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CURVATURE ASPECTS OF GRAPHS 期刊论文
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2017, 卷号: 145, 期号: 5, 页码: 2033-2042
作者:  Bauer, F.;  Chung, F.;  Lin, Y.;  Liu, Y.
浏览  |  Adobe PDF(170Kb)  |  收藏  |  浏览/下载:539/146  |  提交时间:2018/07/30
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:116/0  |  提交时间:2018/07/30
High dimension  Huber loss  M-estimator  Optimal rate  Robust regularization  
Stein-type improved estimation of standard error under asymmetric LINEX loss function 期刊论文
STATISTICS, 2009, 卷号: 43, 期号: 2, 页码: 121-129
作者:  Zou, Guohua;  Zeng, Jie;  Wan, Alan T. K.;  Guan, Zhong
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
LINEX loss  minimum risk equivariant estimator  pre-test estimation  standard error  Stein-type improved estimator  
NS condition of admissibility for the linear estimator of normal mean with unknown variance 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2005, 卷号: 21, 期号: 5, 页码: 1083-1086
作者:  Xu, XZ;  Wu, QG
收藏  |  浏览/下载:118/0  |  提交时间:2018/07/30
multivariate normal distribution  mean vector  linear estimator  admissibility  
Mean-variance portfolio choice: Quadratic partial hedging 期刊论文
MATHEMATICAL FINANCE, 2005, 卷号: 15, 期号: 3, 页码: 533-538
作者:  Xia, JM
收藏  |  浏览/下载:137/0  |  提交时间:2018/07/30
mean-variance portfolios  utility maximization  partial hedging  incomplete markets  
On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2004, 卷号: 119, 期号: 1, 页码: 17-22
作者:  Wan, ATK;  Zou, GH
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
James-Stein estimator  positive-part rule  risk  quadratic loss  
Bayesian statistical inference on elliptical matrix distributions 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 1999, 卷号: 70, 期号: 1, 页码: 66-85
作者:  Fang, KT;  Li, RZ
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
elliptical matrix distributions  entropy loss  posterior  mean quadratic loss