| Year |
Citation |
Score |
| 2020 |
Jin B, Wu Y, Rao CR, Hou L. Estimation and model selection in general spatial dynamic panel data models. Proceedings of the National Academy of Sciences of the United States of America. PMID 32094164 DOI: 10.1073/Pnas.1917411117 |
0.645 |
|
| 2020 |
Qin S, Wu Y. General matching quantiles M-estimation Computational Statistics & Data Analysis. 147: 106941. DOI: 10.1016/J.Csda.2020.106941 |
0.384 |
|
| 2020 |
Tan C, Hu J, Wu Y. Detection of Multiple Change-Points in the Scale Parameter of a Gamma Distributed Sequence Based on Reversible Jump MCMC Journal of the Korean Statistical Society. 1-19. DOI: 10.1007/S42952-020-00059-4 |
0.336 |
|
| 2019 |
Sun B, Wu Y, Yang W, Fu Y. A note on the semiparametric approach to dimension reduction Communications in Statistics - Theory and Methods. 49: 2295-2304. DOI: 10.1080/03610926.2019.1576887 |
0.322 |
|
| 2019 |
Xu M, Wu Y, Jin B. Detection of a change-point in variance by a weighted sum of powers of variances test Journal of Applied Statistics. 46: 664-679. DOI: 10.1080/02664763.2018.1510475 |
0.315 |
|
| 2019 |
Qian G, Wu Y, Xu M. Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search Applied Mathematical Modelling. 72: 202-216. DOI: 10.1016/J.Apm.2019.03.012 |
0.339 |
|
| 2018 |
Shi X, Wu Y, Rao CR. Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data. Proceedings of the National Academy of Sciences of the United States of America. PMID 29784801 DOI: 10.1073/Pnas.1804649115 |
0.607 |
|
| 2017 |
Shi X, Wu Y, Rao CR. Consistent and powerful graph-based change-point test for high-dimensional data. Proceedings of the National Academy of Sciences of the United States of America. PMID 28356520 DOI: 10.1073/Pnas.1702654114 |
0.641 |
|
| 2017 |
Wang H, Wu Y, Chan E. Efficient Estimation of Nonparametric Spatial Models with General Correlation Structures Australian & New Zealand Journal of Statistics. 59: 215-233. DOI: 10.1111/Anzs.12192 |
0.327 |
|
| 2016 |
Qian G, Rao CR, Sun X, Wu Y. Boosting association rule mining in large datasets via Gibbs sampling. Proceedings of the National Academy of Sciences of the United States of America. PMID 27091963 DOI: 10.1073/Pnas.1604553113 |
0.589 |
|
| 2016 |
Chan E, Chan D, Ishizawa M, Vogel F, Brioude J, Delcloo A, Wu Y, Jin B. Description and evaluation of REFIST v1.0: a regional greenhouse gas flux inversion system in Canada Geoscientific Model Development Discussions. 1-66. DOI: 10.5194/Gmd-2016-213 |
0.31 |
|
| 2016 |
Ye W, Zhu Y, Wu Y, Miao B. Markov regime-switching quantile regression models and financial contagion detection Insurance: Mathematics and Economics. 67: 21-26. DOI: 10.1016/J.Insmatheco.2015.11.002 |
0.367 |
|
| 2016 |
Tan C, Shi X, Sun X, Wu Y. On nonparametric change point estimator based on empirical characteristic functions Science China-Mathematics. 59: 2463-2484. DOI: 10.1007/S11425-016-0138-X |
0.385 |
|
| 2016 |
Jin B, Wu Y, Shi X. Consistent two-stage multiple change-point detection in linear models Canadian Journal of Statistics. 44: 161-179. DOI: 10.1002/Cjs.11282 |
0.341 |
|
| 2015 |
Chan E, Chan D, Ishizawa M, Vogel F, Brioude J, Delcloo A, Wu Y, Jin B. Investigation of error sources in regional inverse estimates of greenhouse gas emissions in Canada Atmospheric Chemistry and Physics Discussions. 15: 22715-22779. DOI: 10.5194/Acpd-15-22715-2015 |
0.332 |
|
| 2015 |
Dong C, Miao B, Tan C, Wei D, Wu Y. An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate Communications in Statistics-Theory and Methods. 44: 790-797. DOI: 10.1080/03610926.2012.762395 |
0.365 |
|
| 2015 |
Shi X, Wang XS, Wei D, Wu Y. A sequential multiple change-point detection procedure via VIF regression Computational Statistics. DOI: 10.1007/S00180-015-0587-5 |
0.345 |
|
| 2014 |
Rao CR, Shi X, Wu Y. Approximation of the expected value of the harmonic mean and some applications. Proceedings of the National Academy of Sciences of the United States of America. 111: 15681-6. PMID 25331886 DOI: 10.1073/Pnas.1412216111 |
0.596 |
|
| 2014 |
Wang X, Wu Y. Theoretical Properties of Composite Likelihoods Open Journal of Statistics. 4: 188-197. DOI: 10.4236/Ojs.2014.43018 |
0.305 |
|
| 2014 |
