Chih-Ling Tsai

发表

Regression and Time Series Model Selection

A. McQuarrie, Chih-Ling Tsai, 1998 .

Subgroup Analysis via Recursive Partitioning

Xiaogang Su, Chih-Ling Tsai, Hansheng Wang, 2009 .

Regression and time series model selection in small samples

Clifford M. Hurvich, Chih-Ling Tsai, C. Hurvich, 1989 .

Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion

Clifford M. Hurvich, J. Simonoff, Chih-Ling Tsai, 1998 .

A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION

Clifford M. Hurvich, Chih-Ling Tsai, C. Hurvich, 1993 .

Bias of the corrected AIC criterion for underfitted regression and time series models

Clifford M. Hurvich, Chih-Ling Tsai, C. Hurvich, 1991 .

Regression coefficient and autoregressive order shrinkage and selection via the lasso

Chih-Ling Tsai, Hansheng Wang, Guodong Li, 2007 .

Regression model selection—a residual likelihood approach

Chih-Ling Tsai, P. Shi, 2002 .

Regularization Parameter Selections via Generalized Information Criterion

Runze Li, Chih-Ling Tsai, Yiyun Zhang, 2010, Journal of the American Statistical Association.

Tuning parameter selectors for the smoothly clipped absolute deviation method.

Runze Li, Chih-Ling Tsai, Hansheng Wang, 2007, Biometrika.

MODEL SELECTION FOR MULTIVARIATE REGRESSION IN SMALL SAMPLES

Chih-Ling Tsai, E. Bedrick, 1994 .

Cross-validation and the Bootstrap

A. McQuarrie, Chih-Ling Tsai, 1998 .

The impact of model selection on inference in linear regression

Clifford M. Hurvich, Chih-Ling Tsai, C. Hurvich, 1990 .

Partial inverse regression

R. Cook, Chih-Ling Tsai, Lexin Li, 2007 .

A Joint Regression Variable and Autoregressive Order Selection Criterion

Chih-Ling Tsai, Peide Shi, Chih-Ling Tsai, 2004 .

Calculating the efficiency of maximum quasilikelihood estimation

Chih-Ling Tsai, Chih-Ling Tsai, Joe R. Hill, 1988 .

Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure

Chih-Ling Tsai, Xizhi Wu, Chih-Ling Tsai, 1992 .

Improved Methods for Tests of Long-Run Abnormal Stock Returns

Brad M. Barber, Chih-Ling Tsai, J. D. Lyon, 1999 .

Extending the Akaike Information Criterion to Mixture Regression Models

Prasad A. Naik, Chih-Ling Tsai, Peide Shi, 2007 .

Optimal multi-criteria designs for Fourier regression models

Chih-Ling Tsai, P. Shi, K. Fang, 2001 .

A note on the unification of the Akaike information criterion

Chih-Ling Tsai, P. Shi, 1998 .

Markov-Switching Model Selection Using Kullback-Leibler Divergence

Chih-Ling Tsai, P. Naik, Aaron Smith, 2005 .

A ROBUST AND EFFICIENT APPROACH TO CAUSAL INFERENCE BASED ON SPARSE SUFFICIENT DIMENSION REDUCTION.

Raymond J Carroll, Liping Zhu, Chih-Ling Tsai, 2019, Annals of statistics.

ESTIMATION AND TESTING FOR PARTIALLY LINEAR SINGLE-INDEX MODELS.

Runze Li, Hua Liang, Chih-Ling Tsai, 2010, Annals of statistics.

Constrained Inverse Regression for Incorporating Prior Information

Prasad A. Naik, Chih-Ling Tsai, Chih-Ling Tsai, 2005 .

Testing a Single Regression Coefficient in High Dimensional Regression Model

Runze Li, Chih-Ling Tsai, Hansheng Wang, 2016, Journal of econometrics.

Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples

Robert H. Shumway, Chih-Ling Tsai, Clifford M. Hurvich, 1990 .

Semiparametric regression model selections

Chih-Ling Tsai, Peide Shi, Chih-Ling Tsai, 1999 .

Covariance Regression Analysis

Chih-Ling Tsai, Hansheng Wang, Wei Lan, 2015 .

Controlling Measurement Errors in Models of Advertising Competition

Prasad A. Naik, Chih-Ling Tsai, Chih-Ling Tsai, 2000 .

