Improving Efficient Marginal Estimators in Bivariate Models with Parametric Marginals.
Statist. Probabil. Lett. 79, 2437-2442.
DOI:10.1016/j.spl.2009.08.022.
Peer-Reviewed Articles
Publications as a senior or lead author are indicated with an asterisk Jingwei Wu, Hanxiang Peng and Wanzhu Tu (2018). Hanxiang Peng* and Fei Tan (2018). Hanxiang Peng and Anton Schick (2018). Hanxiang Peng and Anton Schick (2018). Ursula U. Muller, Hanxiang Peng and Anton Schick (2017).
Fei Tan and Hanxiang Peng (2015).
Hanxiang Peng and Anton Schick (2013). Fei Tan
Large sample estimation and inference in multivaiate single index models.
Accepted by Journal of Multivariate Analysis.
pdf
Jackknife empirical likelihood goodness-of-fit tests for U-statistics based
general estimating equations.
Bernoulli 24(1): 449-464. DOI: 10.3150/16-BEJ884.
pdf
Asymptotic normality of quadratic forms with random vectors of increasing
dimension.
Journal of Multivariate Analysis 164: 22-39.
pdf
Maximum empirical likelihood estimation and related topics.
Electron J. Statist.
12 (2): 2962-2994.
pdf
Inference about the slope in linear regression: an empirical likelihood
approach.
Annals of the Institute of Statistical Mathematics: 1-31.
https://doi.org/10.1007/s10463-017-0632-y.
pdf
The multivariate slash and skew-slash student t distributions
Journal of Statistical Distributions and Applications,
2:3.
pdf
An Empirical Likelihood Approach of Goodness of Fit Testing
Bernoulli 19(3):
954-981.
pdf
The Partially Exchangeable Distribution.
Statist. Probabil. Lett. 80, 932-938. DOI: 10.1016/j.spl.2010.02.003
*
http://dx.doi.org/10.1016/j.spl.2010.02.003
pdf
A Full Likelihood Procedure of Exchangeable Negative Binomials
for Modelling Correlated and Overdispersed Count Data.
J. Statist. Plann. Inferr. DOI: 10.1016/j.jspi.2010.03.008 *
pdf
Hanxiang Peng and Anton Schick (2009).
Improving Efficient Marginal Estimators in Bivariate Models with Parametric Marginals.
Statist. Probabil. Lett. 79, 2437-2442.
DOI:10.1016/j.spl.2009.08.022.
pdf
Xin Dang, Stephine L. Keeton, Hanxiang Peng (2009).
A Unified Approach for Analyzing Exchangeable Binary Data with Applications to
Clinical and Developmental Toxicity Studies.
Statist. Med. 28: 2580-2604. DOI: 10.1002/sim.3638. *
pdf
Yixin Chen, Xin Dang, Hanxiang Peng (2009).
Outlier Detection: A Novel Depth Approach.
Book Chapter: Dynamic and Advanced Data Mining for Progressing Technological
Development, published by IGI Global.
pdf
Yixin Chen, Xin Dang, Hanxiang Peng, and Henry L. Bart, Jr.
(2009).
Outlier Detection with the Kernelized Spatial Depth Function.
IEEE Transactions on Pattern Analysis and Machine Intelligence,
31 288 - 305.
pdf
Hanxiang Peng and Xueqin Wang (2008).
Moment estimation in a semiparametric generalized linear model.
Statist. Probabil. Lett. 138: 1836-1850.*
pdf
Hanxiang Peng (2008).
Efficient inference in a semiparametric generalized linear model.
J. Nonparametric Statist. 20(2): 115 -127. *
pdf
H.Peng, Shaoli Wang and X. Wang (2008).
Consistency and Asymptotic Distribution of the Theil-Sen Estimator.
J. Statist. Plann. Inferr. 138(6):1836-1850. *
pdf
Y. Ding, X. Dang, H. Peng and D. Wilkin (2007).
Robust Clustering in High Dimensional Data Using Statistical Depths.
Bioinformatics (BMCBI) 8(S-7). *
pdf
Henry Bart, Yixin Chen, Xin Dang, and Hanxiang Peng (2007).
Depth-Based Novelty Detection and its Application to Taxonomic Research.
Accepted as a regular paper by the Seventh IEEE International Conference on
Data Mining, Omaha, Nebraska, USA, Oct 28-31.
Published in the conference proceedings by the IEEE Computer Society Press.
H. Peng and A. Schick (2005).
Efficient estimation of linear functionals of a bivariate distribution
with equal, but unknown, marginals: The least squares approach.
J. Mult. Analy. 95(2) :385-409.
pdf
H. Peng and A. Schick (2004).
Efficient estimation of linear functionals of a bivariate distribution
with equal, but unknown, marginals: The minimum chi-square approach.
Stat. & Deci. 22: 301-318.
pdf
H. Peng and A. Schick (2004).
Estimation of linear functionals of bivariate distributions with parametric marginals.
Stat. & Deci. 22: 61-77.
S. Penev, H. Peng, A. Schick and W. Wefelmeyer (2004).
Efficient estimators for functionals of Markov chains with parametric marginals.
Statist. & Probabil. Lett. 66: 335-345.
pdf
J. Forrester, W. Hooper, H. Peng and A. Schick (2003).
On the construction of efficient estimators in semiparametric models.
Stat. & Deci. 21: 109-138.
pdf
H. Peng and A. Schick (2002).
On efficient estimation of linear functionals of a bivariate distribution with known marginals.
Statist. & Probabil. Lett. 59: 83-91 .