Jun Shao
#148,890
Most Influential Person Now
Researcher
Jun Shao's AcademicInfluence.com Rankings
Jun Shaocomputer-science Degrees
Computer Science
#7681
World Rank
#8085
Historical Rank
Algorithms
#297
World Rank
#301
Historical Rank
Computational Linguistics
#1580
World Rank
#1597
Historical Rank
Machine Learning
#2918
World Rank
#2954
Historical Rank
Download Badge
Computer Science
Jun Shao's Degrees
- PhD Computer Science Stanford University
- Masters Computer Science University of California, Berkeley
- Bachelors Computer Science University of California, Berkeley
Similar Degrees You Can Earn
Why Is Jun Shao Influential?
(Suggest an Edit or Addition)Jun Shao'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
- Linear Model Selection by Cross-validation (1993) (1675)
- The jackknife and bootstrap (1996) (1007)
- AN ASYMPTOTIC THEORY FOR LINEAR MODEL SELECTION (1997) (620)
- Jackknife variance estimation with survey data under hot deck imputation (1992) (318)
- A General Theory for Jackknife Variance Estimation (1989) (289)
- Nearest Neighbor Imputation for Survey Data (2000) (280)
- Bootstrap Model Selection (1996) (272)
- Last observation carry‐forward and last observation analysis (2003) (248)
- Sparse linear discriminant analysis by thresholding for high dimensional data (2011) (226)
- Bootstrap for Imputed Survey Data (1996) (194)
- An Instrumental Variable Approach for Identification and Estimation with Nonignorable Nonresponse (2014) (149)
- Statistical Methods for Handling Incomplete Data (2013) (137)
- Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling (2002) (124)
- Jackknife Variance Estimation for Nearest-Neighbor Imputation (2001) (123)
- Variance Estimation for Survey Data with Composite Imputation and Nonnegligible Sampling Fractions (1999) (118)
- Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data (2015) (110)
- PSEUDO-R 2 IN LOGISTIC REGRESSION MODEL (2006) (108)
- Semiparametric inverse propensity weighting for nonignorable missing data (2016) (103)
- A theory for testing hypotheses under covariate-adaptive randomization (2010) (97)
- Modified balanced repeated replication for complex survey data (1999) (89)
- Estimation in high-dimensional linear models with deterministic design matrices (2012) (76)
- Impact of the Bootstrap on Sample Surveys (2003) (73)
- Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses (2008) (67)
- RELIABILITY ANALYSIS USING THE LEAST SQUARES METHOD IN NONLINEAR MIXED-EFFECT DEGRADATION MODELS (1999) (62)
- Invited Discussion Paper Resampling Methods in Sample Surveys (1996) (61)
- The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators (1989) (58)
- A Repeated HalfSample Bootstrap and Balanced Repeated Replications for Randomly Imputed Data (2001) (50)
- AIBench: An Industry Standard Internet Service AI Benchmark Suite (2019) (46)
- Jackknife inference for heteroscedastic linear regression models (1993) (45)
- $L$-Statistics in Complex Survey Problems (1994) (44)
- Properties of R2 statistics for logistic regression (2006) (43)
- Validity of Tests under Covariate‐Adaptive Biased Coin Randomization and Generalized Linear Models (2013) (43)
- SPARSE QUADRATIC DISCRIMINANT ANALYSIS FOR HIGH DIMENSIONAL DATA (2015) (42)
- On Balanced Half-Sample Variance Estimation in Stratified Random Sampling (1996) (42)
- Heteroscedasticity-Robustness of Jackknife Variance Estimators in Linear Models (1987) (41)
- Asymptotic Properties of the Balanced Repeated Replication Method for Sample Quantiles (1992) (38)
- Sample Correlation Coefficients Based on Survey Data Under Regression Imputation (2002) (37)
- Monte Carlo Approximations in Bayesian Decision Theory (1989) (33)
- Baseline Observation Carry Forward: Reasoning, Properties, and Practical Issues (2009) (32)
- On Resampling Methods for Variance and Bias Estimation in Linear Models (1988) (30)
- Differentiability of Statistical Functionals and Consistency of the Jackknife (1993) (30)
- Model selection with nonignorable nonresponse (2016) (30)
- Bootstrap estimation of the asymptotic variances of statistical functionals (1990) (29)
- Debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization (2019) (28)
- Non-gaussian statistical parameter modeling for SSTA with confidence interval analysis (2006) (23)
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection (2016) (22)
- Bootstrap variance estimators with truncation (1992) (21)
- Inference on Average Treatment Effect under Minimization and Other Covariate-Adaptive Randomization Methods (2020) (20)
- Consistency of the bootstrap procedure in individual bioequivalence (2000) (20)
- Iterative Weighted Least Squares Estimators (1993) (20)
- BOOTSTRAPPING SAMPLE QUANTILES BASED ON COMPLEX SURVEY DATA UNDER HOT DECK IMPUTATION (1998) (20)
- Bias adjustment in analysing longitudinal data with informative missingness (2002) (19)
- AIBench Training: Balanced Industry-Standard AI Training Benchmarking (2020) (18)
- Approximate conditional likelihood for generalized linear models with general missing data mechanism (2017) (18)
- INSTRUMENTAL VARIABLE AND GMM ESTIMATION FOR PANEL DATA WITH MEASUREMENT ERROR (2010) (18)
- Constrained Kantorovich inequalities and relative efficiency of least squares (1992) (18)
- Estimation with unbalanced panel data having covariate measurement error (2011) (17)
- A PSEUDO EMPIRICAL LIKELIHOOD APPROACH FOR STRATIFIED SAMPLES WITH NONRESPONSE (2009) (17)
- Model Averaging for Prediction With Fragmentary Data (2018) (17)
- Robust tests for treatment effect in survival analysis under covariate‐adaptive randomization (2018) (16)
- Generalized linear model selection using R2 (2008) (16)
- Bootstrapping a sample quantile when the density has a jump (1996) (15)
- Asymptotic distribution of the weighted least squares estimator (1989) (15)
- Estimation in longitudinal studies with nonignorable dropout (2013) (14)
- Toward Better Practice of Covariate Adjustment in Analyzing Randomized Clinical Trials (2020) (14)
- Mathematical Statistics: Exercises and Solutions (2005) (14)
- Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout (2018) (13)
- Estimation in Longitudinal or Panel Data Models with Random‐Effect‐Based Missing Responses (2009) (13)
- INFERENCE WITH SURVEY DATA IMPUTED BY HOT DECK WHEN IMPUTED VALUES ARE NONIDENTIFIABLE (1999) (13)
- Assessing the Agreement Between Two Quantitative Assays with Repeated Measurements (2004) (13)
- Handling survey nonresponse in cluster sampling (2008) (12)
- Jackknifing in generalized linear models (1992) (12)
- Regularizing lasso: A consistent variable selection method (2015) (12)
- Group sequential t-test for clinical trials with small sample sizes across stages. (2007) (12)
- A Longitudinal Measurement Error Model with a Semicontinuous Covariate (2005) (12)
- GMM in linear regression for longitudinal data with multiple covariates measured with error (2010) (12)
- Preface — Special issue to celebrate the 30th anniversary of Journal of Systems Science and Complexity (2017) (11)
- The gic for model selection : a hypothesis testing approach (2000) (11)
- Sparse moving maxima models for tail dependence in multivariate financial time series (2013) (10)
- A transformation approach in linear mixed-effects models with informative missing responses (2015) (10)
- Consistency of jackknife variance estimators jun (1991) (10)
- Convergence rates of the generalized information criterion (1998) (10)
- Feature screening for ultrahigh dimensional categorical data with covariates missing at random (2020) (10)
- Consistency of least‐squares estimator and its jackknife variance estimator in nonlinear models (1992) (10)
- Bootstrap variance and bias estimation in linear models (1988) (9)
- Prediction bounds for random shelf-lives. (1997) (9)
- Consistency of jackknife estimators of the variances of simple quantiles (1988) (9)
- On the Treatment Effect in Clinical Trials with Dropout (2006) (8)
- Applications to Linear Models (1995) (8)
- Functional calculus and asymptotic theory for statistical analysis (1989) (8)
- EMPIRICAL LIKELIHOOD ESTIMATION FOR SAMPLES WITH NONIGNORABLE NONRESPONSE (2009) (8)
- Resampling estimation when observations are m–dependent (1988) (8)
- Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis (1986) (8)
- Asymptotic theory in heteroscedastic nonlinear models (1990) (8)
- Pseudo likelihood and dimension reduction for data with nonignorable nonresponse (2018) (7)
- Evaluating the Agreement of Two Quantitative Assays with Repeated Measurements (2003) (7)
- Form tolerance estimation using jackknife methods (1996) (7)
- BETWEEN-AND WITHIN-CLUSTER COVARIATE EFFECTS AND MODEL MISSPECIFICATION IN THE ANALYSIS OF CLUSTERED DATA (2008) (7)
- Nonparametric variance estimation for nearest neighbor imputation (2009) (7)
- Generalized Regression Estimators with High-Dimensional Covariates. (2020) (7)
- Imputation for nonmonotone nonresponse in the survey of industrial research and development (2012) (7)
- The Bootstrap in Bioequivalence Studies (2011) (7)
- LAST OBSERVATION ANALYSIS IN ANOVA AND ANCOVA (2005) (6)
- Random Group Variance Estimators for Survey Data with Random Hot Deck Imputation (2011) (6)
- Jackknifing Weighted Least Squares Estimators (1989) (6)
- EXACT TESTS FOR NEGLIGIBLE INTERACTION IN TWO-WAY ANALYSIS OF VARIANCE/COVARIANCE (2007) (6)
- Principles for Covariate Adjustment in Analyzing Randomized Clinical Trials (2020) (6)
- Ordinary and weighted least‐squares estimators (1990) (6)
- Half-sample variance estimation (1989) (5)
- Asymptotic theory in generalized ilinear models with nuisance scale parameters (1992) (5)
- Efficiency of Model-Assisted Regression Estimators in Sample Surveys (2014) (5)
- A measurement error model with a Poisson distributed surrogate (2004) (5)
- Testing Treatment Effects in Two-Way Linear Models: Additive or Full Model? (2006) (4)
- Sufficient dimension reduction and instrument search for data with nonignorable nonresponse (2021) (4)
- Instrument search in pseudo-likelihood approach for nonignorable nonresponse (2020) (4)
- TESTING THE AGREEMENT OF TWO QUANTITATIVE ASSAYS IN INDIVIDUAL MEANS (2002) (4)
- Empirical likelihood and Wilks phenomenon for data with nonignorable missing values (2019) (4)
- Analysis of longitudinal data under nonignorable nonmonotone nonresponse (2018) (4)
- Theory for the Jackknife (1995) (4)
- VARIANCE ESTIMATION FOR THE CURRENT EMPLOYMENT STATISTICS PROGRAM (2002) (4)
- Bootstrap minimum cost estimation of the average chemical concentration in contaminated soils (1999) (3)
- Estimation and imputation in linear regression with missing values in both response and covariate (2013) (3)
- Likelihood adjusted for nonignorable missing covariate values with unspecified propensity in generalized linear models (2017) (3)
- Applications to Time Series and Other Dependent Data (1995) (3)
- Least squares estimation of regression parameters in mixed effects models with unmeasured covariates (1998) (3)
- Multiple testing for a combination drug with two study endpoints (2012) (3)
- A Note on Bootstrap Variance Estimation (3)
- Cox regression with survival‐time‐dependent missing covariate values (2019) (3)
- Testing model fit in longitudinal data analysis against alternatives with omitted covariates (2002) (3)
- Propensity model selection with nonignorable nonresponse and instrument variable (2021) (3)
- Weighted Jackknife-after-bootstrap: A Heuristic Approach (1997) (3)
- PROFILE ANALYSIS FOR ASSESSING IN VITRO BIOEQUIVALENCE (2002) (2)
- Bootstrapping for generalized L-statistics (1989) (2)
- Efficiency comparison of methods for estimation in longitudinal regression models (2001) (2)
- Jackknife variance estimators for generalized L-statistics (1991) (2)
- AIBench: An Industry Standard AI Benchmark Suite from Internet Services (2020) (2)
- APPROXIMATE BALANCED HALF SAMPLE AND RELATED REPLICATION METHODS FOR IMPUTED SURVEY DATA (2016) (2)
- Optimal AK composite estimators in current population survey (2017) (2)
- TWO-WAY CONTINGENCY TABLES UNDER CONDITIONAL HOT DECK IMPUTATION (2003) (2)
- Validity and Robustness of Tests in Survival Analysis under Covariate-Adaptive Randomization (2018) (2)
- Meta-analysis of independent datasets using constrained generalised method of moments (2020) (2)
