Edit Profile Peng, Heng Compute Distance To: Compute Author ID: peng.heng Published as: Peng, H.; Peng, Heng External Links: ORCID Documents Indexed: 47 Publications since 1986 all top 5 Co-Authors 0 single-authored 8 Li, Gaorong 6 Huang, Tao 5 Zhu, Lixing 4 Miao, Bai-qi 4 Zhang, Chongqi 3 Chen, Haofeng 3 Cui, Xia 3 Fan, Jianqing 3 Liu, Yinghua 3 Tong, Tiejun 3 Zhang, Jun 2 Cheng, Ming-Yen 2 Lin, Huazhen 2 Lu, Ying 2 Zhang, Feipeng 2 Zhang, Wenyang 2 Zhou, Yong 1 Aït-Sahalia, Yacine 1 Dong, Kai 1 Du, Jiang 1 Feng, Sanying 1 Feng, Zhenghui 1 Honda, Toshio 1 Hui, Jun 1 Lai, Peng 1 Li, Jialiang 1 Lian, Heng 1 Liu, Donghai 1 Liu, Peng 1 Ning, Jing 1 Wen, Songqiao 1 Wong, Wengkee 1 Xu, Peirong 1 Yan, Fei 1 Yan, Hongjia 1 Yang, Yiping 1 Yu, Zhou 1 Zhang, Jinting 1 Zhang, Kun 1 Zhao, Jingxin 1 Zhou, Ling 1 Zhou, Xiao-Hua Andrew 1 Zhu, Liping all top 5 Serials 5 Journal of Multivariate Analysis 4 Communications in Statistics. Theory and Methods 4 Computational Statistics and Data Analysis 4 Statistica Sinica 3 The Annals of Statistics 3 Journal of the American Statistical Association 2 European Journal of Mechanics. A. Solids 1 The Canadian Journal of Statistics 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Biometrika 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Chinese Journal of Applied Probability and Statistics 1 Computational Mechanics 1 Economics Letters 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Journal of Nonparametric Statistics 1 Australian & New Zealand Journal of Statistics 1 Acta Mathematica Sinica. English Series 1 Journal of University of Science and Technology of China 1 Statistics and Its Interface Fields 37 Statistics (62-XX) 7 Numerical analysis (65-XX) 3 Probability theory and stochastic processes (60-XX) 3 Mechanics of deformable solids (74-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 29 Publications have been cited 704 times in 611 Documents Cited by ▼ Year ▼ Nonconcave penalized likelihood with a diverging number of parameters. Zbl 1092.62031Fan, Jianqing; Peng, Heng 279 2004 Robust rank correlation based screening. Zbl 1257.62067Li, Gaorong; Peng, Heng; Zhang, Jun; Zhu, Lixing 91 2012 On sliced inverse regression with high-dimensional covariates. Zbl 1119.62331Zhu, Lixing; Miao, Baiqi; Peng, Heng 84 2006 Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng 33 2009 Penalized least squares for single index models. Zbl 1204.62070Peng, Heng; Huang, Tao 32 2011 Semilinear high-dimensional model for normalization of microarray data: A theoretical analysis and partial consistency. Zbl 1117.62330Fan, Jianqing; Peng, Heng; Huang, Tao 31 2005 Nonconcave penalized M-estimation with a diverging number of parameters. Zbl 1206.62036Li, Gaorong; Peng, Heng; Zhu, Lixing 30 2011 Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data. Zbl 1305.62169Cheng, Ming-Yen; Honda, Toshio; Li, Jialiang; Peng, Heng 20 2014 Simultaneous confidence band and hypothesis test in generalised varying-coefficient models. Zbl 1189.62085Zhang, Wenyang; Peng, Heng 13 2010 Simultaneous confidence bands and hypothesis testing for single-index models. Zbl 1285.62044Li, Gaorong; Peng, Heng; Dong, Kai; Tong, Tiejun 12 2014 Two samples tests for functional data. Zbl 1188.62160Zhang, Chongqi; Peng, Heng; Zhang, Jin-Ting 9 2010 Model selection in linear mixed effect models. Zbl 1241.62105Peng, Heng; Lu, Ying 8 2012 A profile-type smoothed score function for a varying coefficient partially linear model. Zbl 1327.62263Li, Gaorong; Feng, Sanying; Peng, Heng 8 2011 Structured parameter optimization method for the radial basis function-based state-dependent autoregressive model. Zbl 1034.93063Peng, H.; Ozaki, T.; Haggan-Ozaki, V.; Toyoda, Y. 