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The Cauchy Combination Test under Arbitrary Dependence Structures 期刊论文
AMERICAN STATISTICIAN, 2022, 页码: 9
作者:  Long, Mingya;  Li, Zhengbang;  Zhang, Wei;  Li, Qizhai
收藏  |  浏览/下载:59/0  |  提交时间:2023/02/07
Cauchy combination test  Cauchy distribution  Copula  p-value combination  Sparse signals  
Applications of the representative points in statistical simulations 期刊论文
SCIENCE CHINA-MATHEMATICS, 2014, 卷号: 57, 期号: 12, 页码: 2609-2620
作者:  Fang KaiTai;  Zhou Min;  Wang WenJun
收藏  |  浏览/下载:179/0  |  提交时间:2021/01/14
DENSITY-FUNCTION  bootstrap  kernel density estimation  normal distribution  representative points  resampling  statistical simulation  
onnumbertheoreticmethodinstatisticssimulation 期刊论文
sciencechinamathematics, 2010, 卷号: 53, 期号: 1, 页码: 179
作者:  Wang Yuan;  Fang Kaitai
收藏  |  浏览/下载:113/0  |  提交时间:2020/01/10
On number-theoretic method in statistics simulation 期刊论文
SCIENCE CHINA-MATHEMATICS, 2010, 卷号: 53, 期号: 1, 页码: 179-186
作者:  Wang Yuan;  Fang KaiTai
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
number-theoretic methods  statistical simulation  geometric probability  
Parallel computing method of valuing for multi-asset European option 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2004, 卷号: 3, 期号: 4, 页码: 575-581
作者:  Zheng, WM;  Shu, JW
收藏  |  浏览/下载:125/0  |  提交时间:2018/07/30
multi-asset European  parallel computing  option valuing  Monte-Carlo method  high dimension problem  
Testing multivariate uniformity and its applications 期刊论文
MATHEMATICS OF COMPUTATION, 2001, 卷号: 70, 期号: 233, 页码: 337-355
作者:  Liang, JJ;  Fang, KT;  Hickernell, FJ;  Li, RZ
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
goodness-of-fit  discrepancy  quasi-Monte Carlo methods  testing uniformity  
A two-stage algorithm of numerical evaluation of integrals in number-theoretic methods 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 1999, 卷号: 17, 期号: 3, 页码: 285-292
作者:  Fang, KT;  Zheng, ZK
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
numerical integration  Monte Carlo method  number-theoretic method  
Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1997, 卷号: 24, 期号: 1, 页码: 29-46
作者:  Fang, KT;  Li, RZ
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
Givens transform  householder transform  number-theoretic method  spherical distribution  Stiefel manifold  test of spherical symmetry  
Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 卷号: 25, 期号: 9, 页码: 2127-2139
作者:  Jing, P;  Zhu, LX
收藏  |  浏览/下载:135/0  |  提交时间:2018/07/30
bootstrap method  Number-theoretic method  projection pursuit type statistic  test of independence  
SOME APPLICATION OF NUMBER-THEORETIC METHODS IN STATISTICS 期刊论文
STATISTICAL SCIENCE, 1994, 卷号: 9, 期号: 3, 页码: 416-428
作者:  FANG, KT;  WANG, Y;  BENTLER, PM
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
F-DISCREPANCY  NUMBER-THEORETIC METHOD  MULTIVARIATE DISTRIBUTION  MULTIVARIATE STATISTICS  QUASI-MONTE-CARLO METHOD