Hu Yang - RankMe

77 papers Journal 76Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A novel twin parametric-margin support vector machine with capped asymmetric elastic net loss. Neural Networks Jianping Fu, Hu Yang
2026	J	`jnl`	Enhanced unsupervised domain adaptation through joint constrained classifier and feature learning. Eng. Appl. Artif. Intell. Zuoxun Tan, Hu Yang
2025	J	`jnl`	A new truncated non-convex loss based support vector machine for robust binary classification. Appl. Intell. Feihong Li, Kai Qi, Hu Yang
2025	J	`jnl`	Distributed algorithm for best subset regression. Expert Syst. Appl. Hao Ming, Hu Yang
2025	J	`jnl`	Reweighted angle two-dimensional principal component analysis for feature extraction. Pattern Recognit. Zuoxun Tan, Hu Yang
2025	J	`jnl`	Robust support vector machine based on the bounded asymmetric least squares loss function and its applications in noise corrupted data. Adv. Eng. Informatics Jiaqi Zhang, Hu Yang
2025	J	`jnl`	Valley-loss multiple birth support vector machine for multi-class classification. Neural Comput. Appl. Xue Li, Jiaqi Zhang, Hu Yang
2024	J	`jnl`	A fast robust best subset regression. Knowl. Based Syst. Hao Ming, Hu Yang
2024	J	`jnl`	A novel bounded loss framework for support vector machines. Neural Networks Feihong Li, Hu Yang
2024	J	`jnl`	Bounded quantile loss for robust support vector machines-based classification and regression. Expert Syst. Appl. Jiaqi Zhang, Hu Yang
2024	J	`jnl`	Fused robust geometric nonparallel hyperplane support vector machine for pattern classification. Expert Syst. Appl. Ruiyao Gao, Kai Qi, Hu Yang
2024	J	`jnl`	Group sparse structural smoothing recovery: model, statistical properties and algorithm. Stat. Comput. Zuoxun Tan, Hu Yang
2023	J	`jnl`	A novel robust nonparallel support vector classifier based on one optimization problem. Neural Comput. Appl. Kai Qi, Hu Yang
2023	J	`jnl`	Capped Asymmetric Elastic Net Support Vector Machine for Robust Binary Classification. Int. J. Intell. Syst. Kai Qi, Hu Yang
2023	J	`jnl`	High-dimensional sparse portfolio selection with nonnegative constraint. Appl. Math. Comput. Siwei Xia, Yuehan Yang, Hu Yang
2023	J	`jnl`	LS-GNHSVM: A novel joint geometrical nonparallel hyperplane support vector machine. Expert Syst. Appl. Kai Qi, Hu Yang
2023	J	`jnl`	Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. Comput. Stat. Data Anal. Yuehan Yang, Siwei Xia, Hu Yang
2023	J	`jnl`	One-step sparse estimates in the reverse penalty for high-dimensional correlated data. J. Comput. Appl. Math. Hao Ming, Yinjun Chen, Hu Yang
2022	J	`jnl`	Elastic Net Nonparallel Hyperplane Support Vector Machine and Its Geometrical Rationality. IEEE Trans. Neural Networks Learn. Syst. Kai Qi, Hu Yang
2022	J	`jnl`	Joint rescaled asymmetric least squared nonparallel support vector machine with a stochastic quasi-Newton based algorithm. Appl. Intell. Kai Qi, Hu Yang
2022	J	`jnl`	Joint sparse principal component regression with robust property. Expert Syst. Appl. Kai Qi, Jingwen Tu, Hu Yang
2022	J	`jnl`	Least product relative error estimation for identification in multiplicative additive models. J. Comput. Appl. Math. Hao Ming, Huilan Liu, Hu Yang
2021	J	`jnl`	Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data. Commun. Stat. Simul. Comput. Ning Li, Hu Yang, Jing Yang
2020	J	`jnl`	The Structured Smooth Adjustment for Square-root Regularization: Theory, algorithm and applications. Knowl. Based Syst. Wanling Xie, Hu Yang
