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Details about Wei Gao

Workplace:School of Economics, Northeast Normal University, (more information at EDIRC)

Access statistics for papers by Wei Gao.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: pga693


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Working Papers

2023

  1. Estimation of the directions for unknown parameters in semiparametric models
    MPRA Paper, University Library of Munich, Germany Downloads

2021

  1. Subspace Clustering for Panel Data with Interactive Effects
    Papers, arXiv.org Downloads

2017

  1. Estimation for dynamic and static panel probit models with large individual effects
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    See also Journal Article Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects, Journal of Time Series Analysis, Wiley Blackwell (2017) Downloads View citations (1) (2017)

2013

  1. A Proposed Estimator for Dynamic Probit Models
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2023

  1. Bayesian Change-Point Analysis Approach to Detecting Aberrant Test-Taking Behavior Using Response Times
    Journal of Educational and Behavioral Statistics, 2023, 48, (4), 490-520 Downloads
  2. Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space
    Journal of Multivariate Analysis, 2023, 195, (C) Downloads

2019

  1. Estimation of treatment effects for heterogeneous matched‐pairs data with probit models
    Scandinavian Journal of Statistics, 2019, 46, (2), 575-594 Downloads
  2. Low-rank graph optimization for multi-view dimensionality reduction
    PLOS ONE, 2019, 14, (12), 1-25 Downloads
  3. On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
    Statistics & Probability Letters, 2019, 145, (C), 338-344 Downloads

2018

  1. A profile likelihood approach for longitudinal data analysis
    Biometrics, 2018, 74, (1), 220-228 Downloads View citations (1)
  2. Estimating Dynamic Binary Panel Data Model with Random Effects: A Computational Note
    Computational Economics, 2018, 51, (3), 535-539 Downloads

2017

  1. Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects
    Journal of Time Series Analysis, 2017, 38, (2), 266-284 Downloads View citations (1)
    See also Working Paper Estimation for dynamic and static panel probit models with large individual effects, LSE Research Online Documents on Economics (2017) Downloads View citations (1) (2017)

2014

  1. New Robust Variable Selection Methods for Linear Regression Models
    Scandinavian Journal of Statistics, 2014, 41, (3), 725-741 Downloads View citations (4)

2013

  1. Estimation of nonparametric regression models with a mixture of Berkson and classical errors
    Statistics & Probability Letters, 2013, 83, (4), 1151-1162 Downloads

2012

  1. Estimating cell frequencies under inequality constraints based on the Kullback–Leibler information
    Statistica Neerlandica, 2012, 66, (2), 203-216 Downloads

2011

  1. Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
    Computational Statistics & Data Analysis, 2011, 55, (12), 3344-3354 Downloads
  2. Estimation of relative average treatment effects with misclassification
    Economics Letters, 2011, 111, (1), 95-98 Downloads
  3. Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing
    Statistics & Probability Letters, 2011, 81, (12), 1802-1807 Downloads View citations (1)

2010

  1. Unified generalized iterative scaling and its applications
    Computational Statistics & Data Analysis, 2010, 54, (4), 1066-1078 Downloads View citations (1)

2007

  1. A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm
    Metrika: International Journal for Theoretical and Applied Statistics, 2007, 66, (1), 105-114 Downloads

2006

  1. Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables
    Journal of Multivariate Analysis, 2006, 97, (6), 1330-1341 Downloads

2005

  1. Estimating cell probabilities under order-restricted odds ratios
    Computational Statistics & Data Analysis, 2005, 49, (1), 77-84 Downloads

2003

  1. I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models
    Annals of the Institute of Statistical Mathematics, 2003, 55, (2), 251-263 Downloads View citations (2)

2002

  1. Stepwise procedures for the identification of minimum effective dose with unknown variances
    Statistics & Probability Letters, 2002, 57, (2), 121-131 Downloads
 
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