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Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
收藏  |  浏览/下载:163/0  |  提交时间:2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2017, 卷号: 79, 期号: 1, 页码: 247-265
作者:  Fan, Jianqing;  Li, Quefeng;  Wang, Yuyan
收藏  |  浏览/下载:119/0  |  提交时间:2018/07/30
High dimension  Huber loss  M-estimator  Optimal rate  Robust regularization  
Asymptotic normality for L-1 norm kernel estimator of conditional median under alpha-mixing dependence 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2000, 卷号: 73, 期号: 1, 页码: 136-154
作者:  Zhou, Y;  Liang, H
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
alpha-mixing dependence  L-1-norm kernel estimator  conditional median  asymptotic normality  
KERNEL-METHOD ON CONDITIONAL MEDIAN ESTIMATION 期刊论文
KEXUE TONGBAO, 1987, 卷号: 32, 期号: 9, 页码: 642-643
作者:  LIU, ZJ;  TU, DS
收藏  |  浏览/下载:110/0  |  提交时间:2018/07/30