Jin-Guan Lin

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 15

Top Topics

Heavy Tailed Distributions

Linear Regression Models

Measurement Error

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

J. Syst. Sci. Complex.

Stat. Methods Appl.

Publications

Yan-Yong Zhao, Jin-Guan Lin, Jian-Qiang Zhao, Zhang-Xiao Miao
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure. Comput. Stat. Data Anal. 169 (2022)
Xu-Guo Ye, Yanyong Zhao, Jin-Guan Lin, Weifang Long
Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data. J. Syst. Sci. Complex. 35 (6) (2022)
Zhong-Cheng Han, Jin-Guan Lin, Yan-Yong Zhao
Adaptive semiparametric estimation for single index models with jumps. Comput. Stat. Data Anal. 151 (2020)
Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang, Hong-Xia Wang
Iterative weighted estimation based on variance modelling in linear regression models. Commun. Stat. Simul. Comput. 48 (9) (2019)
Yan-Yong Zhao, Jin-Guan Lin
Estimation and test of jump discontinuities in varying coefficient models with empirical applications. Comput. Stat. Data Anal. 139 (2019)
Waled Khaled, Jin-Guan Lin, Zhong-Cheng Han, Yanyong Zhao, Hongxia Hao
Test for Heteroscedasticity in Partially Linear Regression Models. J. Syst. Sci. Complex. 32 (4) (2019)
Waled Khaled, Jin-Guan Lin
Modal Regression Estimation for Heteroscedastic Single-Index Model. ISCSIC (2019)
Zhong-Cheng Han, Jin-Guan Lin, Hong-Xia Wang, Xing-Fang Huang
A robust and efficient estimation method for nonparametric models with jump points. Commun. Stat. Simul. Comput. 46 (8) (2017)
Yan-Yong Zhao, Jin-Guan Lin, Hong-Xia Wang
Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data. Commun. Stat. Simul. Comput. 46 (4) (2017)
Feng-Chang Xie, Jin-Guan Lin, Bo-Cheng Wei
Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros. Commun. Stat. Simul. Comput. 46 (1) (2017)
Xue-ping Chen, Jin-Guan Lin
Orthogonal Arrays Robust to a Specified Set of Nonnegligible Effects. J. Syst. Sci. Complex. 29 (2) (2016)
Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method. Comput. Stat. 31 (1) (2016)
Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang, Hong-Xia Wang
Adaptive jump-preserving estimates in varying-coefficient models. J. Multivar. Anal. 149 (2016)
Xue-ping Chen, Jin-Guan Lin, Xiao-di Wang, Xing-Fang Huang
Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix. Stat. Methods Appl. 24 (3) (2015)
Yan-Yong Zhao, Jin-Guan Lin, Pei-Rong Xu, Xu-Guo Ye
Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors. Comput. Stat. Data Anal. 89 (2015)
Xing-Cai Zhou, Jin-Guan Lin
Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data. Stat. Methods Appl. 23 (1) (2014)
Xing-Cai Zhou, Jin-Guan Lin
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. J. Multivar. Anal. 122 (2013)
Jin-Guan Lin, Chun-Zheng Cao
On estimation of measurement error models with replication under heavy-tailed distributions. Comput. Stat. 28 (2) (2013)
Fang-Rong Yan, Jin-Guan Lin, Yuan Huang, Jun-Lin Liu, Tao Lu
Empirical Likelihood Estimation for Population Pharmacokinetic Study Based on Generalized Linear Model. J. Appl. Math. 2012 (2012)
Chun-Zheng Cao, Jin-Guan Lin, Xiao-Xin Zhu
On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. Comput. Stat. Data Anal. 56 (2) (2012)
Yong Li, Zhong-Xin Ni, Jin-Guan Lin
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models. Commun. Stat. Simul. Comput. 40 (7) (2011)
Jin-Guan Lin, Feng-Chang Xie, Bo-Cheng Wei
Statistical Diagnostics for Skew-t-Normal Nonlinear Models. Commun. Stat. Simul. Comput. 38 (10) (2009)
Feng-Chang Xie, Bo-Cheng Wei, Jin-Guan Lin
Score tests for zero-inflated generalized Poisson mixed regression models. Comput. Stat. Data Anal. 53 (9) (2009)
Feng-Chang Xie, Jin-Guan Lin, Bo-Cheng Wei
Diagnostics for skew-normal nonlinear regression models with AR(1) errors. Comput. Stat. Data Anal. 53 (12) (2009)
Jin-Guan Lin, Bo-Cheng Wei
Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models. Comput. Stat. Data Anal. 50 (11) (2006)
Nansong Zhang, Bo-Cheng Wei, Jin-Guan Lin
Generalized nonlinear models and variance function estimation. Comput. Stat. Data Anal. 48 (3) (2005)