De-noised Least Squares Estimators: an Application to Estimating Advertising Eeectiveness

Chih-Ling Tsai, Z. Cai, P. Naik, 2007 .

Score tests for heteroscedasticity in wavelet regression

Chih-Ling Tsai, Z. Cai, C. Hurvich, 1998 .

A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation

Chih-Ling Tsai, Clifford M. Hurvich, Chih-Ling Tsai, 1998 .

The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error

Chih-Ling Tsai, Chi-Lun Cheng, 2004 .

Treed Variance

Xiaogang Su, Chih-Ling Tsai, Xin Yan, 2006 .

21 No . 3 2005 , 1-27 ROBUST ESTIMATION AND TESTING IN NONLINEAR REGRESSION MODELS

Chih-Ling Tsai, M. Markatou, Ruei-Che Liu, 2011 .

Comparisons Between First Order and Second Order Approximations in Regression Diagnostics

Chih-Ling Tsai, Xizhi Wu, 1991 .

Extracting Forward-Looking Information from Security Prices: A New Approach

Chih-Ling Tsai, P. Naik, Dan Weiss, 2008 .

Sequential Model Averaging for High Dimensional Linear Regression Models

Chih-Ling Tsai, Hansheng Wang, Yingying Ma, 2017 .

Contour Projected Dimension Reduction

Chih-Ling Tsai, Hansheng Wang, Chih-Ling Tsai, 2008, 0911.3481.

Functional Form Diagnostics for Cox's Proportional Hazards Model

Chih-Ling Tsai, L. F. León, 2004, Biometrics.

Model selection for least absolute deviations regression in small samples

Chih-Ling Tsai, Clifford M. Hurvich, Chih-Ling Tsai, 1990 .

Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression

J. Simonoff, Chih-Ling Tsai, 1991 .

Tests for covariance structures with high-dimensional repeated measurements

Chih-Ling Tsai, Pingshou Zhong, P. X. Song, 2017 .

Supplemental Materials for “Variable screening via quantile partial” correlation

Runze Li, Chih-Ling Tsai, Shujie Ma, 2016 .

Higher Order Effects in Log‐Linear and Log‐Non‐Linear Models for Contingency Tables with Ordered Categories

J. Simonoff, Chih-Ling Tsai, 1991 .

Covariance Model with General Linear Structure and Divergent Parameters

Chih-Ling Tsai, Tao Zou, Wei Lan, 2022, Journal of Business & Economic Statistics.

Transformations and dynamic linear models

P. Lenk, Chih-Ling Tsai, 1990 .

CONTOUR PROJECTED DIMENSION REDUCTION 1

Chih-Ling Tsai, Ronghua Luo, Hansheng Wang, 2009 .

Constrained regression model selection

Chih-Ling Tsai, Lexin Li, 2008 .

Bias in nonlinear regression

Chih-Ling Tsai, R. D. Cook, R. Cook, 1986 .

Improved Tests for the First-Order Autoregressive Model With Heteroscedasticity

Chih-Ling Tsai, J. D. Lyon, 1995 .

Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

Jeffrey S. Simonoff, Chih-Ling Tsai, J. Simonoff, 1994 .

Score test for the first-order autoregressive model with heteroscedasticity

Chih-Ling Tsai, Chih-Ling Tsai, 1986 .

Profiled Forward Regression for Ultrahigh Dimensional Variable Screening in Semiparametric Partially Linear Models

Hua Liang, Chih-Ling Tsai, Hansheng Wang, 2011 .

Outlier detection

Xiaogang Su, Chih-Ling Tsai, Xiaogang Su, 2011, WIREs Data Mining Knowl. Discov..

Isotonic single-index model for high-dimensional database marketing

Prasad A. Naik, Chih-Ling Tsai, Chih-Ling Tsai, 2004, Comput. Stat. Data Anal..

Autoregressive Model Selection in Small Samples Using a Bias-Corrected Version of AIC

Chih-Ling Tsai, Clifford M. Hurvich, Chih-Ling Tsai, 1994 .

Subgroup Analysis via Recursive Partitioning

Hansheng Wang, Chih-Ling Tsai, Xiaogang Su, 2009, J. Mach. Learn. Res..

Tree-structured model diagnostics for linear regression

Morgan C. Wang, Chih-Ling Tsai, Xiaogang Su, 2009, Machine Learning.

Regression model diagnostics

Anthony C. Davison, Chih-Ling Tsai, A. Davison, 1992 .

Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach

Chih-Ling Tsai, Xuerong Chen, Wei Lan, 2021, Journal of Business & Economic Statistics.

Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria

Richard A. Levine, Chih-Ling Tsai, Xiaogang Su, 2016, 1607.05169.

Linear regression

Xin Yan, Chih-Ling Tsai, Xiaogang Su, 2012 .

Semiparametric and Additive Model Selection Using an Improved Akaike Information Criterion

Chih-Ling Tsai, J. Simonoff, Chih-Ling Tsai, 1999 .

SELECTION OF A MULTISTEP LINEAR PREDICTOR FOR SHORT TIME SERIES

Chih-Ling Tsai, C. Hurvich, 1997 .

Tail Index Regression

Chih-Ling Tsai, Hansheng Wang, 2009 .

Diagnostics for Assessing the Accuracy of Normal Approximations in Exponential Family Nonlinear Models

R. Cook, Chih-Ling Tsai, 1990 .

Parameter estimation for a generalized semiparametric model with repeated measurements

Chih-Ling Tsai, Shujie Ma, Zijian Huang, 2016 .

Testing covariates in high-dimensional regression

Chih-Ling Tsai, Hansheng Wang, Wei Lan, 2014 .

On the Use of Marginal Likelihood in ModelSelectionPeide

Chih-Ling Tsai, 2007 .

Single‐index model selections

Prasad A. Naik, Chih-Ling Tsai, Chih-Ling Tsai, 2001 .

Testing covariates in high-dimensional regression

Chih-Ling Tsai, Hansheng Wang, Wei Lan, 2013, Annals of the Institute of Statistical Mathematics.

Testing a Single Regression Coefficient in High Dimensional Regression Model

Runze Li, Chih-Ling Tsai, Hansheng Wang, 2016 .

Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange

Ning Zhu, Chih-Ling Tsai, Yu-Jane Liu, 2010, Manag. Sci..

Longitudinal data model selection

Lexin Li, Rahman Azari, Chih-Ling Tsai, 2006, Comput. Stat. Data Anal..

Outlier Detections in Autoregressive Models

Chih-Ling Tsai, A. McQuarrie, Chih-Ling Tsai, 2003 .

The examination of residual plots

Chih-Ling Tsai, Zongwu Cai, Xizhi Wu, 1998 .

A note on Jorgensen's iteratively defined statistics

Chih-Ling Tsai, 1994 .

Testing the Diagonality of a Large Covariance Matrix in a Regression Setting

Chih-Ling Tsai, Hansheng Wang, Wei Lan, 2014 .

Non-parametric regression approach for model checking on the two-phase regression problem

Chih-Ling Tsai, A. Azari, 1994 .

Partially linear single index models for repeated measurements

Hua Liang, Chih-Ling Tsai, Shujie Ma, 2014, J. Multivar. Anal..

Two conflict potentials during IS development

Quey-Jen Yeh, Chih-Ling Tsai, Chih-Ling Tsai, 2001, Inf. Manag..

House Money Effect: Evidence from Market Makers at Taiwan Futures Exchange

Chih-Ling Tsai, Ning Zhu, Yu-Jane Liu, 2006 .

Estimating High-Dimensional Models for Database Marketing

Prasad A. Naik, Chih-Ling Tsai, Chih-Ling Tsai, 2000 .

A New Dimension Reduction Approach for Data-Rich Marketing Environments: Sliced Inverse Regression

Prasad A. Naik, Chih-Ling Tsai, Michael R. Hagerty, 2000 .

A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS

Chenlei Leng, Chih-Ling Tsai, Guodong Li, 2014 .

Power transformations and reparameterizations in nonlinear regression models

Chih-Ling Tsai, 1988 .

and Reparameterizations in Nonlinear Regression Models

Chih-Ling Tsai, 1988 .

Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets

Chih-Ling Tsai, Shujie Ma, Liangjun Su, 2018, Journal of Business & Economic Statistics.

Covariance Matrix Estimation via Network Structure

Chih-Ling Tsai, Hansheng Wang, Z. Fang, 2016 .

Tobit model estimation and sliced inverse regression

Lexin Li, Chih-Ling Tsai, Jeffrey S Simonoff, 2007 .

A Bayesian Information Criterion for Portfolio Selection

Hansheng Wang, Wei Lan, Chih-Ling Tsai, 2011, Comput. Stat. Data Anal..

