinal data with application to progesterone data analysis

A Multi-Kink quantile regression model with common structure for panel data analysis

Time-varying minimum variance portfolio

Dummy endogenous treatment effect estimation using high-dimensional instrumental variables

Censored mean variance sure independence screening for ultrahigh dimensional survival data

Estimation and Inference for Multi-Kink Quantile Regression

Endogenous treatment effect estimation using high-dimensional instruments and double selection

A LACK-OF-FIT TEST WITH SCREENING IN SUFFICIENT DIMENSION REDUCTION

Estimation and Inference for Multi-Kink Quantile Regression

FORWARD ADDITIVE REGRESSION FOR ULTRAHIGH-DIMENSIONAL NONPARAMETRIC ADDITIVE MODELS

A distribution-free test of independence based on mean variance index

Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening

TEST FOR HIGH-DIMENSIONAL REGRESSION COEFFICIENTS USING REFITTED CROSS-VALIDATION VARIANCE ESTIMATION

Variable Selection for Structural Equation with Endogeneity

Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective

Variable selection and direction estimation for single-index models via DC-TGDR method

Projection correlation between two random vectors

REGULARIZED QUANTILE REGRESSION AND ROBUST FEATURE SCREENING FOR SINGLE INDEX MODELS

Estimation and inference on central mean subspace for multivariate response data

A selective overview of feature screening for ultrahigh-dimensional data

Model-Free Feature Screening for Ultrahigh Dimenssional Discriminant Analysis

Assessing Mediation Using Marginal Structural Models in the Presence of Confounding and Moderation

Feature Screening via Distance Correlation Learning