Ming-Yen Cheng
Telephone: +852 34117025
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REFEREED PAPERS

  1. Cheng, M.-Y. (2021). Discussion on ``Estimation of Hilbertian Varying Coefficient Models'' by Young Kyung Lee, Byeong U. Park, Hyerim Hong and Dognwoo Kim, Statistics and Its Interface, in press.
  2. Zhang, J.-T., J. Guo, B. Zhou, and Cheng, M.-Y. (2020). A simple and adaptive two-sample test in high dimensions based on L^2 norm. Journal of the American Statistical Association, 115, 1011--1027. (DOI link)
  3. Zhang, J.-T., Cheng, M.-Y., Wu, H.-T, and Zhou, B. (2019). A new test for functional one-way ANOVA with application to ischemic heart screening. Computational Statistics and Data Analysis, 132, 3-17. (DOI link)
  4. Yue, M., Li, J., and Cheng, M.-Y. (2019). Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. Computational Statistics and Data Analysis,131, 222-234. (DOI link)
  5. Cheng, M.-Y., Huang, T., Liu, P., and Peng, H. (2018). Bias reduction for nonparametric and semiparametric regression models. Statistica Sinica, 28, 2749-2770. (DOI link)
  6. Cheng, M.-Y., Feng, S., Li, G., and Lian, H. (2018). Greedy forward regression for variable screening. Australian & Newzealand Journal of Statistics, 60, 20-42. (DOI link) (arXiv link)
  7. Cheng, M.-Y., and Fan, J. (2016). Peter Hall's contributions to nonparametric function estimation and modeling. Annals of Statistics, 44, 1837--1853. (DOI link)
  8. Cheng, M.-Y., Honda, T., and Li, J. (2016). Efficient estimation in semivarying coefficient models for longitudinal/clustered data. Annals of Statistics, 44, 1988--2017. (arXiv link) (DOI link)
  9. Cheng, M.-Y., Honda, T., and Zhang, J.-T. (2016). Forward variable selection for sparse ultra-high dimensional varying coefficient models. Journal of the American Statistical Association, 111, 1209--1221. (DOI link) (arXiv link)
  10. Cheng, M.-Y., Honda, T., Li, J., and Peng, H. (2014). Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data. Annals of Statistics, 42, 1819--1849. (DOI link) (arXiv link)
  11. Chen, Y.-C., Cheng, M.-Y., and Wu, H.-T. (2014). Nonparametric and adaptive modeling of dynamic seasonality and trend with heteroscedastic and dependent errors. Journal of the Royal Statistical Society Series B, 76, 651--682. (DOI link) (arXiv link)
  12. Cheng, M.-Y., and Wu, H.-T. (2013). Local linear regression on manifolds and its geometric interpretation. Journal of the American Statistical Association, 108, 1421--1434. (DOI link) (arXiv link)
  13. Chen, L.-H., Yang, Y.-H., Chen, C.-S., and Cheng, M.-Y. (2011). Illumination invariant feature extraction based on natural images statistics -- taking face images as an example. Proceedings of the 2011 IEEE Computer Society Conference on Computer Vision and Pattern Recognition, 681--688. (DOI link)
  14. Cheng, M.-Y. (2010). Discussion on the paper ``Maximum likelihood estimation of a multi-dimensional log-concave density'' by Cule, Samworth and Stewart, Journal of the Royal Statistical Society Series B, 72, 585--586. (DOI link)
  15. Xue, S. and Cheng, M.-Y. (2010). Nonparametric change-point analysis of gold and petroleum prices and US dollar index. Journal of the Chinese Statistical Association, 48, 45--73.
  16. Cheng, M.-Y., Paige, R.L., Sun, S., and Yan, K. (2010). Variance reduction for kernel estimators in clustered/longitudinal data analysis. Journal of Statistical Planning and Inference, 140, 1389--1397. (DOI link)
  17. Cheng, M.-Y. and Shen, Y.-T. (2009). Estimating the main effect of a covariate in single index models. Journal of the Chinese Statistical Association, 48, 272--296.
