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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:204/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 6, 页码: 1118-1132
作者:  Hu, Huimin;  Xu, Xingzhong;  Li, Guoying
收藏  |  浏览/下载:131/0  |  提交时间:2018/07/30
Fiducial inference  frequency property  generalized p-value  hypothesis testing  partially linear model  
Fiducial intervals of restricted parameters and their applications 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2005, 卷号: 48, 期号: 11, 页码: 1567-1583
作者:  Li, XM;  Li, GY;  Xu, XZ
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
restricted parameter space  fiducial interval  frequency property  variance components