Chih-Ling Tsai | Academic Influence

Chih-Ling Tsai's AcademicInfluence.com Rankings

Chih-Ling Tsai

Mathematics

#6607

World Rank

#9121

Historical Rank

Statistics

#638

World Rank

#722

Historical Rank

mathematics Degrees

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Mathematics

Chih-Ling Tsai's Degrees

PhD Statistics Stanford University
Masters Statistics Stanford University
Bachelors Mathematics National Taiwan University

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Why Is Chih-Ling Tsai Influential?

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According to Wikipedia, Chih-Ling Tsai is an American business management professor and author, currently a Distinguished Professor and Robert W. Glock Endowed Chair in Management, at University of California, Davis, and has been both cited and collected by libraries. He is a Fellow of the International Statistical Institute, American Association for the Advancement of Science and American Statistical Association and has also been included in the Who's Who in the America, Who's Who in the World and Who's Who in the West and Who's Who in Science and Engineering. In 2012, he also held the Distinguished Visiting Professorship at National Taiwan University.

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Chih-Ling Tsai's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Regression and time series model selection in small samples (1989) (5793)
Improved Methods for Tests of Long-Run Abnormal Stock Returns (1999) (1914)
Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion (1998) (1226)
Regression and Time Series Model Selection (1998) (1088)
Tuning parameter selectors for the smoothly clipped absolute deviation method. (2007) (728)
Subgroup Analysis via Recursive Partitioning (2009) (354)
A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (1993) (351)
Regression coefficient and autoregressive order shrinkage and selection via the lasso (2007) (325)
The impact of model selection on inference in linear regression (1990) (305)
Bias of the corrected AIC criterion for underfitted regression and time series models (1991) (286)
Regularization Parameter Selections via Generalized Information Criterion (2010) (266)
MODEL SELECTION FOR MULTIVARIATE REGRESSION IN SMALL SAMPLES (1994) (226)
ESTIMATION AND TESTING FOR PARTIALLY LINEAR SINGLE-INDEX MODELS. (2010) (218)
Bias in nonlinear regression (1986) (129)
Regression model selection—a residual likelihood approach (2002) (125)
Markov-Switching Model Selection Using Kullback-Leibler Divergence (2005) (114)
Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples (1990) (110)
Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange (2010) (109)
Quantile Correlations and Quantile Autoregressive Modeling (2012) (106)
Tail Index Regression (2009) (103)
A note on shrinkage sliced inverse regression (2005) (92)
The model selection criterion AICu (1997) (91)
Partial least squares estimator for single‐index models (2000) (90)
Regression model diagnostics (1992) (88)
Single‐index model selections (2001) (82)
Extending the Akaike Information Criterion to Mixture Regression Models (2007) (81)
Model selection for least absolute deviations regression in small samples (1990) (65)
Partial inverse regression (2007) (64)
Variable Screening via Quantile Partial Correlation (2017) (58)
A comparison of tests for heteroscedasticity (1996) (56)
A New Dimension Reduction Approach for Data-Rich Marketing Environments: Sliced Inverse Regression (2000) (55)
Contour Projected Dimension Reduction (2008) (53)
Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression (1994) (53)
Linear regression (2012) (52)
Semiparametric and Additive Model Selection Using an Improved Akaike Information Criterion (1999) (50)
Residuals in nonlinear regression (1985) (47)
Score test for the first-order autoregressive model with heteroscedasticity (1986) (46)
A note on the unification of the Akaike information criterion (1998) (39)
Two conflict potentials during IS development (2001) (37)
DIFFERENTIAL GEOMETRY OF ARMA MODELS (1990) (37)
A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation (1998) (37)
Covariance Regression Analysis (2015) (35)
Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure (1992) (35)
Diagnostics in transformation and weighted regression (1990) (31)
Longitudinal data model selection (2006) (30)
Constrained Inverse Regression for Incorporating Prior Information (2005) (30)
Semiparametric regression model selections (1999) (28)
Denoised least squares estimators: An application to estimating advertising effectiveness (2000) (27)
Jackknife-based estimators and confidence regions in nonlinear regression (1986) (25)
Controlling Measurement Errors in Models of Advertising Competition (2000) (24)
Testing a single regression coefficient in high dimensional linear models. (2016) (24)
Score tests for heteroscedasticity in wavelet regression (1998) (23)
A ROBUST AND EFFICIENT APPROACH TO CAUSAL INFERENCE BASED ON SPARSE SUFFICIENT DIMENSION REDUCTION. (2019) (23)
Diagnostics for Assessing the Accuracy of Normal Approximations in Exponential Family Nonlinear Models (1990) (23)
Transformation-model diagnostics (1992) (22)
Isotonic single-index model for high-dimensional database marketing (2004) (22)
Testing covariates in high-dimensional regression (2013) (22)
The examination of residual plots (1998) (21)
Extracting Forward-Looking Information from Security Prices: A New Approach (2008) (20)
Tree-augmented Cox proportional hazards models. (2005) (20)
Partially linear single index models for repeated measurements (2014) (19)
Outlier Detections in Autoregressive Models (2003) (19)
Holding Size While Improving Power in Tests of Long-Run Abnormal Stock Returns (1996) (18)
Autoregressive Model Selection in Small Samples Using a Bias-Corrected Version of AIC (1994) (18)
A Joint Regression Variable and Autoregressive Order Selection Criterion (2004) (17)
SELECTION OF A MULTISTEP LINEAR PREDICTOR FOR SHORT TIME SERIES (1997) (17)
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (2018) (16)
Outlier detection (2011) (15)
Testing the Diagonality of a Large Covariance Matrix in a Regression Setting (2014) (15)
IMPROVING DIMENSION REDUCTION VIA CONTOUR-PROJECTION (2008) (15)
A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (2014) (14)
The use of guided reformulations when collinearities are present in non-linear regression (1989) (14)
Profiled Forward Regression for Ultrahigh Dimensional Variable Screening in Semiparametric Partially Linear Models (2011) (13)
Tests for covariance structures with high-dimensional repeated measurements (2017) (12)
Calculating the efficiency of maximum quasilikelihood estimation (1988) (12)
Tobit model estimation and sliced inverse regression (2007) (12)
Functional Form Diagnostics for Cox's Proportional Hazards Model (2004) (11)
Testing covariates in high-dimensional regression (2014) (11)
Covariance Matrix Estimation via Network Structure (2016) (11)
Tree-structured model diagnostics for linear regression (2009) (11)
Functional random effect time‐varying coefficient model for longitudinal data (2012) (11)
Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria (2016) (10)
The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error (2004) (10)
Jackknifing and bootstrapping quasi–likelihood estimators (1988) (10)
Score Tests for the Single Index Model (2002) (10)
On Mixture Regression Shrinkage and Selection Via the MR-Lasso (2008) (9)
A Bayesian Information Criterion for Portfolio Selection (2011) (9)
Model selection in orthogonal regression (1999) (9)
Power transformations and reparameterizations in nonlinear regression models (1988) (9)
The Effects of Quality of Life on National Elections: A Multi-Country Analysis (2000) (8)
Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression (1991) (7)
The study of active submarine volcanoes and hydrothermal vents in the Southernmost Part of Okinawa Trough (2004) (7)
Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (2008) (7)
Residual information criterion for single-index model selections (2004) (7)
Network Influence Analysis (2021) (7)
Transformations and dynamic linear models (1990) (7)
House Money Effect: Evidence from Market Makers at Taiwan Futures Exchange (2006) (7)
Higher Order Effects in Log‐Linear and Log‐Non‐Linear Models for Contingency Tables with Ordered Categories (1991) (6)
