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Hansheng Wang

Researcher at Peking University

Publications -  217
Citations -  7910

Hansheng Wang is an academic researcher from Peking University. The author has contributed to research in topics: Estimator & Sample size determination. The author has an hindex of 33, co-authored 192 publications receiving 6716 citations. Previous affiliations of Hansheng Wang include Pennsylvania State University & National University of Singapore.

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Sample Size Calculations in Clinical Research

TL;DR: In this paper, the authors present a survey of sample sizes for single-arm and multiple-arm clinical trials, focusing on the following issues: Confounding and interaction: 1-Sided Test Versus Two-Sides Test Crossover Design Versus Parallel Design Subgroup/Interim Analyses Data Transformation Practical Issues COMPARING MEANS One-Sample Design Two-Sample Parallel Design 2-Sample Crossover design Multiple-Sample One-Way ANOVA Multiple-sample Williams Design Practical issues LARGE SAMPLE TESTS for PROPORTIONS
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Tuning parameter selectors for the smoothly clipped absolute deviation method.

TL;DR: This work shows that the commonly used the generalised crossvalidation cannot select the tuning parameter satisfactorily, with a nonignorable overfitting effect in the resulting model, and proposes a bic tuning parameter selector, which is shown to be able to identify the true model consistently.
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Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso

TL;DR: The least absolute deviation (LAD) regression is a useful method for robust regression, and the least absolute shrinkage and selection operator (lasso) is a popular choice for shrinkage estimation and variable selection, which are combined to produce LAD-lasso.
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Shrinkage tuning parameter selection with a diverging number of parameters

TL;DR: In this article, the authors further enlarge the scope of applicability of the traditional Bayesian information criterion type criteria to the situation with a diverging number of parameters for both unpenalized and penalized estimators.
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Unified LASSO Estimation by Least Squares Approximation

TL;DR: If the adaptive LASSO penalty and a Bayes information criterion–type tuning parameter selector are used and the resulting LSA estimator can be as efficient as the oracle, the standard asymptotic theory can be established and the LARS algorithm can be applied.