Jinguan Lin

发表

Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data

Xinbing Kong, Guangying Liu, Jinguan Lin, 2020, Random Matrices: Theory and Applications.

A physical parameter identification method of Lévy-driven vibratory systems based on multipower variation processes

Xiuli Du, Xiuqing Zhou, Guoyuan Liu, 2015 .

On estimation of measurement error models with replication under heavy-tailed distributions

Chunzheng Cao, Jinguan Lin, 2012, Computational Statistics.

Two‐stage orthogonality based estimation for semiparametric varying‐coefficient models and its applications in analyzing AIDS data

Jin-Guan Lin, X. Huang, Xu-Guo Ye, 2018, Biometrical journal. Biometrische Zeitschrift.

Designs containing partially clear main effects

Xue-ping Chen, Hong-Xia Wang, Jinguan Lin, 2017 .

Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs

Jin-Guan Lin, Qibing Gao, Chunhua Zhu, 2012 .

Modal Regression Estimation for Heteroscedastic Single-Index Model

Waled Khaled, Jin-guan Lin, Waled Khaled, 2019, ISCSIC.

Test for Heteroscedasticity in Partially Linear Regression Models

Jin-Guan Lin, Waled Khaled, Zhong-Cheng Han, 2019, Journal of Systems Science and Complexity.

Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process

Xingcai Zhou, Jinguan Lin, 2015 .

Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure

Xingcai Zhou, Jinguan Lin, 2014 .

Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes

C. Yin, Xingcai Zhou, Jinguan Lin, 2013 .

A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure

Xingcai Zhou, Jinguan Lin, 2012 .

Complete moment convergence of moving average processes under ρ-mixing assumption

Xingcai Zhou, Jinguan Lin, 2011 .

Variable selection in a class of single-index models

Jin-Guan Lin, Liping Zhu, Linyi Qian, 2011 .

Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis

Aijun Yang, Xuejun Jiang, Lianjie Shu, 2017, Comput. Stat..

Multivariate measurement error models for replicated data under heavy‐tailed distributions

Wei Wang, Xinyue Zhang, Jian Qing Shi, 2015 .

Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions

Yahui Wang, Jian Qing Shi, Jin-Guan Lin, 2018 .

Wavelet estimation in time-varying coefficient time series models with measurement errors

Jin-Guan Lin, Xingcai Zhou, Ying-zhi Xu, 2018 .

Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout

Jin-Guan Lin, Xingcai Zhou, Jinguan Lin, 2013 .

On estimation of measurement error models with replication under heavy-tailed distributions

Jin-Guan Lin, Chun-Zheng Cao, Chunzheng Cao, 2013, Comput. Stat..

On estimation of a heteroscedastic measurement error model under heavy-tailed distributions

Jin-Guan Lin, Chun-Zheng Cao, Xiao-Xin Zhu, 2012, Comput. Stat. Data Anal..

Influence analysis of additive mixed-effects nonlinear regression models via EM algorithm

B. Wei, Jin-Guan Lin, F. Xie, 2010 .

Statistical Diagnostics for Skew-t-Normal Nonlinear Models

Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin, 2009, Commun. Stat. Simul. Comput..

Case-deletion Influence Measures for the Data from Multivariate t Distributions

Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin, 2007 .

Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects

Yong Li, Jinguan Lin, 2008 .

Nonparametric estimation of multivariate multiparameter conditional copulas

Yan-Yong Zhao, Kong-sheng Zhang, Jinguan Lin, 2017 .

Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data

Jinyi Fu, Hongxia Hao, Jin-Guan Lin, 2022, International Journal of Forecasting.

Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data

Hong-Xia Wang, Jin-Guan Lin, Yan-Yong Zhao, 2017, Commun. Stat. Simul. Comput..

A robust and efficient estimation method for nonparametric models with jump points

Hong-Xia Wang, Jin-Guan Lin, Zhong-Cheng Han, 2017, Commun. Stat. Simul. Comput..

Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros

Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin, 2017, Commun. Stat. Simul. Comput..

A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models

Yong Li, Jin-Guan Lin, Zhong-Xin Ni, 2011, Commun. Stat. Simul. Comput..

Detection of Outliers and Patches in Bilinear Time Series Models

Ping Chen, Jin-Guan Lin, Ping Chen, 2010 .

Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function

Jin-Guan Lin, Qibing Gao, Xiuli Du, 2018 .

Jump-detection-based estimation in time-varying coefficient models and empirical applications

Jin-Guan Lin, X. Huang, Yan-Yong Zhao, 2017 .

Bayesian variable selection in multinomial probit model for classifying high-dimensional data

Aijun Yang, Jin-Guan Lin, Niansheng Tang, 2014, Computational Statistics.

Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data

Jin-Guan Lin, Chao Huang, Yan-Yan Ren, 2012 .

Semiparametric jump-preserving estimation for single-index models

Jin-Guan Lin, Qibing Gao, Xiuli Du, 2018 .

Testing for varying zero-inflation and dispersion in generalized Poisson regression models

Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin, 2010 .

Score tests for zero-inflated generalized Poisson mixed regression models

Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin, 2009, Comput. Stat. Data Anal..

Assessing influence for pharmaceutical data in zero‐inflated generalized Poisson mixed models

Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin, 2008, Statistics in medicine.

Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure

Jin-Guan Lin, Xingcai Zhou, Jinguan Lin, 2013 .

An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes

Jin-Guan Lin, Hui-Xiu Zhao, Jinguan Lin, 2013, Comput. Stat..

Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors

B. Wei, Jinguan Lin, 2004 .

Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis

Chao Huang, Jinguan Lin, 2013, Metrika.

Score tests for zero-inflated double poisson regression models

B. Wei, F. Xie, Jinguan Lin, 2017 .

Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models: Estimation of Semiparametric Stochastic Volatility Models

Jin-Guan Lin, Yan-Yong Zhao, Xing-Fang Huang, 2018 .

Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics

B. Wei, Jin-Guan Lin, F. Xie, 2014 .

Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors

Jin-Guan Lin, Yan-Yong Zhao, Pei-Rong Xu, 2015, Comput. Stat. Data Anal..

On the Strong Laws for Weighted Sums of -Mixing Random Variables

Xingcai Zhou, Changchun Tan, Jinguan Lin, 2011 .

Complete q-order moment convergence of moving average processes under φ-mixing assumptions

Xingcai Zhou, Jinguan Lin, 2014 .

Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$-likelihood ratio statistic

Jin-Guan Lin, Chao Huang, Yanyan Ren, 2013 .

Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors

J. Shi, Chunzheng Cao, Jinguan Lin, 2014 .

Diagnostics for skew-normal nonlinear regression models with AR(1) errors

Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin, 2009, Comput. Stat. Data Anal..

Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data

Yan-Yong Zhao, Hong-Xia Wang, Jinguan Lin, 2015 .

Two-step estimation of the volatility functions in diffusion models with empirical applications

Xu-Guo Ye, Yan-Yong Zhao, Hongxia Hao, 2015 .

Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data

Xingcai Zhou, Jinguan Lin, 2014, Stat. Methods Appl..

Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs

Jin-Guan Lin, Jin-Guan Lin, Qibing Gao, 2012 .

A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method

Jin-Guan Lin, Xiao-Yi Qu, Jinguan Lin, 2012 .

Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors

Jin-Guan Lin, Xing-Cai Zhou, Xingcai Zhou, 2013, J. Multivar. Anal..

A two-step estimation of diffusion processes using noisy observations

Jin-Guan Lin, Xu-Guo Ye, Yan-Yong Zhao, 2018 .

Varying Dispersion Diagnostics for Inverse Gaussian Regression Models

B. Wei, Nansong Zhang, Jinguan Lin, 2004 .

Testing for Heteroscedasticity in Nonlinear Regression Models

Bo-Cheng Wei, Jin-Guan Lin, B. Wei, 2003 .

Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout

Jin-Guan Lin, Xingcai Zhou, Jinguan Lin, 2014 .

Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors

B. Wei, Jin-Guan Lin, Jinguan Lin, 2007 .

Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation

Jinde Wang, Jin-Guan Lin, Hongxia Wang, 2015 .

A new class of copulas involving geometric distribution: Estimation and applications

Jin-Guan Lin, Kong-sheng Zhang, Peirong Xu, 2016 .

Heteroscedasticity diagnostics for t linear regression models

Lixing Zhu, Feng-Chang Xie, Jin-Guan Lin, 2009 .