8 2002 Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data. Zbl 1293.62084Yang, Yiping; Li, Gaorong; Peng, Heng 7 2014 Smoothed rank correlation of the linear transformation regression model. Zbl 1365.62280Lin, Huazhen; Peng, Heng 7 2013 Dimension reduction and predictor selection in semiparametric models. Zbl 1284.62271Yu, Zhou; Zhu, Liping; Peng, Heng; Zhu, Lixing 7 2013 Simultaneous confidence band for nonparametric fixed effects panel data models. Zbl 1283.62100Li, Gaorong; Peng, Heng; Tong, Tiejun 6 2013 Component selection in the additive regression model. Zbl 1364.62091Cui, Xia; Peng, Heng; Wen, Songqiao; Zhu, Lixing 5 2013 Model selection for Gaussian mixture models. Zbl 06686353Huang, Tao; Peng, Heng; Zhang, Kun 3 2017 Selection and combination of biomarkers using ROC method for disease classification and prediction. Zbl 1219.62171Lin, Huazhen; Zhou, Ling; Peng, Heng; Zhou, Xiao-Hua 2 2011 Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. Zbl 1092.91019Peng, H.; Tamura, Y.; Gui, W.; Ozaki, T. 2 2005 A numerical formulation and algorithm for limit and shakedown analysis of large-scale elastoplastic structures. Zbl 07024095Peng, Heng; Liu, Yinghua; Chen, Haofeng 1 2019 Shakedown analysis of elastic-plastic structures considering the effect of temperature on yield strength: theory, method and applications. Zbl 1406.74120Peng, Heng; Liu, Yinghua; Chen, Haofeng 1 2019 Variance estimation for semiparametric regression models by local averaging. Zbl 1404.62044Zhao, Jingxin; Peng, Heng; Huang, Tao 1 2018 Tail probability ratios of normal and Student’s \(t\) distributions. Zbl 1330.60030Tong, Tiejun; Peng, Heng 1 2014 Dual-objective optimal mixture designs. Zbl 1336.62215Zhang, Chongqi; Wong, Wengkee; Peng, Heng 1 2012 \(D\)-optimal designs for quadratic mixture canonical polynomials with spline. Zbl 1239.62090Zhang, Chongqi; Peng, Heng 1 2012 The innovation approach to the identification of nonlinear causal models in time series analysis. Zbl 1067.62095Ozaki, T.; Jimenez, J. C.; Peng, H.; Ozaki, V. H. 1 2004 A numerical formulation and algorithm for limit and shakedown analysis of large-scale elastoplastic structures. Zbl 07024095Peng, Heng; Liu, Yinghua; Chen, Haofeng 1 2019 Shakedown analysis of elastic-plastic structures considering the effect of temperature on yield strength: theory, method and applications. Zbl 1406.74120Peng, Heng; Liu, Yinghua; Chen, Haofeng 1 2019 Variance estimation for semiparametric regression models by local averaging. Zbl 1404.62044Zhao, Jingxin; Peng, Heng; Huang, Tao 1 2018 Model selection for Gaussian mixture models. Zbl 06686353Huang, Tao; Peng, Heng; Zhang, Kun 3 2017 Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data. Zbl 1305.62169Cheng, Ming-Yen; Honda, Toshio; Li, Jialiang; Peng, Heng 20 2014 Simultaneous confidence bands and hypothesis testing for single-index models. Zbl 1285.62044Li, Gaorong; Peng, Heng; Dong, Kai; Tong, Tiejun 12 2014 Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data. Zbl 1293.62084Yang, Yiping; Li, Gaorong; Peng, Heng 7 2014 Tail probability ratios of normal and Student’s \(t\) distributions. Zbl 1330.60030Tong, Tiejun; Peng, Heng 1 2014 Smoothed rank correlation of the linear transformation regression model. Zbl 1365.62280Lin, Huazhen; Peng, Heng 7 2013 Dimension reduction and predictor selection in semiparametric models. Zbl 1284.62271Yu, Zhou; Zhu, Liping; Peng, Heng; Zhu, Lixing 7 2013 Simultaneous confidence band for nonparametric fixed effects panel data models. Zbl 1283.62100Li, Gaorong; Peng, Heng; Tong, Tiejun 6 2013 Component selection in the additive regression model. Zbl 