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- Some results on the convergence of conditional distributions. Statistics & Probability Letters 2008. 78:3249-3253 .
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- Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables. Communications in Statistics: Theory and Methods 2006. 35:1093-1100 .
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- Some recent developments on robust estimation and tests (Chinese). Advances in Mathematics / Shuxue Jinzhan (Beijing) 1998. 27:403-415 .
- Sphering and its properties. Sankhyā, Series A 1998. 60:119-133 .
- Covariance matrix estimation in the presence of auxiliary information. Kexue Tongbao (Beijing) 1996. 40:529-534 .
- Optimal global rates of convergence of $M$-estimates for nonparametric regression. Journal of Systems Science and Mathematical Sciences (English version) 1996. 8:57-65 .
- A note on the convergent rates of $M$-estimates for a partly linear model. Statistics 1995. 26:27-47 .
- Asymptotic normality of $L_1$-norm estimators for parametric components in a partly linear model (Chinese). Chinese Annals of Mathematics Series A 1995. 15:478-484 .
- Asymptotics of the minimum $L_1$-norm estimates in a partly linear model. Journal of Systems Science and Mathematical Sciences (English version) 1995. 7:67-77 .
- Asymptotic normality of the $M$-estimator of parametric components in partial linear models (Chinese). Kexue Tongbao (Beijing) 1995. 39:1-2 .
- Projection pursuit Neyman goodness-of-fit test and its bootstrap approximation (Chinese). Kexue Tongbao (Beijing) 1995. 39:678-681 .
- Bootstrap approximation for generalized $U$-processes (Chinese). Kexue Tongbao (Beijing) 1995. 39:1249-1252 .
- Estimate of covariance matrix with additional information (Chinese). Kexue Tongbao (Beijing) 1995. 39:1354-1357 .
- On the rates of convergence of ``minimum $L^1$-norm'' estimates in a partly linear model. Communications in Statistics: Theory and Methods 1994. 23:175-196 .
- Projection pursuit: A class of new statistical methods (Chinese). Chinese Journal of Applied Probability and Statistics 1986. 2:267-276 .
- Projection-pursuit approach to robust dispersion matrices and principal components: Primary theory and Monte Carlo (Corr: V80 p1084). Journal of the American Statistical Association 1985. 80:759-766 .
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- Further discussion on admissibility of the quadratic form estimates of error variance in linear models (STMA V25 934). Journal of Systems Science and Mathematical Sciences / Xitong Kexue yu Shuxue (Chinese version) 1981. 1:112-127 .