Cross-validation and the Bootstrap

A. McQuarrie, Chih-Ling Tsai, 1998 .

DIFFERENTIAL GEOMETRY OF ARMA MODELS

Nalini Ravishanker, Chih-Ling Tsai, Edward L. Melnick, 1990 .

Penalized profiled semiparametric estimating functions

Chih-Ling Tsai, Lan Wang, C. Heuchenne, 2013 .

Score Tests for the Single Index Model

Jeffrey S. Simonoff, Chih-Ling Tsai, J. Simonoff, 2002, Technometrics.

Semiparametric Estimating Functions

Chih-Ling Tsai, Lan Wang, Bo Kai, 2013 .

Quantile Correlations and Quantile Autoregressive Modeling

Yang Li, Chih-Ling Tsai, Guodong Li, 2012, 1209.6487.

Diagnostics for nonlinearity in generalized linear models

Zongwu Cai, Chih-Ling Tsai, Chih-Ling Tsai, 1999 .

Estimating linear measurement error models via M-estimation

Chih-Ling Tsai, Chi-Lun Cheng, 1995 .

Model selection for causal models: The global procedure with AICC and AICU

Chih-Ling Tsai, Shyan-Yuan Lee, 1998 .

- 1-Sentiment , Market Order Choice , and Returns 1

Chih-Ling Tsai, Matthew C. Chang, 2013 .

A note on shrinkage sliced inverse regression

R. Dennis Cook, Chih-Ling Tsai, R. Cook, 2005 .

Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions

Chih-Ling Tsai, Hansheng Wang, Ning Zhu, 2008 .

Jackknife-based estimators and confidence regions in nonlinear regression

Jeffrey S. Simonoff, Chih-Ling Tsai, J. Simonoff, 1986 .

On Mixture Regression Shrinkage and Selection Via the MR-Lasso

Chih-Ling Tsai, Hansheng Wang, Ronghua Luo, 2008 .

Variable Screening via Quantile Partial Correlation

Runze Li, Chih-Ling Tsai, Shujie Ma, 2017, Journal of the American Statistical Association.

Partial least squares estimator for single‐index models

Prasad A. Naik, Chih-Ling Tsai, Chih-Ling Tsai, 2000 .

Denoised least squares estimators: An application to estimating advertising effectiveness

Zongwu Cai, Prasad A. Naik, Chih-Ling Tsai, 2000 .

Functional random effect time‐varying coefficient model for longitudinal data

Yanyuan Ma, Chih-Ling Tsai, Jeng-Min Chiou, 2012, Stat.

Transformation-model diagnostics

Chih-Ling Tsai, Xizhi Wu, 1992 .

Model selection for extended quasi-likelihood models in small samples.

Clifford M. Hurvich, Chih-Ling Tsai, C. Hurvich, 1995, Biometrics.

Smoothing parameter selection in quasi-likelihood models

Chih-Ling Tsai, Jeng-Min Chiou, 2006 .

Residual information criterion for single-index model selections

Prasad A. Naik, Chih-Ling Tsai, Chih-Ling Tsai, 2004 .

Quantile Correlations and Quantile Autoregressive Modeling

Chih-Ling Tsai, Guodong Li, Yang Li, 2012, 1209.6487.

Tree-augmented Cox proportional hazards models.

Chih-Ling Tsai, Xiaogang Su, Xiaogang Su, 2005, Biostatistics.

Inward and Outward Network Influence Analysis

Wei Lan, Yujia Wu, Tao Zou, 2021, Journal of Business & Economic Statistics.

Bias in nonlinear regression model with heteroscedastic or AR(1) error structure

Chih-Ling Tsai, 1989 .

The model selection criterion AICu

Robert H. Shumway, Chih-Ling Tsai, Allan D R McQuarrie, 1997 .

Inference on covariance-mean regression

Runze Li, Wei Lan, Tao Zou, 2021 .

ROBUST ESTIMATION AND TESTING IN NONLINEAR REGRESSION MODELS

One Shields Avenue, Chih-Ling Tsai, M. Markatou, 2005 .

Network Influence Analysis

Chih-Ling Tsai, Tao Zou, Wei Lan, 2021, Statistica Sinica.

Mutual Influence Regression Model

Chih-Ling Tsai, Tao Zou, Wei Lan, 2022, Statistica Sinica.

Analysis of Means in Some Non-standard Situations

Chih-Ling Tsai, 1991 .