Preprints

Publications as a senior or lead author are indicated with an asterisk

Q Lin's Thesis (2013).
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Hanxiang Peng (2013).
A Jackknife Empirical Likelihood Approach
To Goodness-of-Fit Degenerate U-Statistics Testing
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Hanxiang Peng, Qun Lin, Fei Tan and Wei Zheng (2013).
A Jackknife Empirical Likelihood Approach
To Goodness-of-Fit U-Statistics Testing
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U.U. Muller,  Hanxiang Peng and Anton Schick (2013).
Inference About the Slope In Linear Regression With
Missing Responses: An Empirical Likelihood Approach

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Hanxiang Peng (2013)
On a class of maximum empirical likelihood estimators.
Submitted to the Annals of Statistics.
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Hanxiang Peng and Anton Schick (2013)
Inference In The Symmetric Location Model: An Empirical Likelihood Approach
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Hanxiang Peng and Anton Schick (2012)
On maximum empirical likelihood estimation and related topics .

Submitted to the Annals of Statistics.
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Hanxiang Peng and Anton Schick (2012)
Asymptotic Normality of Quadratic Forms with Random Vectors of Increasing Dimension.
Submitted to the Statistica Sinica, accepted with minor revision.
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Cameron Byrum, Xin Dang, Hanxiang Peng and Wei Wei (2009)
Robustness and Efficiency of the Theil-Sen Estimator in Simple and Multiple Linear Models
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Fei Tan and Hanxiang Peng (2013)
Asymptotic Properties of Maximum Partial Likelihood Estimators When The Relative Risk Possesses First Order Derivative.
Submitted to the Journal of Multivariate Analysis.
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Fang Li, Hanxiang Peng* and Fei Tan (2009)
The Asymptotic of the Theil-Sen Esimators When the Covariates are Deterministic.
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Hanxiang Peng*, Latonya Garner and Xin Dang. (2009)
Analyzing Partially Exchangeable Data.
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Xin Dang, Hanxiang Peng*, Xueqin Wang and Heping Zhang (2009)
Theil-Sen Estimators in a Multiple Linear Regression Model. 
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The algorithms to implement this estimators can be found at the URL: http://scikit-learn.org/dev/modules/generated/sklearn.linear_model.TheilSenRegressor.html