Dr. Fuxia Cheng
Professor
- About
- Education
- Selected Research
Current Courses
MAT 356.001 Statistical Computing
MAT 459.001 Statistical Computing
MAT 351.001 Statistics And Data Analysis
MAT 451.001 Statistics And Data Analysis
Ph D
Book, Chapter
An Analog of the Bickel–Rosenblatt Test for Error Density in the Linear Regression Model
Fuxia Cheng, Hira L. Koul, Nao Mimoto, Narayana Balakrishna.
(2023), 291-323, 10.1007/978-981-99-0803-5_11, Research Papers in Statistical Inference for Time Series and Related Models, Springer Nature Singapore
Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators
Fuxia Cheng.
(2014), 29-39, 10.1007/978-3-319-02651-0_3, Springer Proceedings in Mathematics & Statistics, Springer International Publishing
Journal Article
The Law of the Iterated Logarithm for Lp-Norms of Kernel Estimators of Cumulative Distribution Functions
Fuxia Cheng.
Mathematics, 12 (7), 1063, (2024), 10.3390/math12071063
The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
Fuxia Cheng.
Statistics & Probability Letters, 214, 110215, (2024), 10.1016/j.spl.2024.110215
An analog of Bickel–Rosenblatt test for fitting an error density in the two phase linear regression model
Fuxia Cheng, Hira L. Koul.
Metrika, 86 (1), 27-56, (2023), 10.1007/s00184-022-00861-6
A law of the iterated logarithm for error density estimator in censored linear regression
Fuxia Cheng.
Journal of Nonparametric Statistics, 34 (2), 283-298, (2022), 10.1080/10485252.2022.2042814
The Strong Uniform Consistency of Kernel Estimator of a Smooth Distribution Function in Censored Linear Regression
Fuxia Cheng.
Statistics, 55, 110-119, (2021)
Bootstrapping the Expected Shortfall
Shuxia Sun, Fuxia Cheng.
Theoretical Economics Letters, 08 (04), 685-698, (2018), 10.4236/tel.2018.84046
Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model
Fuxia Cheng.
Statistics & Probability Letters, 139, 95-102, (2018), 10.1016/j.spl.2018.03.018
Strong consistency of the distribution estimator in the nonlinear autoregressive time series
Fuxia Cheng.
Journal of Multivariate Analysis, 142, 41-47, (2015), 10.1016/j.jmva.2015.07.014
Oracally Efficient Estimation of Autoregressive Error Distribution
Jiangyan Wang, Rong Liu, Fuxia D Cheng, Lijian Yang.
Annals of Statistics, 42, 654-668, (2014)
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Jiangyan Wang, Rong Liu, Fuxia Cheng, Lijian Yang, Jiangyan Wang, Rong Liu, Fuxia Cheng, Lijian Yang.
The Annals of Statistics, 42 (2), (2014), 10.1214/13-aos1197
Smooth simultaneous confidence bands for cumulative distribution functions
Jiangyan Wang, Fuxia Cheng, Lijian Yang.
Journal of Nonparametric Statistics, 25 (2), 395-407, (2013), 10.1080/10485252.2012.759219
Maximum Deviation of Error Density Estimators in Censored Linear Regression
Fuxia Cheng.
Statistics & Probability Letters, 82, 1657-1664, (2012)
Maximum deviation of error density estimators in censored linear regression
Fuxia Cheng.
Statistics & Probability Letters, 82 (9), 1657-1664, (2012), 10.1016/j.spl.2012.05.001
Profile Analysis under Heteroscedasticity
Fuxia Cheng, Jinadasa Gamage.
Oriental Journal of Statistical Methods, Theory and Applications, 1, 1-10, (2011)
The L1 strong consistency of ARCH innovation density estimator
Fuxia Cheng, Miin-Jye Wen.
Statistics & Probability Letters, 81, 548-551, (2011)
Variance Estimation in Nonlinear Autoregressive Time Series Models
Fuxia Cheng.
Journal of Statistical Planning and Inference, 141, 1588-1592, (2011)
Gaussian Process Based Bayesian Semiparametric Quantitative Trait Loci Interval Mapping
Hanwen Huang, Haibo Zhou, Fuxia Cheng, Ina Hoeschele, Fei Zou.
Biometrics, 66 (1), 222-232, (2010), 10.1111/j.1541-0420.2009.01268.x
Global property of error density estimation in nonlinear autoregressive time series models
Fuxia Cheng.
Statistical Inference for Stochastic Processes, 13 (1), 43-53, (2010), 10.1007/s11203-009-9036-9
A goodness-of-fit test of the errors in nonlinear autoregressive time series models
Fuxia Cheng, Shuxia Sun.
Statistics & Probability Letters, 78 (1), 50-59, (2008), 10.1016/j.spl.2007.05.003
Asymptotic distributions of error density and distribution function estimators in nonparametric regression
Fuxia Cheng.
Journal of Statistical Planning and Inference, 128 (2), 327-349, (2005), 10.1016/j.jspi.2003.12.004
On Variance Estimation in Semiparametric Regression Models
Fuxia Cheng.
Communications in Statistics - Theory and Methods, 34 (8), 1737-1742, (2005), 10.1081/sta-200066355
Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
Fuxia Cheng.
Journal of Statistical Planning and Inference, 119 (1), 95-107, (2004), 10.1016/s0378-3758(02)00417-2
Consistency of error density and distribution function estimators in nonparametric regression
Fuxia Cheng.
Statistics & Probability Letters, 59 (3), 257-270, (2002), 10.1016/s0167-7152(02)00155-4
Presentations
Asymptotic properties of density estimators in censored linear regression
Fuxia Cheng.
International Workshop on Modern Methods in Financial Statistics, Online, May 21, 2012
Density Estimators in Censored Linear Regression
Fuxia Cheng.
Department of Mathematics, Normal, IL, December 2, 2011
Density and Variance Estimation in Nonlinear Autoregressive Time Series
Fuxia Cheng.
oral presentation, Online, July, 2011
Asymptotic properties in ARCH(p)-time series
Fuxia Cheng.
Institute of Statistical Science of Academic Sinica, Taipei, Taiwan, October 11, 2010
"Global Property of Error Density Estimation in Nonlinear Autoregressive Time Series Models
Fuxia Cheng.
ICSA 2010 Applied Statistics Symposium, Indianapolis, Indiana, June, 2010