Sequential Model Averaging for High Dimensional Linear Regression Models (2017) (6)
Treed Variance (2006) (6)
ROBUST ESTIMATION AND TESTING IN NONLINEAR REGRESSION MODELS (2005) (5)
Diagnostics for nonlinearity in generalized linear models (1999) (5)
Estimating linear measurement error models via M-estimation (1995) (5)
De-noised Least Squares Estimators: an Application to Estimating Advertising Eeectiveness (2007) (5)
Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach (2021) (4)
A note on Jorgensen's iteratively defined statistics (1994) (4)
Cross-validation and the Bootstrap (1998) (4)
Analysis of Means in Some Non-standard Situations (1991) (4)
Optimal multi-criteria designs for Fourier regression models (2001) (4)
Inference on covariance-mean regression (2021) (3)
Diagnostics for binomial response models using power divergence statistics (1993) (3)
Clarification: Regression model selection—a residual likelihood approach (2008) (3)
Market uncertainty and market orders in futures markets (2018) (2)
The impact of unsuspected serial correlations on model selection in linear regression (1996) (2)
Penalized profiled semiparametric estimating functions (2013) (2)
Parameter estimation for a generalized semiparametric model with repeated measurements (2016) (2)
The Multivariate Regression Model (1998) (2)
Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis (1986) (2)
Model selection for causal models: The global procedure with AICC and AICU (1998) (2)
The Univariate Autoregressive Model (1998) (1)
Inward and Outward Network Influence Analysis (2021) (1)
Smoothing parameter selection in quasi-likelihood models (2006) (1)
Comparisons Between First Order and Second Order Approximations in Regression Diagnostics (1991) (1)
Bias in nonlinear regression model with heteroscedastic or AR(1) error structure (1989) (1)
The Univariate Regression Model (1998) (1)
Mutual Influence Regression Model (2022) (0)
Nonparametric Regression and Wavelets (1998) (0)
A Case Study of Multifractal Omori Law on the Earthquake Catalog of Taiwan (2010) (0)
Statistica Sinica Preprint No : SS-2016-0353 R 2 Title Sparse Estimation of Generalized Linear Models (2017) (0)
Discussion (2003) (0)
Parameter estimation for a generalized semiparametric model with repeated measurements (2015) (0)
Semiparametric Estimating Functions (2013) (0)
An Improved Akaike Information Criterion for Generalized Log-Gamma Regression Models (2006) (0)
Statistica Sinica 1 IMPROVING DIMENSION REDUCTION VIA CONTOUR-PROJECTION July 12 , 2006 (2006) (0)
Regression Analysis of Asymmetric Pairs in Large-Scale Network Data (2011) (0)
Simulations and Examples (1998) (0)
Improved Tests for the First-Order Autoregressive Model With Heteroscedasticity (1995) (0)
Robust Regression and Quasi-likelihood (1998) (0)
Covariance Regression Model for Non-Normal Data (2020) (0)
Title Quantile correlations and quantile autoregressive modeling (2014) (0)
21 No . 3 2005 , 1-27 ROBUST ESTIMATION AND TESTING IN NONLINEAR REGRESSION MODELS (2011) (0)
and Reparameterizations in Nonlinear Regression Models (1988) (0)
Testing a Single Regression Coefficient in High Dimensional Regression Model (2016) (0)
On the Use of Marginal Likelihood in ModelSelectionPeide (2007) (0)
CONTOUR PROJECTED DIMENSION REDUCTION 1 (2009) (0)
Application of the Analytic Signal Technique to Calculate Magnetization ¡V Density Ratio of a structural boundary (2007) (0)
Covariance Model with General Linear Structure and Divergent Parameters (2022) (0)
- 1-Sentiment , Market Order Choice , and Returns 1 (2013) (0)
CONTOUR PROJECTED DIMENSION REDUCTION 1 (2009) (0)
HONO Vertical Gradients during the 2006 TRAMP and the 2009 SHARP experiments in Houston, TX (2009) (0)
Estimating High-Dimensional Models for Database Marketing (2000) (0)
Non-parametric regression approach for model checking on the two-phase regression problem (1994) (0)
Constrained regression model selection (2008) (0)
The Vector Autoregressive Model (1998) (0)
Supplemental Materials for “Variable screening via quantile partial” correlation (2016) (0)

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