Jin B, Wu Y, Miao B, Wang XL, Guo P. Bayesian spatiotemporal modeling for blending in situ observations with satellite precipitation estimates Journal of Geophysical Research. 119: 1806-1819. DOI: 10.1002/2013Jd019648 |
0.372 |
|
| 2013 |
Qian G, Shi X, Wu Y. A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities Australian & New Zealand Journal of Statistics. 55: 435-454. DOI: 10.1111/Anzs.12049 |
0.359 |
|
| 2013 |
Tan C, Dong C, Miao B, Wu Y. A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence Journal of the Korean Statistical Society. 42: 359-369. DOI: 10.1016/J.Jkss.2012.12.001 |
0.328 |
|
| 2013 |
Miao B, Tong Q, Wu Y, Jin B. Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models Journal of Systems Science & Complexity. 26: 583-594. DOI: 10.1007/S11424-013-1113-X |
0.329 |
|
| 2013 |
Jin B, Shi X, Wu Y. A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models Statistics and Computing. 23: 221-231. DOI: 10.1007/S11222-011-9304-6 |
0.354 |
|
| 2012 |
Wang H, Wu Y, Fu Y, Wang X. Data Fusion Using Empirical Likelihood Open Journal of Statistics. 2: 547-556. DOI: 10.4236/Ojs.2012.25070 |
0.381 |
|
| 2012 |
Ling N, Wu Y. Consistency of modified kernel regression estimation for functional data Statistics. 46: 149-158. DOI: 10.1080/02331888.2010.500077 |
0.3 |
|
| 2011 |
Guo B, Wu Y, Xie H, Miao B. A segmented regime-switching model with its application to stock market indices Journal of Applied Statistics. 38: 2241-2252. DOI: 10.1080/02664763.2010.545374 |
0.303 |
|
| 2010 |
Wang XL, Chen H, Wu Y, Feng Y, Pu Q. New Techniques for the Detection and Adjustment of Shifts in Daily Precipitation Data Series Journal of Applied Meteorology and Climatology. 49: 2416-2436. DOI: 10.1175/2010Jamc2376.1 |
0.317 |
|
| 2010 |
Rao CR, Wu Y, Shi X. An M-estimation-based Criterion for Simultaneous Change Point Analysis and Variable Selection in a Regression Problem Journal of Statistical Theory and Practice. 4: 773-801. DOI: 10.1080/15598608.2010.10412018 |
0.419 |
|
| 2009 |
Shi X, Wu Y, Miao B. A note on the convergence rate of the kernel density estimator of the mode Statistics & Probability Letters. 79: 1866-1871. DOI: 10.1016/J.Spl.2009.05.015 |
0.335 |
|
| 2009 |
Shi X, Wu Y, Miao B. Strong convergence rate of estimators of change point and its application Computational Statistics & Data Analysis. 53: 990-998. DOI: 10.1016/J.Csda.2008.11.015 |
0.346 |
|
| 2009 |
Rao CR, Wu Y. A note on constrained M-estimation and its recursive analog in multivariate linear regression models Science China-Mathematics. 52: 1235-1250. DOI: 10.1007/S11425-009-0084-9 |
0.371 |
|
| 2009 |
Qian G, Wu Y, Shao Q. A Procedure for Estimating the Number of Clusters in Logistic Regression Clustering Journal of Classification. 26: 183-199. DOI: 10.1007/S00357-009-9035-Y |
0.335 |
|
| 2008 |
Wu Y. Simultaneous change point analysis and variable selection in a regression problem Journal of Multivariate Analysis. 99: 2154-2171. DOI: 10.1016/J.Jmva.2008.02.010 |
0.396 |
|
| 2008 |
Cui W, Li K, Yang Y, Wu Y. Random weighting method for Cox’s proportional hazards model Science China-Mathematics. 51: 1843-1854. DOI: 10.1007/S11425-007-0164-7 |
0.377 |
|
| 2007 |
Wang XL, Wen QH, Wu Y. Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series Journal of Applied Meteorology and Climatology. 46: 916-931. DOI: 10.1175/Jam2504.1 |
0.324 |
|
| 2007 |
Rao CR, Wu Y, Shao Q. An M-Estimation-Based Procedure for Determining the Number of Regression Models in Regression Clustering Journal of Applied Mathematics and Decision Sciences. 2007: 1-15. DOI: 10.1155/2007/37475 |
0.371 |
|
| 2007 |
Miao B, Wu Y, Liu D, Tong Q. Asymptotic Normality of the Recursive M-estimators of the Scale Parameters Annals of the Institute of Statistical Mathematics. 59: 367-384. DOI: 10.1007/S10463-006-0051-Y |
0.343 |
|
| 2006 |
Rao CR, Tam KW, Wu Y. On Simultaneous Estimation of the Number of Signals and Frequencies of Multiple Sinusoids When Some Observations Are Missing Communications in Statistics-Theory and Methods. 35: 2147-2155. DOI: 10.1080/03610920600839844 |
0.357 |
|
| 2005 |
Rao CR, Wu Y. Linear model selection by cross-validation Journal of Statistical Planning and Inference. 128: 231-240. DOI: 10.1016/J.Jspi.2003.10.004 |
