Access Statistics for Wei Gao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Proposed Estimator for Dynamic Probit Models 0 0 0 84 0 4 7 93
Estimation for dynamic and static panel probit models with large individual effects 0 1 1 25 1 4 6 56
Estimation of the directions for unknown parameters in semiparametric models 0 0 0 18 0 2 7 16
Subspace Clustering for Panel Data with Interactive Effects 0 0 0 15 1 3 7 34
Total Working Papers 0 1 1 142 2 13 27 199

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm 0 0 0 42 0 3 5 240
A profile likelihood approach for longitudinal data analysis 0 0 0 3 0 6 7 17
Bayesian Change-Point Analysis Approach to Detecting Aberrant Test-Taking Behavior Using Response Times 0 0 1 11 1 4 10 27
Efficient semiparametric estimation via Cholesky decomposition for longitudinal data 0 0 0 21 0 0 1 98
Estimating Dynamic Binary Panel Data Model with Random Effects: A Computational Note 0 0 0 6 0 1 8 36
Estimating cell frequencies under inequality constraints based on the Kullback–Leibler information 0 0 0 8 0 3 4 46
Estimating cell probabilities under order-restricted odds ratios 0 0 0 3 0 1 1 34
Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects 0 0 0 4 1 2 6 21
Estimation of nonparametric regression models with a mixture of Berkson and classical errors 0 0 0 7 1 3 6 43
Estimation of relative average treatment effects with misclassification 0 0 0 15 0 2 4 82
Estimation of treatment effects for heterogeneous matched‐pairs data with probit models 0 0 0 3 0 2 5 18
I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models 0 0 0 22 0 4 6 68
Low-rank graph optimization for multi-view dimensionality reduction 0 0 1 3 0 3 5 10
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space 0 0 0 2 1 3 4 12
New Robust Variable Selection Methods for Linear Regression Models 0 0 0 8 1 4 9 40
Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing 0 0 0 7 0 2 4 50
On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality 0 0 0 10 0 3 3 37
Stepwise procedures for the identification of minimum effective dose with unknown variances 0 0 0 6 0 1 1 53
Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables 0 0 0 10 0 1 6 92
Unified generalized iterative scaling and its applications 0 0 0 37 1 3 4 154
Total Journal Articles 0 0 2 228 6 51 99 1,178

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Statistics updated 2026-04-09