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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：108/0  |  提交时间：2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong
收藏  |  浏览/下载：186/0  |  提交时间：2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model  
Identification of local sparsity and variable selection for varying coefficient additive hazards models 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 卷号: 125, 页码: 119-135
作者:  Qu, Lianqiang;  Song, Xinyuan;  Sun, Liuquan
收藏  |  浏览/下载：257/0  |  提交时间：2018/07/30
Additive hazards models  Group penalty  Kernel smoothing  Local sparsity  Oracle property  Varying coefficients  
Semi-parametric inference for semi-varying coefficient panel data model with individual effects 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 卷号: 154, 页码: 262-281
作者:  Hu, Xuemei
收藏  |  浏览/下载：150/0  |  提交时间：2018/07/30
Panel data  Fixed effects  Random effects  Local linear smoothing  Semi-varying coefficient model  Bootstrap procedure  
Global Partial Likelihood for Nonparametric Proportional Hazards Models 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2010, 卷号: 105, 期号: 490, 页码: 750-760
作者:  Chen, Kani;  Guo, Shaojun;  Sun, Liuquan;  Wang, Jane-Ling
收藏  |  浏览/下载：154/0  |  提交时间：2018/07/30
Cox model  Local linear smoothing  Local partial likelihood  Semiparametric efficiency  
Optimality of local multilevel methods on adaptively refined meshes for elliptic boundary value problems 期刊论文
JOURNAL OF NUMERICAL MATHEMATICS, 2010, 卷号: 18, 期号: 1, 页码: 59-90
作者:  Xu, X.;  Chen, H.;  Hoppe, R. H. W.
收藏  |  浏览/下载：110/0  |  提交时间：2018/07/30
local multilevel methods  adaptive finite element methods  local smoothing  Schwarz theory  optimality  
Averaged estimation of functional-coefficient regression models with different smoothing variables 期刊论文
STATISTICS & PROBABILITY LETTERS, 2007, 卷号: 77, 期号: 4, 页码: 455-461
作者:  Zhang, Riquan;  Li, Guoying
收藏  |  浏览/下载：127/0  |  提交时间：2018/07/30
asymptotic normality  different smoothing variables  functional-coefficient regression models  averaged estimate  local linear method  
Integrated estimation of functional-coefficient regression models with different smoothing variables 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2006, 卷号: 35, 期号: 6, 页码: 1093-1100
作者:  Zhang, RQ;  Li, GY
收藏  |  浏览/下载：138/0  |  提交时间：2018/07/30
asymptotic normality  different smoothing variables  functional coefficient regression models  integrated estimate  local linear method  
Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a P-0 function 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2003, 卷号: 117, 期号: 1, 页码: 39-68
作者:  Huang, ZH;  Han, J;  Chen, Z
收藏  |  浏览/下载：155/0  |  提交时间：2018/07/30
nonlinear complementarity problems  boundedness of iteration sequence  predictor-corrector smoothing Newton method  global linear convergence  local superlinear convergence  
A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 1999, 卷号: 9, 期号: 3, 页码: 605-623
作者:  Chen, BT;  Xiu, NH
收藏  |  浏览/下载：156/0  |  提交时间：2018/07/30
nonlinear complementarity problem  continuation method  smoothing function  global linear convergence  local quadratic convergence