0.614 |
|
| 2001 |
Wu Y, Tam K. M-estimation in exponential signal models Ieee Transactions On Signal Processing. 49: 373-380. DOI: 10.1109/78.902120 |
0.362 |
|
| 2001 |
Wu Y, Tam KW, Zen MM, Li F. A Note On Estimating The Number Of Superimposed Exponential Signals By The Cross-Validation Approach Communications in Statistics-Theory and Methods. 30: 1579-1589. DOI: 10.1081/Sta-100105685 |
0.351 |
|
| 2001 |
Zhang J, Wu Y. A famiy of simple distribution functions to approximate complicted distributions Journal of Statistical Computation and Simulation. 70: 257-266. DOI: 10.1080/00949650108812120 |
0.314 |
|
| 2001 |
Wu Y. An M-estimation-based model selection criterion with a data-oriented penalty Journal of Statistical Computation and Simulation. 70: 71-87. DOI: 10.1080/00949650108812108 |
0.378 |
|
| 2001 |
Qin YS, Wu Y. An estimator of a conditional quantile in the presence of auxiliary information Journal of Statistical Planning and Inference. 99: 59-70. DOI: 10.1016/S0378-3758(01)00079-9 |
0.374 |
|
| 1999 |
Bai Z, Rao CR, Wu Y, Zen M, Zhao L. The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics Proceedings of the National Academy of Sciences of the United States of America. 96: 11106-11110. PMID 10500137 DOI: 10.1073/Pnas.96.20.11106 |
0.624 |
|
| 1999 |
Bai ZD, Rao CR, Wu Y. Model selection with data-oriented penalty Journal of Statistical Planning and Inference. 77: 103-117. DOI: 10.1016/S0378-3758(98)00168-2 |
0.615 |
|
| 1999 |
Wu Y, Zen M. A strongly consistent information criterion for linear model selection based on M-estimation Probability Theory and Related Fields. 113: 599-625. DOI: 10.1007/S004400050219 |
0.385 |
|
| 1998 |
Wu Y, Tam K-. On determination of the number of signals in spatially correlated noise Ieee Transactions On Signal Processing. 46: 3023-3029. DOI: 10.1109/78.726815 |
0.344 |
|
| 1997 |
Bai ZD, Wu Y. On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models Statistics & Probability Letters. 34: 193-199. DOI: 10.1016/S0167-7152(96)00182-4 |
0.32 |
|
| 1996 |
Miao BQ, Wu Y. Limiting Behavior of RecursiveM-Estimators in Multivariate Linear Regression Models Journal of Multivariate Analysis. 59: 60-80. DOI: 10.1006/Jmva.1996.0054 |
0.372 |
|
| 1994 |
Wu Y, Tam K. Randomized penalty in detection of the number of signals Ieee Transactions On Signal Processing. 42: 2692-2696. DOI: 10.1109/78.324734 |
0.324 |
|
| 1994 |
Chen XR, Wu Y. Consistency of l 1 estimates in censored linear regression models Communications in Statistics-Theory and Methods. 23: 1847-1858. DOI: 10.1080/03610929408831360 |
0.348 |
|
| 1994 |
Chen XR, Wu Y. Nonexistence of consistent estimates in a density estimation problem Statistics & Probability Letters. 21: 141-145. DOI: 10.1016/0167-7152(94)90221-6 |
0.345 |
|
| 1994 |
Bai ZD, Wu Y. Limiting behavior of M-estimators of regression coefficients in high dimensional linear models, II.: scale-invariant case Journal of Multivariate Analysis. 51: 240-251. DOI: 10.1006/Jmva.1994.1060 |
0.345 |
|
| 1993 |
Chen XR, Wu Y. On a necessary condition for the consistency of the l1 estimates in linear regression models Communications in Statistics-Theory and Methods. 22: 631-639. DOI: 10.1080/03610929308831043 |
0.33 |
|
| 1993 |
Wu Y. On rates of convergence of information theoretic criterion in rank determination of one-way random effects models Annals of the Institute of Statistical Mathematics. 45: 615-620. DOI: 10.1007/Bf00774776 |
0.314 |
|
| 1991 |
Wu Y. On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed Acta Mathematicae Applicatae Sinica. 7: 97-107. DOI: 10.1007/Bf02006095 |
0.355 |
|
| 1989 |
Rao CR, Wu Y. A strongly consistent procedure for model selection in a regression problem Biometrika. 76: 369-374. DOI: 10.1093/Biomet/76.2.369 |
0.339 |
|
| 1989 |
Wu Y. On a Class of Model Selection Procedures Communications in Statistics - Theory and Methods. 18: 3267-3287. DOI: 10.1080/03610928908830091 |
0.325 |
|
| 1988 |
Wu Y. Strong consistency and exponential rate of the "minimum L1-norm" estimates in linear regression models Computational Statistics and Data Analysis. 6: 285-295. DOI: 10.1016/0167-9473(88)90007-2 |
0.323 |
|
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