2019	J	`jnl`	A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature. Knowl. Based Syst. Kai Qi, Hu Yang, Qingyu Hu, Dongjun Yang
2019	J	`jnl`	On the penalized maximum likelihood estimation of high-dimensional approximate factor model. Comput. Stat. Shaoxin Wang, Hu Yang, Chaoli Yao
2019	J	`jnl`	Weighted composite quantile regression for single index model with missing covariates at random. Comput. Stat. Huilan Liu, Hu Yang, Changgen Peng
2017	J	`jnl`	A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data. Comput. Stat. Data Anal. Jing Lv, Chaohui Guo, Hu Yang, Yalian Li
2017	J	`jnl`	A note on a discrete time MAP risk model. J. Comput. Appl. Math. Chaolin Liu, Zhimin Zhang, Hu Yang
2017	J	`jnl`	Estimation and variable selection in single-index composite quantile regression. Commun. Stat. Simul. Comput. Huilan Liu, Hu Yang
2017	J	`jnl`	Quantile regression and variable selection for single-index varying-coefficient models. Commun. Stat. Simul. Comput. Jing Yang, Hu Yang
2017	J	`jnl`	Robust modal estimation and variable selection for single-index varying-coefficient models. Commun. Stat. Simul. Comput. Jing Yang, Hu Yang
2017	J	`jnl`	Variable selection in partially linear additive models for modal regression. Commun. Stat. Simul. Comput. Jing Lv, Hu Yang, Chaohui Guo
2016	J	`jnl`	A flexible condition number for weighted linear least squares problem and its statistical estimation. J. Comput. Appl. Math. Hu Yang, Shaoxin Wang
2016	J	`jnl`	Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data. Comput. Stat. Jing Lv, Hu Yang, Chaohui Guo
2016	J	`jnl`	Feature screening for generalized varying coefficient models with application to dichotomous responses. Comput. Stat. Data Anal. Xiaochao Xia, Hu Yang, Jialiang Li
2016	J	`jnl`	Generalized varying index coefficient models. J. Comput. Appl. Math. Chaohui Guo, Hu Yang, Jing Lv
2016	J	`jnl`	Penalized LAD Regression for Single-index Models. Commun. Stat. Simul. Comput. Hu Yang, Jing Lv, Chaohui Guo
2016	J	`jnl`	Regularized estimation for the least absolute relative error models with a diverging number of covariates. Comput. Stat. Data Anal. Xiaochao Xia, Zhi Liu, Hu Yang
2016	J	`jnl`	Robust estimation for varying index coefficient models. Comput. Stat. Jing Lv, Hu Yang, Chaohui Guo
2016	J	`jnl`	Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method. J. Comput. Appl. Math. Jing Yang, Hu Yang
2016	J	`jnl`	Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data. Comput. Stat. Jing Lv, Hu Yang, Chaohui Guo
2015	J	`jnl`	An efficient and robust variable selection method for longitudinal generalized linear models. Comput. Stat. Data Anal. Jing Lv, Hu Yang, Chaohui Guo
2015	J	`jnl`	On the Principal Component Liu-type Estimator in Linear Regression. Commun. Stat. Simul. Comput. Jibo Wu, Hu Yang
2015	J	`jnl`	Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function. J. Comput. Appl. Math. Jing Lv, Hu Yang, Chaohui Guo
2015	J	`jnl`	SCAD penalized rank regression with a diverging number of parameters. J. Multivar. Anal. Hu Yang, Chaohui Guo, Jing Lv
2014	J	`jnl`	A robust and efficient estimation and variable selection method for partially linear single-index models. J. Multivar. Anal. Hu Yang, Jing Yang
2014	J	`jnl`	Efficiency of a stochastic restricted two-parameter estimator in linear regression. Appl. Math. Comput. Yalian Li, Hu Yang
2014	J	`jnl`	On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model. Commun. Stat. Simul. Comput. Jibo Wu, Hu Yang
2014	J	`jnl`	Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis. Appl. Math. Comput. Chaohui Guo, Hu Yang, Jing Lv
