Shaobo Jin
Universitetslektor vid Matematiska institutionen; Akademisk personal
- E-post:
- shaobo.jin@math.uu.se
- Besöksadress:
- Ångströmlaboratoriet, Regementsvägen 10
- Postadress:
- Box 480
751 06 UPPSALA
Ladda ned kontaktuppgifter för Shaobo Jin vid Matematiska institutionen; Akademisk personal
Universitetslektor vid Matematiska institutionen; Statistik, AI och data science
- E-post:
- shaobo.jin@math.uu.se
- Besöksadress:
- Ångströmlaboratoriet, Regementsvägen 10
- Postadress:
- Box 480
751 06 UPPSALA
Publikationer
Urval av publikationer
-
A note on the accuracy of adaptive Gauss-Hermite quadrature
Ingår i Biometrika, s. 737-744, 2020
-
Frequentist Model Averaging in Structural Equation Modelling
Ingår i Psychometrika, s. 84-104, 2019
-
Approximated penalized maximum likelihood for exploratory factor analysis: An orthogonal case
Ingår i Psychometrika, s. 628-649, 2018
-
H-Likelihood Approach to Factor Analysis for Ordinal Data
Ingår i Structural Equation Modeling, s. 530-540, 2018
-
Ingår i British Journal of Mathematical & Statistical Psychology, s. 387-413, 2018
-
On the least-squares model averaging interval estimator
Ingår i Communications in Statistics - Theory and Methods, s. 118-132, 2018
-
Approximate Bayesianity of frequentist confidence intervals for a binomial proportion
Ingår i American Statistician, s. 106-111, 2017
-
Ingår i Journal of Statistical Computation and Simulation, s. 2915-2928, 2017
-
Asymptotic Robustness Study Of The Polychoric Correlation Estimation
Ingår i Psychometrika, s. 67-85, 2017
- DOI för Asymptotic Robustness Study Of The Polychoric Correlation Estimation
- Ladda ner fulltext (pdf) av Asymptotic Robustness Study Of The Polychoric Correlation Estimation
-
A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models
Ingår i Structural Equation Modeling, s. 680-694, 2016
-
Ingår i British Journal of Mathematical & Statistical Psychology, s. 20-42, 2016
Senaste publikationer
-
On convergence of regularized covariance estimator based on modified Cholesky decomposition
Ingår i Journal of Multivariate Analysis, 2026
- DOI för On convergence of regularized covariance estimator based on modified Cholesky decomposition
- Ladda ner fulltext (pdf) av On convergence of regularized covariance estimator based on modified Cholesky decomposition
-
Posterior rates of convergence for composite quantile regression
Ingår i Communications in Statistics - Theory and Methods, s. 5460-5469, 2025
- DOI för Posterior rates of convergence for composite quantile regression
- Ladda ner fulltext (pdf) av Posterior rates of convergence for composite quantile regression
-
Ingår i Journal of Statistical Computation and Simulation, s. 905-930, 2025
- DOI för Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
- Ladda ner fulltext (pdf) av Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
-
Ingår i British Journal of Mathematical & Statistical Psychology, s. 477-507, 2024
- DOI för Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
- Ladda ner fulltext (pdf) av Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
-
Ingår i Journal of Advances in Modeling Earth Systems, 2024
- DOI för A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
- Ladda ner fulltext (pdf) av A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
Alla publikationer
Artiklar i tidskrift
-
On convergence of regularized covariance estimator based on modified Cholesky decomposition
Ingår i Journal of Multivariate Analysis, 2026
- DOI för On convergence of regularized covariance estimator based on modified Cholesky decomposition
- Ladda ner fulltext (pdf) av On convergence of regularized covariance estimator based on modified Cholesky decomposition
-
Posterior rates of convergence for composite quantile regression
Ingår i Communications in Statistics - Theory and Methods, s. 5460-5469, 2025
- DOI för Posterior rates of convergence for composite quantile regression
- Ladda ner fulltext (pdf) av Posterior rates of convergence for composite quantile regression
-
Ingår i Journal of Statistical Computation and Simulation, s. 905-930, 2025
- DOI för Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
- Ladda ner fulltext (pdf) av Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
-
Ingår i British Journal of Mathematical & Statistical Psychology, s. 477-507, 2024
- DOI för Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