1364.62091Cui, Xia; Peng, Heng; Wen, Songqiao; Zhu, Lixing 5 2013 Robust rank correlation based screening. Zbl 1257.62067Li, Gaorong; Peng, Heng; Zhang, Jun; Zhu, Lixing 91 2012 Model selection in linear mixed effect models. Zbl 1241.62105Peng, Heng; Lu, Ying 8 2012 Dual-objective optimal mixture designs. Zbl 1336.62215Zhang, Chongqi; Wong, Wengkee; Peng, Heng 1 2012 \(D\)-optimal designs for quadratic mixture canonical polynomials with spline. Zbl 1239.62090Zhang, Chongqi; Peng, Heng 1 2012 Penalized least squares for single index models. Zbl 1204.62070Peng, Heng; Huang, Tao 32 2011 Nonconcave penalized M-estimation with a diverging number of parameters. Zbl 1206.62036Li, Gaorong; Peng, Heng; Zhu, Lixing 30 2011 A profile-type smoothed score function for a varying coefficient partially linear model. Zbl 1327.62263Li, Gaorong; Feng, Sanying; Peng, Heng 8 2011 Selection and combination of biomarkers using ROC method for disease classification and prediction. Zbl 1219.62171Lin, Huazhen; Zhou, Ling; Peng, Heng; Zhou, Xiao-Hua 2 2011 Simultaneous confidence band and hypothesis test in generalised varying-coefficient models. Zbl 1189.62085Zhang, Wenyang; Peng, Heng 13 2010 Two samples tests for functional data. Zbl 1188.62160Zhang, Chongqi; Peng, Heng; Zhang, Jin-Ting 9 2010 Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng 33 2009 On sliced inverse regression with high-dimensional covariates. Zbl 1119.62331Zhu, Lixing; Miao, Baiqi; Peng, Heng 84 2006 Semilinear high-dimensional model for normalization of microarray data: A theoretical analysis and partial consistency. Zbl 1117.62330Fan, Jianqing; Peng, Heng; Huang, Tao 31 2005 Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. Zbl 1092.91019Peng, H.; Tamura, Y.; Gui, W.; Ozaki, T. 2 2005 Nonconcave penalized likelihood with a diverging number of parameters. Zbl 1092.62031Fan, Jianqing; Peng, Heng 279 2004 The innovation approach to the identification of nonlinear causal models in time series analysis. Zbl 1067.62095Ozaki, T.; Jimenez, J. C.; Peng, H.; Ozaki, V. H. 1 2004 Structured parameter optimization method for the radial basis function-based state-dependent autoregressive model. Zbl 1034.93063Peng, H.; Ozaki, T.; Haggan-Ozaki, V.; Toyoda, Y. 8 2002 all cited Publications top 5 cited Publications all top 5 Cited by 938 Authors 41 Zhu, Lixing 21 Zhang, Jun 19 Zhu, Liping 18 Lin, Lu 17 Li, Gaorong 17 Lian, Heng 16 Fan, Jianqing 14 Li, Runze 13 Peng, Heng 13 Yang, Hu 13 You, Jinhong 9 Tang, Niansheng 9 Wang, Mingqiu 9 Yu, Zhou 8 Lai, Peng 8 Wu, Yichao 8 Xue, Liugen 8 Zhou, Yong 7 Fan, Yingying 7 Feng, Zhenghui 7 Su, Liangjun 7 Xu, Wangli 6 Feng, Sanying 6 Huang, Jian 6 Kwon, Sunghoon 6 Liang, Hua 6 Ma, Shuangge 6 Wang, Kangning 6 Wang, Lan 6 Wang, Qihua 6 Yan, Xiaodong 6 Zhang, Hao Helen 5 Chen, Song Xi 5 Cui, Xia 5 Du, Jiang 5 Guo, Xu 5 Huang, Tao 5 Jiao, Yuling 5 Kim, Yongdai 5 Li, Degui 5 Peng, Hui 5 Song, Lixin 5 Tian, Guoliang 5 Vieu, Philippe 5 Wang, Xiaoguang 5 Yin, Xiangrong 5 Zhang, Cun-Hui 5 Zhang, Jingxiao 5 Zhang, Riquan 5 Zhou, Xian 5 Zhu, Xuehu 5 Zou, Hui 4 Aneiros-Pérez, Germán 4 Artemiou, Andreas 4 Cheng, Ming-Yen 4 Cui, Hengjian 4 Fan, Guoliang 4 Feng, Yang 4 Guo, Chaohui 4 Hilafu, Haileab 4 Li, Jialiang 4 Li, Xiangjie 4 Lin, Bingqing 4 Lin, Huazhen 4 Liu, Yanyan 4 Lv, Jinchi 4 Lv, Jing 4 Wang, Shanshan 4 Xia, Xiaochao 4 Xie, Jinhan 4 Xu, Peirong 4 Yang, Jing 4 Zhang, Wenyang 4 Zhang, Xinsheng 4 Zhao, Xingqiu 4 Zhao, Zhibiao 4 Zhou, Yan 3 Antoniadis, Anestis 3 Cao, Yongxiu 3 Chen, Bin 3 Chen, Xiaolin 3 Corradi, Valentina 3 Distaso, Walter 3 Dong, Yuexiao 3 Fernandes, Marcelo 3 Gai, Yujie 3 Hao, Meiling 3 He, Xuming 3 He, Yong 3 Hong, Yongmiao 3 Hu, Jianhua 3 