2014	J	`jnl`	Two Classes of Almost Unbiased Type Principal Component Estimators in Linear Regression Model. J. Appl. Math. Yalian Li, Hu Yang
2013	J	`jnl`	On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression. J. Appl. Math. Chaolin Liu, Hu Yang, Jibo Wu
2013	J	`jnl`	Some Results for the Drazin Inverses of the Sum of Two Matrices and Some Block Matrices. J. Appl. Math. Abdul Shakoor, Hu Yang, Ilyas Ali
2013	J	`jnl`	Weighted Stochastic Restricted Estimation in Linear Measurement Error Models. Commun. Stat. Simul. Comput. Wenxue Li, Hu Yang
2012	J	`jnl`	Erratum to "Perturbation analysis for the hyperbolic QR factorization" [Computers & Mathematics with Applications 63 (2012) 1607-1620]. Comput. Math. Appl. Hanyu Li, Hu Yang, Hua Shao
2012	J	`jnl`	Further results on the group inverses and Drazin inverses of anti-triangular block matrices. Appl. Math. Comput. Xifu Liu, Hu Yang
2012	J	`jnl`	On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons. Commun. Stat. Simul. Comput. Jianwen Xu, Hu Yang
2012	J	`jnl`	Perturbation analysis for block downdating of the generalized Cholesky factorization. Appl. Math. Comput. Hanyu Li, Hu Yang, Hua Shao
2012	J	`jnl`	Perturbation analysis for the hyperbolic QR factorization. Comput. Math. Appl. Hanyu Li, Hu Yang, Hua Shao
2012	J	`jnl`	Relative and Absolute Perturbation Bounds for Weighted Polar Decomposition. J. Appl. Math. Pingping Zhang, Hu Yang, Hanyu Li
2011	J	`jnl`	An expression of the general common least-squares solution to a pair of matrix equations with applications. Comput. Math. Appl. Xifu Liu, Hu Yang
2011	J	`jnl`	Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. J. Comput. Appl. Math. Zhimin Zhang, Hu Yang
2011	J	`jnl`	Mixed-type reverse-order laws of (AB) Appl. Math. Comput. Hu Yang, Xifu Liu
2011	J	`jnl`	On a compound Poisson risk model with delayed claims and random incomes. Appl. Math. Comput. Yuanyuan Hao, Hu Yang
2011	J	`jnl`	The Drazin inverse of the sum of two matrices and its applications. J. Comput. Appl. Math. Hu Yang, Xifu Liu
2010	J	`jnl`	A note on the perturbation analysis for the generalized Cholesky factorization. Appl. Math. Comput. Hanyu Li, Hu Yang, Hua Shao
2010	J	`jnl`	On a discrete risk model with two-sided jumps. J. Comput. Appl. Math. Hu Yang, Zhimin Zhang
2010	J	`jnl`	On a risk model with stochastic premiums income and dependence between income and loss. J. Comput. Appl. Math. Zhimin Zhang, Hu Yang
2010	J	`jnl`	Relative perturbation bounds for weighted polar decomposition. Comput. Math. Appl. Hanyu Li, Hu Yang
2010	J	`jnl`	The perturbed compound Poisson risk model with two-sided jumps. J. Comput. Appl. Math. Zhimin Zhang, Hu Yang, Shuanming Li
2010	J	`jnl`	The reverse order law for {1, 3, 4}-inverse of the product of two matrices. Appl. Math. Comput. Deqiang Liu, Hu Yang
2009	J	`jnl`	On a perturbed Sparre Andersen risk model with multi-layer dividend strategy. J. Comput. Appl. Math. Hu Yang, Zhimin Zhang
2008	J	`jnl`	Matrix left symmetry factor and its applications in generalized inverses A Appl. Math. Comput. Hu Yang, Deqiang Liu, Jianwen Xu
2008	J	`jnl`	Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm. Numer. Linear Algebra Appl. Hu Yang, Hanyu Li
2008	J	`jnl`	Weighted Polar Decomposition and WGL Partial Ordering of Rectangular Complex Matrices. SIAM J. Matrix Anal. Appl. Hu Yang, Hanyu Li
2008	J	`jnl`	Weighted UDV Appl. Math. Comput. Hu Yang, Hanyu Li
2005	—	`conf`	Classification Algorithms Based on Fisher Discriminant and Perceptron Neural Network. ISNN (2) Hu Yang, Jianwen Xu