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Optimal subsample selection for massive logistic regression with distributed data 期刊论文
COMPUTATIONAL STATISTICS, 2021, 页码: 28
作者:  Zuo, Lulu;  Zhang, Haixiang;  Wang, HaiYing;  Sun, Liuquan
收藏  |  浏览/下载:170/0  |  提交时间:2021/04/26
Allocation size  Big data  Distributed and massive data  Subsample estimator  Subsampling probabilities  
Continuous time hidden Markov model for longitudinal data 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2020, 卷号: 179, 页码: 16
作者:  Zhou, Jie;  Song, Xinyuan;  Sun, Liuquan
收藏  |  浏览/下载:226/0  |  提交时间:2020/09/23
Continuous-time HMMs  Longitudinal data  ML estimator  Unknown number of hidden states  SCAD penalty  
Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
作者:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
收藏  |  浏览/下载:163/0  |  提交时间:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
Some Notes on Concordance between Optimization and Statistics 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 页码: 6
作者:  Mu, Weiyan;  Wei, Qiuyue;  Xiong, Shifeng
收藏  |  浏览/下载:167/0  |  提交时间:2019/03/05
Optimal Subsampling for Large Sample Logistic Regression 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2018, 卷号: 113, 期号: 522, 页码: 829-844
作者:  Wang, HaiYing;  Zhu, Rong;  Ma, Ping
收藏  |  浏览/下载:184/0  |  提交时间:2018/09/08
A-optimality  Logistic regression  Massive data  Optimal subsampling  Rare event  
基于高频数据的非平稳GARCH(1,1)模型的拟极大指数似然估计 期刊论文
中国科学:数学, 2018, 卷号: 48.0, 期号: 003, 页码: 443-456
作者:  吴思鑫;  冯牧;  张虎;  陈敏
收藏  |  浏览/下载:181/0  |  提交时间:2021/01/14
高频数据  非平稳  GARCH模型  拟极大指数似然估计  VaR  
Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2016, 卷号: 44, 期号: 1, 页码: 58-81
作者:  Wei, Wenhua;  Zhou, Yong
收藏  |  浏览/下载:119/0  |  提交时间:2018/07/30
Density ratio model  EM algorithm  Empirical process  right-censored data  semiparametric maximum likelihood estimation  
Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 卷号: 45, 期号: 4, 页码: 1000-1013
作者:  Pan, Baoguo;  Chen, Min
收藏  |  浏览/下载:163/0  |  提交时间:2018/07/30
Asymptotic normality  GARCH models  Non stationarity  Quasi-maximum exponential likelihood estimator  Primary 62M10  Secondary 62F12  
Quantile residual lifetime with right-censored and length-biased data 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2015, 卷号: 67, 期号: 5, 页码: 999-1028
作者:  Liu, Peng;  Wang, Yixin;  Zhou, Yong
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Right-censored length-biased data  Quantile residual lifetime model  Oscars Award data  Two-sample problem  Empirical processes  
An MSE-reduced estimator for the response proportion in a two-stage clinical trial 期刊论文
PHARMACEUTICAL STATISTICS, 2011, 卷号: 10, 期号: 3, 页码: 277-279
作者:  Li, Qizhai
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
truncated binomial distribution  clinical trial  MLE  mean-square error