  18. Cheng, M.-Y., Qiu, P., Tan, X., and Tu, D. (2009). Nonparametric confidence intervals for the crossing point of two hazard functions. Lifetime Data Analysis, 15, 441--454. (DOI link)
  19. Cheng, M.-Y., Zhang, W., and Chen, L.-H. (2009). Statistical estimation in generalized multiparameter likelihood models. Journal of the American Statistical Association, 104, 1179--1191. (DOI link)
  20. Cheng, M.-Y., and Lee, C.-Y. (2009). Local polynomial estimation of hazard rates under random censoring. Journal of the Chinese Statistical Association, 47, 19--38.
  21. Chen, L.-H., Cheng, M.-Y., and Peng, L. (2009). Conditional variance estimation in heteroscedastic regression models. Journal of Statistical Planning and Inference, 139, 236--245. (DOI link)
  22. Cheng, M.-Y., and Raimondo, M. (2008). Kernel methods for optimal change-points estimation in derivatives. Journal of Computational and Graphical Statistics, 17, 56--75.
  23. Cheng, M.-Y., Hall, P., and Yang, Y.-J. (2007). Nonparametric inference under dependent truncation. Dedicated to Sándor Csörgő on the occasion of his 60th Anniversary. ACTA Scientiarum Mathematicarum (Szeged), 73, 397--422
  24. Cheng, M.-Y., Peng, L., and Wu, J.-S. (2007). Reducing variance in univariate smoothing. Annals of Statistics, 35, 522--542. (DOI link) (arXiv link)
  25. Cheng, M.-Y., and Peng, L. (2007). Variance reduction in multiparameter likelihood models. Journal of the American Statistical Association, 102, 293--304.
  26. Cheng, M.-Y. (2006). Choice of the bandwidth ratio in Rice's boundary modification. Journal of the Chinese Statistical Association, 44, 235--251.
  27. Cheng, M.-Y., and Sun, S. (2006). Bandwidth selection for kernel quantile estimation. Journal of the Chinese Statistical Association, 44, 271--295.
  28. Cheng, M.-Y., Peng, L., and Sun, S. (2006). Variance reduction in hazard  function estimation. International Journal of Statistics and Systems, 1, 87--110.
  29. Cheng, M.-Y., Hall, P., and Tu, D.S. (2006). Confidence bands for hazard rate under random censorship. Biometrika, 93, 357--366. (OUP Abstract) (OUP PDF)
  30. Cheng, M.-Y., and Hall, P. (2006). Methods for tracking support boundaries with corners. Journal of Multivariate Analysis, 97, 1870--1893. (DOI link)
  31. Cheng, M.-Y., and Peng, L. (2006). Simple and efficient improvements of multivariate local linear regression. Journal of Multivariate Analysis, 97, 1501--1524. (DOI link)
  32. Cheng, M.-Y., Hall, P., and Hartigan, J.A. (2004). Estimating gradient trees. A Festschrift for Herman Rubin, Ed. A. DasGupta, IMS Lecture notes-Monograph Series, 45, 237 -- 249.
  33. Cheng, M.-Y., Fan, J., and Spokoiny, V. (2003) Dynamic nonparametric filtering with application to volatility estimation.Recent Advances and Trends in Nonparametric Statistics, Eds. M. G. Akritas and D. N. Politis, 315 -- 333.
  34. Cheng, M.-Y., and Hall, P. (2003). Reducing variance in nonparametric surface estimation. Journal of Multivariate Analysis, 86, 375 -- 397.
  35. Cheng, M.-Y., and Peng, L. (2002). Regression modeling for nonparametric estimation of distribution and quantile functions. Statistica Sinica, 12, 1043 -- 1060.
  36. Cheng, M.-Y., and Hall, P. (2002). Error-dependent smoothing rules in local linear regression. Statistica Sinica, 12, 429 -- 447.
  37. Deng, W.S., Chu, C.K., and Cheng, M.-Y. (2001). A study of local linear ridge regression estimators. Journal of Statistical Planning and Inference, 93, 225 -- 238.