- SEMIPARAMETRIC PSEUDO LIKELIHOODS FOR LONGITUDINAL DATA WITH OUTCOME-DEPENDENT NONMONOTONE NONRESPONSE (2012) (2)
- ESTIMATION OF VARIANCE DUE TO IMPUTATION IN THE TRANSPORTATION ANNUAL SURVEY (TAS) (2002) (2)
- Variability explained by covariates in linear mixed‐effect models for longitudinal data (2010) (2)
- Inference after covariate-adaptive randomisation: aspects of methodology and theory (2021) (2)
- One-step jackknife for M-estimators computed using Newton's method (1992) (1)
- Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse (2021) (1)
- A Bayesian decision rule for remediation actions at toxic waste sites (2000) (1)
- Theoretical and Empirical Properties of Model Assisted Decision-Based Regression Estimators (2014) (1)
- Variance Estimation for the Current Employment Survey (2002) (1)
- Bootstrap Confidence Sets and Hypothesis Tests (1995) (1)
- Theory for the Bootstrap (1995) (1)
- Bayesian Bootstrap and Random Weighting (1995) (1)
- AIBench: An Agile Domain-specific Benchmarking Methodology and an AI Benchmark Suite (2020) (1)
- Bayesian variable selection via a benchmark in normal linear models (2020) (1)
- Iterated imputation estimation for generalized linear models with missing response and covariate values (2016) (1)
- Nonignorable item nonresponse in panel data (2020) (1)
- Jackknife Variance Estimator for Two Sample Linear Rank Statistics (1988) (1)
- Applications to Sample Surveys (1995) (1)
- A discussion of ‘prior-based Bayesian information criterion (PBIC)’ (2019) (1)
- Book Reviews (2000) (0)
- Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction (2018) (0)
- LIMITING BEHAVIOR OF MONTE CARLO APPROXIMATION TO BAYESIAN ACTION (1990) (0)
- Nearest neighbour imputation under single index models (2019) (0)
- AIBENCH: AN INDUSTRY STANDARD AI BENCHMARK SUITE (2020) (0)
- Jackknife estimator for anm-dependent stationary process (1992) (0)
- Estimation in Parametric Models (2003) (0)
- Convex Surrogate Minimization in Classification (2018) (0)
- Applications to Nonlinear, Nonparametric, and Multivariate Models (1995) (0)
- INFERENCE WITH SURVEY DATA IMPUTED BY HOT DECKWHEN NONRESPONDENTS ARE (2007) (0)
- A LATENT VARIABLE MODEL FOR MEASUREMENT ERROR IN A SKEWED REGRESSOR (2002) (0)
- Rejoinder on ‘Inference after covariate-adaptive randomization: aspects of methodology and theory’ (2021) (0)
- The Jackknife Estimate of Variance (2008) (0)
- Half-sample estimation of sampling distributions (1989) (0)
- SOME PROPERTIES OF FAY ' S MODIFIED BALANCED REPEATED REPLICATIONBy (2007) (0)
- STATISTICAL INFERENCES BASED ON SAMPLE QUANTILES AND JACKKNIFE (1992) (0)
- Estimation in Nonparametric Models (2003) (0)
- Statistica Sinica Preprint (2016) (0)
- Approximate conditional likelihood for generalized linear models with general missing data mechanism (2017) (0)
- Fundamentals of Statistics (2003) (0)
- Sufficient variable screening via directional regression with censored response (2018) (0)
- A General Framework for Modeling and Detecting Model Misspecification in Longitudinal Data. (2001) (0)
- Semiparametric propensity weighting for nonignorable nonresponse: a discussion of ‘Statistical inference for nonignorable missing data problems: a selective review’ by Niansheng Tang and Yuanyuan Ju (2018) (0)
- Estimation with multivariate outcomes having nonignorable item nonresponse (2022) (0)
- Instrument search in pseudo-likelihood approach for nonignorable nonresponse (2020) (0)
- Some conditions on the design of a regression model (1992) (0)
- Monte Carlo Approximations in Bayesian Decision Theory. Part 1. Revision (1989) (0)
- From Other Journals (2014) (0)
- Eeciency Comparison of Methods for Estimation and Prediction in Regression Models (2007) (0)
- INFLUENCE FUNCTION AND VARIANCE ESTIMATION (1990) (0)
- ROBUST BAYES ESTIMATION (1990) (0)
- CONSISTENT ESTIMATORS OF THE ASYMPTOTIC VARIANCES OF DIFFERENTIABLE STATISTICAL FUNCTIONALS (1989) (0)
This paper list is powered by the following services:
What Schools Are Affiliated With Jun Shao?
Jun Shao is affiliated with the following schools:
