Chih-Ling Tsai

37 catalog papers. Name-matched publications do not establish a verified researcher identity.

Graduate School of Management, University of California, Davis

Publications

• Fixed and random covariance regression analyses — The Annals of Statistics 2025
• Network Varying Coefficient Model — Journal of the American Statistical Association 2025
• A robust and efficient approach to causal inference based on sparse sufficient dimension reduction — The Annals of Statistics 2019
• Variable Screening via Quantile Partial Correlation — Journal of the American Statistical Association 2017
• Covariance Regression Analysis — Journal of the American Statistical Association 2017
• Tests for covariance structures with high-dimensional repeated measurements — The Annals of Statistics 2017
• Quantile Correlations and Quantile Autoregressive Modeling — Journal of the American Statistical Association 2015
• Regularization Parameter Selections via Generalized Information Criterion — Journal of the American Statistical Association 2010
• Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange — Management Science 2010
• Estimation and testing for partially linear single-index models — The Annals of Statistics 2010
• Tail Index Regression — Journal of the American Statistical Association 2009
• Subgroup Analysis via Recursive Partitioning — Journal of Machine Learning Research 2009
• Clarification: Regression model selection—a residual likelihood approach — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
• Extracting Forward-Looking Information from Security Prices: A New Approach — The Accounting Review 2008
• Tuning parameter selectors for the smoothly clipped absolute deviation method — Biometrika 2007
• Partial inverse regression — Biometrika 2007
• Extending the Akaike Information Criterion to Mixture Regression Models — Journal of the American Statistical Association 2007
• Regression coefficient and autoregressive order shrinkage and selection via the lasso — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2007
• Constrained Inverse Regression for Incorporating Prior Information — Journal of the American Statistical Association 2005
• A note on shrinkage sliced inverse regression — Biometrika 2005
• The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error — Journal of the American Statistical Association 2004
• Discussion — Journal of the American Statistical Association 2003
• Regression model selection—a residual likelihood approach — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2002
• A New Dimension Reduction Approach for Data-Rich Marketing Environments: Sliced Inverse Regression — Journal of Marketing Research 2000
• Partial least squares estimator for single-index models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2000
• Controlling Measurement Errors in Models of Advertising Competition — Journal of Marketing Research 2000
• Improved Methods for Tests of Long-Run Abnormal Stock Returns — The Journal of Finance 1999
• A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation — Biometrika 1998
• Score tests for heteroscedasticity in wavelet regression — Biometrika 1998
• Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1998
• A note on Jorgensen's iteratively defined statistics — Biometrika 1994
• Bias of the corrected AIC criterion for underfitted regression and time series models — Biometrika 1991
• Improved estimators of Kullback–Leibler information for autoregressive model selection in small samples — Biometrika 1990
• Diagnostics for Assessing the Accuracy of Normal Approximations in Exponential Family Nonlinear Models — Journal of the American Statistical Association 1990
• Regression and time series model selection in small samples — Biometrika 1989
• Score test for the first-order autoregressive model with heteroscedasticity — Biometrika 1986
• Residuals in nonlinear regression — Biometrika 1985