Jiang, Jiancheng 3 Lee, Sangin 3 Li, Lexin 3 Li, Xingxiang 3 Liang, Hanying 3 Lin, Qian 3 Lin, Yuanyuan 3 Linton, Oliver Bruce 3 Liu, Jicai ...and 838 more Authors all top 5 Cited in 85 Serials 60 The Annals of Statistics 59 Journal of Multivariate Analysis 56 Computational Statistics and Data Analysis 33 Journal of Econometrics 28 Journal of the American Statistical Association 28 Journal of Statistical Planning and Inference 21 Statistics & Probability Letters 18 Journal of Statistical Computation and Simulation 18 Electronic Journal of Statistics 17 Communications in Statistics. Theory and Methods 16 Annals of the Institute of Statistical Mathematics 16 Science China. Mathematics 13 Statistical Papers 12 Journal of the Korean Statistical Society 11 Journal of Nonparametric Statistics 10 Communications in Statistics. Simulation and Computation 10 Bernoulli 10 Journal of Applied Statistics 9 Scandinavian Journal of Statistics 9 Test 8 Journal of Systems Science and Complexity 8 Statistics and Computing 7 Metrika 7 Computational Statistics 6 The Canadian Journal of Statistics 6 Biometrics 6 Acta Mathematicae Applicatae Sinica. English Series 6 Statistics 6 Econometric Theory 5 Brazilian Journal of Probability and Statistics 5 AStA. Advances in Statistical Analysis 5 The Annals of Applied Statistics 4 Lifetime Data Analysis 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Statistical Science 3 Science in China. Series A 3 Acta Mathematica Sinica. English Series 3 Journal of Machine Learning Research (JMLR) 3 Statistical Methodology 2 Journal of the Franklin Institute 2 Chinese Annals of Mathematics. Series B 2 Applied Mathematical Modelling 2 Mathematical Programming. Series A. Series B 2 Applied Mathematics. Series B (English Edition) 2 Mathematical Methods of Statistics 2 Statistica Sinica 2 Australian & New Zealand Journal of Statistics 2 Statistical Methods and Applications 2 Statistical Analysis and Data Mining 2 Journal of Probability and Statistics 2 Random Matrices: Theory and Applications 1 International Journal of Systems Science 1 Inverse Problems 1 Journal of Computational Physics 1 Psychometrika 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Journal of Computational and Applied Mathematics 1 Journal of Optimization Theory and Applications 1 Journal of Time Series Analysis 1 Econometric Reviews 1 Journal of Scientific Computing 1 Signal Processing 1 Machine Learning 1 Neural Computation 1 Numerical Algorithms 1 Pattern Recognition 1 Complexity 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Nonlinear Dynamics 1 Abstract and Applied Analysis 1 Discrete Dynamics in Nature and Society 1 European Journal of Mechanics. A. Solids 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Statistical Modelling 1 Computational Biology and Chemistry 1 Analysis and Applications (Singapore) 1 Journal of Zhejiang University. Science A 1 Frontiers of Mathematics in China 1 Journal of Statistical Theory and Practice 1 Statistics Surveys 1 Science China. Information Sciences 1 Bayesian Analysis 1 Japanese Journal of Statistics and Data Science all top 5 Cited in 19 Fields 585 Statistics (62-XX) 107 Numerical analysis (65-XX) 23 Probability theory and stochastic processes (60-XX) 17 Computer science (68-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Operations research, mathematical programming (90-XX) 11 Biology and other natural sciences (92-XX) 7 Systems theory; control (93-XX) 6 Information and communication theory, circuits (94-XX) 2 Approximations and expansions (41-XX) 2 Functional analysis (46-XX) 2 Mechanics of deformable solids (74-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) Citations by Year