CSpace

浏览/检索结果: 共7条,第1-7条 帮助

已选(0)清除 条数/页:   排序方式:
Understanding the linkage-dependence structure between oil and gas markets: A new perspective 期刊论文
ENERGY, 2022, 卷号: 257, 页码: 18
作者:  Wei, Zhaohao;  Chai, Jian;  Dong, Jichang;  Lu, Quanying
收藏  |  浏览/下载:89/0  |  提交时间:2023/02/07
Oil and gas markets  Characteristic evolution  Intrinsic mechanism quantification  Non-parametric test  Multivariate GARCH-Copula  CEEMDAN-JADE-RT  
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:79/0  |  提交时间:2023/02/07
Cauchy combination test  Cauchy distribution  Copula  p-value combination  Sparse signals  
Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies 期刊论文
JOURNAL OF APPLIED STATISTICS, 2021, 页码: 28
作者:  Zhang, Wei;  Wu, Colin O.;  Ma, Xiaoyang;  Tian, Xin;  Li, Qizhai
收藏  |  浏览/下载:156/0  |  提交时间:2021/10/26
Dynamic copula model  functional parameter  lasso-regularized spline estimator  multivariate longitudinal data  statistical machine learning  time-varying covariate  
Copula-graphic estimators for the marginal survival function with censoring indicators missing at random 期刊论文
STATISTICS & PROBABILITY LETTERS, 2015, 卷号: 107, 页码: 101-110
作者:  Liu, Yi;  Wang, Qihua
收藏  |  浏览/下载:168/0  |  提交时间:2018/07/30
Archimedean copula  Dependent censoring  Survival function  Missing at random  
Copula-based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines 期刊论文
THEORY OF COMPUTING SYSTEMS, 2015, 卷号: 57, 期号: 3, 页码: 753-781
作者:  Chen, Xujin;  Du, Donglei;  Zuluaga, Luis F.
收藏  |  浏览/下载:162/0  |  提交时间:2018/07/30
Algorithmic mechanism design  Random mechanism  Copula  Truthful scheduling  
Estimation of the association for bivariate interval-censored failure rime data 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2006, 卷号: 33, 期号: 4, 页码: 637-649
作者:  Sun, Liuquan;  Wang, Lianming;  Sun, Jianguo
收藏  |  浏览/下载:141/0  |  提交时间:2018/07/30
association of variables  bivariate survival variables  copula models  maximum likelihood estimation  serniparametric inference  
基于Copula-GARCH的投资组合风险分析 期刊论文
系统工程理论与实践, 2006, 页码: 45
作者:  吴振翔;  陈敏;  叶五一
收藏  |  浏览/下载:143/0  |  提交时间:2021/01/14
投资组合  风险分析  Copula  GARCH