Name
Affiliation
Papers
LU LIN
Shandong University Qilu Securities Institute for Financial Studies, China
19
Collaborators
Citations 
PageRank 
30
27
8.56
Referers 
Referees 
References 
58
80
37
Title
Citations
PageRank
Year
Robust Variable Selection With Exponential Squared Loss For The Spatial Autoregressive Model00.342021
Generalized ℓ1-penalized quantile regression with linear constraints.00.342020
Modal regression statistical inference for longitudinal data semivarying coefficient models: Generalized estimating equations, empirical likelihood and variable selection.00.342019
Estimation for biased partial linear single index models00.342019
A marginalized two-part Beta regression model for microbiome compositional data.00.342018
Optimal variance estimation based on lagged second-order difference in nonparametric regression20.702017
Handling estimating equation with nonignorably missing data based on SIR algorithm.00.342017
Inference for biased models: A quasi-instrumental variable approach.00.342016
Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models00.342016
Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model.20.402016
Adaptive conditional feature screening20.512016
Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model10.342016
The dual and degrees of freedom of linearly constrained generalized lasso10.382015
Local linear-additive estimation for multiple nonparametric regressions00.342014
Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model.00.342013
Nonparametric feature screening.40.462013
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters101.252012
Simulation-based two-stage estimation for multiple nonparametric regression00.342011
Bias-corrected empirical likelihood in a multi-link semiparametric model50.802010