- Ladda ner fulltext (pdf) av Fast estimation of generalized linear latent variable models for performance and process data with ordinal, continuous, and count observed variables
-
Ingår i Journal of Advances in Modeling Earth Systems, 2024
- DOI för A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
- Ladda ner fulltext (pdf) av A Quantile Generalized Additive Approach for Compound Climate Extremes: Pan-Atlantic Extremes as a Case Study
-
Standard error estimates in hierarchical generalized linear models
Ingår i Computational Statistics & Data Analysis, 2024
- DOI för Standard error estimates in hierarchical generalized linear models
- Ladda ner fulltext (pdf) av Standard error estimates in hierarchical generalized linear models
-
On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach
Ingår i Structural Equation Modeling, s. 245-257, 2023
- DOI för On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach
- Ladda ner fulltext (pdf) av On Inconsistency of the Overidentification Test for the Model-implied Instrumental Variable Approach
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Ingår i Computational Statistics & Data Analysis, 2023
- DOI för Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
- Ladda ner fulltext (pdf) av Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
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Ingår i Neuro-chirurgie, 2023
-
Frequentist Model Averaging in Structure Equation Model With Ordinal Data
Ingår i Psychometrika, s. 1130-1145, 2022
- DOI för Frequentist Model Averaging in Structure Equation Model With Ordinal Data
- Ladda ner fulltext (pdf) av Frequentist Model Averaging in Structure Equation Model With Ordinal Data
-
Ingår i Structural Equation Modeling, s. 584-599, 2022
-
Ingår i Psychometrika, s. 564-594, 2021
- DOI för A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
- Ladda ner fulltext (pdf) av A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
-
A semiparametric approach for structural equation modeling with ordinal data
Ingår i Structural Equation Modeling, s. 497-505, 2021
- DOI för A semiparametric approach for structural equation modeling with ordinal data
- Ladda ner fulltext (pdf) av A semiparametric approach for structural equation modeling with ordinal data
-
Ingår i Structural Equation Modeling, s. 547-556, 2021
-
Ingår i Structural Equation Modeling, s. 864-873, 2020
- DOI för A Marginal Maximum Likelihood Approach for Extended Quadratic Structural Equation Modeling with Ordinal Data
- Ladda ner fulltext (pdf) av A Marginal Maximum Likelihood Approach for Extended Quadratic Structural Equation Modeling with Ordinal Data
-
A note on the accuracy of adaptive Gauss-Hermite quadrature
Ingår i Biometrika, s. 737-744, 2020
-
Ingår i Scandinavian Journal of Pain, s. 307-317, 2020
-
Improved likelihood ratio tests in a measurement error model for multivariate replicated data
Ingår i Communications in Statistics - Theory and Methods, s. 1025-1042, 2020
-
Frequentist Model Averaging in Structural Equation Modelling
Ingår i Psychometrika, s. 84-104, 2019
-
Approximated penalized maximum likelihood for exploratory factor analysis: An orthogonal case
Ingår i Psychometrika, s. 628-649, 2018
-
H-Likelihood Approach to Factor Analysis for Ordinal Data
Ingår i Structural Equation Modeling, s. 530-540, 2018
-
Ingår i British Journal of Mathematical & Statistical Psychology, s. 387-413, 2018
-
On the least-squares model averaging interval estimator
Ingår i Communications in Statistics - Theory and Methods, s. 118-132, 2018
-
Approximate Bayesianity of frequentist confidence intervals for a binomial proportion
Ingår i American Statistician, s. 106-111, 2017
-
Ingår i Journal of Statistical Computation and Simulation, s. 2915-2928, 2017
-
Asymptotic Robustness Study Of The Polychoric Correlation Estimation
Ingår i Psychometrika, s. 67-85, 2017
- DOI för Asymptotic Robustness Study Of The Polychoric Correlation Estimation
- Ladda ner fulltext (pdf) av Asymptotic Robustness Study Of The Polychoric Correlation Estimation
-
A Simulation Study of Polychoric Instrumental Variable Estimation in Structural Equation Models
Ingår i Structural Equation Modeling, s. 680-694, 2016
-
Ingår i British Journal of Mathematical & Statistical Psychology, s. 20-42, 2016
-
Ingår i Structural Equation Modeling
Artiklar, forskningsöversikt
-
A review of h-likelihood and hierarchical generalized linear model
Ingår i Wiley Interdisciplinary Reviews, 2021