  38. Cheng, M.-Y., Choi, E., Fan, J., and Hall, P. (2000). Skewing-methods for two parameter locally-parametric density estimation. Bernoulli, 6, 169 -- 182.
  39. Cheng, M.-Y., and Hall, P. (1999). Mode testing in difficult cases. Annals of Statistics, 27, 1294 -- 1315.
  40. Cheng, M.-Y., Hall, P., and Turlach, B.A. (1999). High-derivative parametric enhancements of nonparametric curve estimators. Biometrika, 86, 417 -- 428.
  41. Cheng, M.-Y., Gasser, Th., and Hall, P. (1999). Nonparametric density estimation under unimodality and monotonicity constraints. Journal of Computational and Graphical Statistics, 8, 1 -- 21.
  42. Cheng, M.-Y., and Hall, P. (1998). On mode testing and empirical approximations to distributions. Statistics and Probability Letters, 39, 245 -- 254.
  43. Cheng, M.-Y., and Hall, P. (1998). Calibrating the excess mass and dip tests of modality. Journal of the Royal Statistical Society Series B, 60, 579 -- 589.
  44. Cheng, M.-Y., Hall, P., and Titterington, D.M. (1998). Optimal design for curve estimation by local linear smoothing. Bernoulli, 4, 3 -- 14.
  45. Cheng, M.-Y. (1997). A bandwidth selector for local linear density estimators. Annals of Statistics, 25, 1001 -- 1013.
  46. Cheng, M.-Y., and Wong, I.-R. (1997). Minimax risks in estimating a density and its derivatives. Journal of the Chinese Statistical Association, 35, 363 -- 378.
  47. Cheng, M.-Y. (1997). Boundary aware estimators of integrated density derivative products. Journal of the Royal Statistical Society Series B, 59, 191 -- 203.
  48. Cheng, M.-Y., Fan, J., and Marron, J.S. (1997). On automatic boundary corrections. Annals of Statistics, 25, 1691 -- 1708.
  49. Cheng, M.-Y., Hall, P., and Titterington, D.M. (1997). On the shrinkage of local linear curve estimators. Statistics and Computing, 7, 11 -- 17.

TECHNICAL REPORTS

  1. Cheng, M.-Y., Fan, J. and Marron, J.S. (1993). Minimax efficiency of local polynomial fit estimators at boundaries. Mimeo Series #2098, Institute of Statistics, University of North Carolina.
  2. Cheng, M.-Y. (1994). On boundary effects of smooth curve estimators. Mimeo Series #2319, Institute of Statistics, University of North Carolina.
  3. Cheng, M.-Y., Hall, P. and Titterington, D.M. (1995). Optimal design for curve estimation by local linear smoothing. Research Report No. SRR 046-95, Centre for Mathematics and its Applications, The Australian National University.
  4. Cheng, M.-Y. and Hall, P. (1997). Calibrating the excess mass test of modality. Research Report No. SRR 002-97, Centre for Mathematics and its Applications, The Australian National University.
  5. Cheng, M.-Y., Hall, P. and Turlach, B. (1997). Low-order nonparametric enhancements of parametric curve estimators. Research Report No. SRR 013-97, Centre for Mathematics and its Applications, The Australian National University.
  6. Cheng, M.-Y., Gasser, Th. and Hall, P. (1997). A recursive method for aligning data curves. Centre for Mathematics and its Applications, The Australian National University.
  7. Cheng, M.-Y. and Peng, L. (2000). Local linear estimation for a smooth distribution function.
  8. Cheng, M.-Y., Hall, P. and Hartigan, J. A. (2000). Gradient trees. Preprint No. 2000sep-4, Department of Statistics, Yale University.
  9. Cheng, M.-Y., Fan, J. and Spokoiny, V. (2003). Dynamic nonparametric filtering with application to volatility estimation. Preprint No. 845, Weierstrass Institute for Applied Analysis and Stochastics.