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A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
收藏  |  浏览/下载：107/0  |  提交时间：2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
Nonlinear least squares with local polynomial interpolation for quantitative analysis of IR spectra 期刊论文
SPECTROCHIMICA ACTA PART A-MOLECULAR AND BIOMOLECULAR SPECTROSCOPY, 2019, 卷号: 206, 页码: 147-153
作者:  Wu, Yifan;  Peng, Silong;  Xie, Qiong;  Xu, Pengcheng
收藏  |  浏览/下载：281/0  |  提交时间：2018/11/16
Spectroscopy  Quantitative analysis  Nonlinear least squares  Local polynomial interpolation  
Generalized profile LSE in varying-coefficient partially linear models with measurement errors 期刊论文
Acta Mathematicae Applicatae Sinica, English Series,, 2013, 卷号: 29, 期号: 3, 页码: 477-490
作者:  Ma Yunbei;  You Jinhong;  Zhou Yong
收藏  |  浏览/下载：113/0  |  提交时间：2021/01/14
REGRESSION-MODELS  VARIABLES  INFERENCES  Semiparametric modeling  varying-coefficient  measurement error  local polynomial  profile least squares  asymptotic normality  
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility 期刊论文
JOURNAL OF ECONOMETRICS, 2008, 卷号: 143, 期号: 2, 页码: 227-262
作者:  Chen, Gongmeng;  Choi, Yoon K.;  Zhou, Yong
收藏  |  浏览/下载：131/0  |  提交时间：2018/07/30
nonparametric regression  wavelet coefficient  change points  kernel estimation  local polynomial smoother  conditional heteroscedastic variance  alpha-mixing  
Functional-coefficient partially linear regression model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 卷号: 99, 期号: 2, 页码: 278-305
作者:  Wong, Heung;  Zhang, Riquan;  Ip, Wai-cheung;  Li, Guoying
收藏  |  浏览/下载：129/0  |  提交时间：2018/07/30
Back-fitting technique  Functional-coefficient model  Local linear polynomial technique  Nonlinear time series  
Statistical inference of partially linear regression models with heteroscedastic errors 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2007, 卷号: 98, 期号: 8, 页码: 1539-1557
作者:  You, Jinhong;  Chen, Gemai;  Zhou, Yong
收藏  |  浏览/下载：154/0  |  提交时间：2018/07/30
semiparametric regression model  heteroscedasticity  local polynomial  asymptotic normality  model selection  
Local likelihood with time-varying additive hazards model 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2007, 卷号: 35, 期号: 2, 页码: 321-337
作者:  Li, Hui;  Yin, Guosheng;  Zhou, Yong
收藏  |  浏览/下载：122/0  |  提交时间：2018/07/30
additive model  asymptotic normality  censored data  local polynomial  maximum likelihood  nonparametric estimation  
Asymptotics for partly linear regression with dependent samples and ARCH errors: consistency with rates 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 2001, 卷号: 44, 期号: 2, 页码: 168-183
作者:  Lu, ZD;  Gijbels, I
收藏  |  浏览/下载：153/0  |  提交时间：2018/07/30
ARCH (GARCH) errors  dependent samples  local polynomial fitting  convergence rates  partly linear model  root-n consistency