Ming-Yen Cheng
Telephone: (+44 20) 7679 1864
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REFEREED PAPERS

  1. Cheng, M.-Y., Zhang, W., and Chen, L.-H. (2009). Statistical estimation in generalized multiparameter likelihood models. Journal of the American Statistical Association, in press. (DOI link)
  2. 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.
  3. 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)
  4. 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.
  5. 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
  6. 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)
  7. Cheng, M.-Y., and Peng, L. (2007). Variance reduction in multiparameter likelihood models. Journal of the American Statistical Association, 102, 293--304.
  8. Cheng, M.-Y. (2006). Choice of the bandwidth ratio in Rice's boundary modification. Journal of the Chinese Statistical Association, 44, 235--251.
  9. Cheng, M.-Y., and Sun, S. (2006). Bandwidth selection for kernel quantile estimation. Journal of the Chinese Statistical Association, 44, 271--295.
  10. Cheng, M.-Y., Peng, L., and Sun, S. (2006). Variance reduction in hazard  function estimation. International Journal of Statistics and Systems, 1, 87--110.
  11. 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)
  12. Cheng, M.-Y., and Hall, P. (2006). Methods for tracking support boundaries with corners. Journal of Multivariate Analysis, 97, 1870--1893. (DOI link)
  13. 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)
  14. 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.
  15. 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.
  16. Cheng, M.-Y., and Hall, P. (2003). Reducing variance in nonparametric surface estimation. Journal of Multivariate Analysis, 86, 375 -- 397.
  17. Cheng, M.-Y., and Peng, L. (2002). Regression modeling for nonparametric estimation of distribution and quantile functions. Statistica Sinica, 12, 1043 -- 1060.
  18. Cheng, M.-Y., and Hall, P. (2002). Error-dependent smoothing rules in local linear regression. Statistica Sinica, 12, 429 -- 447.
  19. 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.
  20. Cheng, M.-Y., Choi, E., Fan, J., and Hall, P. (2000). Skewing-methods for two parameter locally-parametric density estimation. Bernoulli, 6, 169 -- 182.
  21. Cheng, M.-Y., and Hall, P. (1999). Mode testing in difficult cases. Annals of Statistics, 27, 1294 -- 1315.
  22. Cheng, M.-Y., Hall, P., and Turlach, B.A. (1999). High-derivative parametric enhancements of nonparametric curve estimators. Biometrika, 86, 417 -- 428.
  23. 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.
  24. Cheng, M.-Y., and Hall, P. (1998). On mode testing and empirical approximations to distributions. Statistics and Probability Letters, 39, 245 -- 254.
  25. 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.
  26. Cheng, M.-Y., Hall, P., and Titterington, D.M. (1998). Optimal design for curve estimation by local linear smoothing. Bernoulli, 4, 3 -- 14.
  27. Cheng, M.-Y. (1997). A bandwidth selector for local linear density estimators. Annals of Statistics, 25, 1001 -- 1013.
  28. 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.
  29. Cheng, M.-Y. (1997). Boundary aware estimators of integrated density derivative products. Journal of the Royal Statistical Society Series B, 59, 191 -- 203.
  30. Cheng, M.-Y., Fan, J., and Marron, J.S. (1997). On automatic boundary corrections. Annals of Statistics, 25, 1691 -- 1708.
  31. 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.