Huixia Judy Wang
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Chinese-American statistician
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Huixia Judy Wangmathematics Degrees
Mathematics
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Statistics
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Mathematics
Huixia Judy Wang's Degrees
- PhD Statistics Stanford University
- Masters Statistics Stanford University
- Bachelors Mathematics Peking University
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Why Is Huixia Judy Wang Influential?
(Suggest an Edit or Addition)According to Wikipedia, Huixia Judy Wang is a statistician who works as a professor of statistics at George Washington University. Topics in her research include quantile regression and the application of biostatistics to cancer.
Huixia Judy Wang's Published Works
Published Works
- Noncrossing quantile regression curve estimation. (2010) (243)
- Quantile regression in partially linear varying coefficient models (2009) (239)
- Locally Weighted Censored Quantile Regression (2009) (219)
- Flexible Bayesian quantile regression for independent and clustered data. (2010) (151)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (2012) (116)
- Changes of extreme precipitation and nonlinear influence of climate variables over monsoon region in China (2017) (96)
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood (2016) (94)
- INFERENCE FOR CENSORED QUANTILE REGRESSION MODELS IN LONGITUDINAL STUDIES (2009) (93)
- Influence of genetic background on tumor karyotypes: Evidence for breed-associated cytogenetic aberrations in canine appendicular osteosarcoma (2009) (84)
- ‘Putting our heads together’: insights into genomic conservation between human and canine intracranial tumors (2009) (77)
- Variable selection in quantile varying coefficient models with longitudinal data (2013) (65)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (2013) (62)
- A UNIFIED VARIABLE SELECTION APPROACH FOR VARYING COEFFICIENT MODELS (2012) (60)
- Detecting Differential Expressions in GeneChip Microarray Studies (2007) (54)
- VARIABLE SELECTION FOR CENSORED QUANTILE REGRESION. (2013) (54)
- Corrected-loss estimation for quantile regression with covariate measurement errors. (2012) (49)
- Empirical likelihood for quantile regression models with longitudinal data (2011) (47)
- Variance estimation in censored quantile regression via induced smoothing (2012) (40)
- Quantile-regression-based clustering for panel data (2019) (36)
- Flexible modeling of survival data with covariates subject to detection limits via multiple imputation (2014) (33)
- Statistical Methods for Generalized Linear Models with Covariates Subject to Detection Limits (2015) (33)
- Interquantile Shrinkage in Regression Models (2013) (32)
- Interquantile shrinkage and variable selection in quantile regression (2014) (31)
- INFERENCE ON QUANTILE REGRESSION FOR HETEROSCEDASTIC MIXED MODELS (2009) (31)
- Multiple Imputation for M-Regression With Censored Covariates (2012) (30)
- Testing for change points due to a covariate threshold in quantile regression (2015) (29)
- Quantile Regression for Competing Risks Data with Missing Cause of Failure. (2012) (28)
- An informative subset-based estimator for censored quantile regression (2012) (27)
- Variable selection in high-dimensional quantile varying coefficient models (2013) (25)
- Quantile regression analysis of length‐biased survival data (2014) (21)
- Fused Adaptive Lasso for Spatial and Temporal Quantile Function Estimation (2016) (20)
- Composite change point estimation for bent line quantile regression (2017) (19)
- ROBUST SUBGROUP IDENTIFICATION (2019) (16)
- Optimally combined estimation for tail quantile regression (2017) (16)
- Sequential change point detection in linear quantile regression models (2015) (15)
- Estimation of the retransformed conditional mean in health care cost studies (2010) (14)
- A semiparametric Bayesian approach for joint-quantile regression with clustered data (2015) (14)
- Detecting change-points in extremes (2015) (13)
- Testing for marginal linear effects in quantile regression (2018) (13)
- Extreme Quantile Estimation for Autoregressive Models (2018) (13)
- An Enhanced Quantile Approach for Assessing Differential Gene Expressions (2008) (12)
- A fast EM algorithm for fitting joint models of a binary response and multiple longitudinal covariates subject to detection limits (2015) (11)
- COPULA-BASED QUANTILE REGRESSION FOR LONGITUDINAL DATA (2018) (11)
- Estimation of Extreme Conditional Quantiles (2016) (10)
- Identification of Differential Aberrations in Multiple‐Sample Array CGH Studies (2011) (9)
- Composite Estimation for Single‐Index Models with Responses Subject to Detection Limits (2018) (8)
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression (2020) (8)
- Efficient Moments-based Permutation Tests (2009) (7)
- Single-index Thresholding in Quantile Regression (2021) (5)
- Copula‐based semiparametric analysis for time series data with detection limits (2019) (5)
- Penalized regression across multiple quantiles under random censoring (2015) (5)
- LOCAL BUCKLEY-JAMES ESTIMATION FOR HETEROSCEDASTIC ACCELERATED FAILURE TIME MODEL. (2015) (5)
- Extreme Quantile Estimation Based on the Tail Single-index Model (2020) (4)
- Copula‐based semiparametric models for spatiotemporal data (2019) (4)
- Combined Impacts of Climate Variability Modes on Seasonal Precipitation Extremes Over China (2022) (3)
- Latent group detection in functional partially linear regression models (2021) (3)
- 3D face analysis for distinct features using statistical randomization (2008) (3)
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION (2020) (3)
- Testing for the presence of significant covariates through conditional marginal regression (2018) (3)
- Inference on Quantile Regression for Mixed Models With Applications to GeneChip Data (2006) (2)
- Quantile regression for survival data with covariates subject to detection limits (2020) (2)
- Sequential model selection‐based segmentation to detect DNA copy number variation (2016) (2)
- Bayesian Quantile Regression (2017) (1)
- Extremal linear quantile regression with Weibull-type tails (2020) (1)
- A Generalized Quantile Tree Method for Subgroup Identification (2022) (1)
- Editorial for the special issue on quantile regression and semiparametric methods (2012) (1)
- Copula-based multiple indicator kriging for non-Gaussian random fields (2021) (1)
- Bayesian joint-quantile regression (2020) (1)
- An informative subset-based estimator for censored quantile regression (2011) (0)
- Extremal quantile autoregression for heavy-tailed time series (2022) (0)
- Automatic identification of curve shapes with applications to ultrasonic vocalization (2020) (0)
- Composite change point estimation for bent line quantile regression (2015) (0)
- Statistical Methods for Generalized Linear Models with Covariates Subject to Detection Limits (2013) (0)
- Rejoinder (2016) (0)
- Supplement of Single-index thresholding in quantile regression (2021) (0)
- Bayesian joint-quantile regression (2020) (0)
- Comment (2015) (0)
- Conversations with Gábor J. Székely (2023) (0)
- Inference for Joint Quantile and Expected Shortfall Regression (2022) (0)
- Constructing Conditional Reference Charts for Grip Strength Measured with Error (2013) (0)
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