Hu Yang
Orcid: 0000-0001-6589-8534Affiliations:
- Chongqing University, Chongqing, China
According to our database1,
Hu Yang
authored at least 70 papers
between 2005 and 2024.
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Bibliography
2024
Pattern Recognit., February, 2024
Fused robust geometric nonparallel hyperplane support vector machine for pattern classification.
Expert Syst. Appl., February, 2024
Bounded quantile loss for robust support vector machines-based classification and regression.
Expert Syst. Appl., 2024
2023
One-step sparse estimates in the reverse penalty for high-dimensional correlated data.
J. Comput. Appl. Math., August, 2023
Expert Syst. Appl., April, 2023
A novel robust nonparallel support vector classifier based on one optimization problem.
Neural Comput. Appl., 2023
Capped Asymmetric Elastic Net Support Vector Machine for Robust Binary Classification.
Int. J. Intell. Syst., 2023
Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures.
Comput. Stat. Data Anal., 2023
Appl. Math. Comput., 2023
2022
Elastic Net Nonparallel Hyperplane Support Vector Machine and Its Geometrical Rationality.
IEEE Trans. Neural Networks Learn. Syst., 2022
Least product relative error estimation for identification in multiplicative additive models.
J. Comput. Appl. Math., 2022
Expert Syst. Appl., 2022
Joint rescaled asymmetric least squared nonparallel support vector machine with a stochastic quasi-Newton based algorithm.
Appl. Intell., 2022
2021
Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data.
Commun. Stat. Simul. Comput., 2021
2020
The Structured Smooth Adjustment for Square-root Regularization: Theory, algorithm and applications.
Knowl. Based Syst., 2020
2019
A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature.
Knowl. Based Syst., 2019
On the penalized maximum likelihood estimation of high-dimensional approximate factor model.
Comput. Stat., 2019
Weighted composite quantile regression for single index model with missing covariates at random.
Comput. Stat., 2019
2017
Quantile regression and variable selection for single-index varying-coefficient models.
Commun. Stat. Simul. Comput., 2017
Robust modal estimation and variable selection for single-index varying-coefficient models.
Commun. Stat. Simul. Comput., 2017
Commun. Stat. Simul. Comput., 2017
Commun. Stat. Simul. Comput., 2017
A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data.
Comput. Stat. Data Anal., 2017
2016
Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method.
J. Comput. Appl. Math., 2016
A flexible condition number for weighted linear least squares problem and its statistical estimation.
J. Comput. Appl. Math., 2016
Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data.
Comput. Stat., 2016
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data.
Comput. Stat., 2016
Feature screening for generalized varying coefficient models with application to dichotomous responses.
Comput. Stat. Data Anal., 2016
Regularized estimation for the least absolute relative error models with a diverging number of covariates.
Comput. Stat. Data Anal., 2016
2015
J. Multivar. Anal., 2015
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function.
J. Comput. Appl. Math., 2015
Commun. Stat. Simul. Comput., 2015
An efficient and robust variable selection method for longitudinal generalized linear models.
Comput. Stat. Data Anal., 2015
2014
A robust and efficient estimation and variable selection method for partially linear single-index models.
J. Multivar. Anal., 2014
Two Classes of Almost Unbiased Type Principal Component Estimators in Linear Regression Model.
J. Appl. Math., 2014
Commun. Stat. Simul. Comput., 2014
Appl. Math. Comput., 2014
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis.
Appl. Math. Comput., 2014
2013
Some Results for the Drazin Inverses of the Sum of Two Matrices and Some Block Matrices.
J. Appl. Math., 2013
On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression.
J. Appl. Math., 2013
Commun. Stat. Simul. Comput., 2013
2012
J. Appl. Math., 2012
On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons.
Commun. Stat. Simul. Comput., 2012
Erratum to "Perturbation analysis for the hyperbolic QR factorization" [Computers & Mathematics with Applications 63 (2012) 1607-1620].
Comput. Math. Appl., 2012
Further results on the group inverses and Drazin inverses of anti-triangular block matrices.
Appl. Math. Comput., 2012
Perturbation analysis for block downdating of the generalized Cholesky factorization.
Appl. Math. Comput., 2012
2011
Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times.
J. Comput. Appl. Math., 2011
J. Comput. Appl. Math., 2011
An expression of the general common least-squares solution to a pair of matrix equations with applications.
Comput. Math. Appl., 2011
Mixed-type reverse-order laws of (AB)<sup>(1, 2, 3)</sup> and (AB)<sup>(1, 2, 4)</sup>.
Appl. Math. Comput., 2011
Appl. Math. Comput., 2011
2010
J. Comput. Appl. Math., 2010
On a risk model with stochastic premiums income and dependence between income and loss.
J. Comput. Appl. Math., 2010
Comput. Math. Appl., 2010
Appl. Math. Comput., 2010
Appl. Math. Comput., 2010
2009
J. Comput. Appl. Math., 2009
2008
Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices.
SIAM J. Matrix Anal. Appl., 2008
Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm.
Numer. Linear Algebra Appl., 2008
Matrix left symmetry factor and its applications in generalized inverses A<sup>(2, 4)</sup><sub>T, S</sub>.
Appl. Math. Comput., 2008
Weighted UDV<sup>*</sup>-decomposition and weighted spectral decomposition for rectangular matrices and their applications.
Appl. Math. Comput., 2008
2005
Classification Algorithms Based on Fisher Discriminant and Perceptron Neural Network.
Proceedings of the Advances in Neural Networks - ISNN 2005, Second International Symposium on Neural Networks, Chongqing, China, May 30, 2005