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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：151/0  |  提交时间：2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
作者:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载：176/0  |  提交时间：2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 2, 页码: 434-463
作者:  Wan Die;  Wei Xianhua;  Yang Xiaoguang
收藏  |  浏览/下载：101/0  |  提交时间：2018/07/30
Event study method  informed trading  liquidity dynamics  price jumps  price reversal  
Pricing and Inventory Control Strategy for a Periodic-Review Energy Buy-Back System 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2016, 卷号: 29, 期号: 4, 页码: 1018-1033
作者:  Zhang Jihong;  Chen Hongqiao;  Ding Xiaosong;  Li Xian
收藏  |  浏览/下载：99/0  |  提交时间：2018/07/30
Additive demand function  energy buy-back program  joint pricing and inventory control  Veinott's conditions  
The Effect of Corporate Governance on Debt Financing Cost of Listed Companies 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2016, 卷号: 29, 期号: 3, 页码: 772-788
作者:  Li Lin;  Dong Fangyu;  Liu Yifang;  Huang Haijun;  Wang Shouyang
收藏  |  浏览/下载：117/0  |  提交时间：2018/07/30
Corporate governance  debt financing cost  property rights  
Smoothed estimator of quantile residual lifetime for right censored data 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2015, 卷号: 28, 期号: 6, 页码: 1374-1388
作者:  Zhang Li;  Liu Peng;  Zhou Yong
收藏  |  浏览/下载：131/0  |  提交时间：2018/07/30
Empirical process  estimating equation  influence curve  Kaplan-Meier estimator  kernel smoothing  quantile residual lifetime  right censored data  
Evaluating the role of international trade in the growth of china's CO2 emissions 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2015, 卷号: 28, 期号: 4, 页码: 907-924
作者:  Jiang Xuemei;  Liu Yifang;  Zhang Jin;  Zu Lei;  Wang Shouyang;  Green, Christopher
收藏  |  浏览/下载：114/0  |  提交时间：2018/07/30
China  consumer responsibility  emission reduction  international trade  producer responsibility  
Efficient estimation of seemingly unrelated additive nonparametric regression models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 卷号: 26, 期号: 4, 页码: 595-608
作者:  Yuan Yuan;  You Jinhong;  Zhou Yong
收藏  |  浏览/下载：113/0  |  提交时间：2021/01/14
BAYESIAN-INFERENCE  CONSISTENCY  Additive structure  asymptotic normality  nonparametric modelling  polynomial spline  seemingly unrelated regression  two-stage estimation  
Smooth estimation of ROC curve in the presence of auxiliary information 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 5, 页码: 919-944
作者:  Zhou, Yong;  Zhou, Haibo;  Ma, Yunbei
收藏  |  浏览/下载：116/0  |  提交时间：2018/07/30
Auxiliary information  empirical likelihood  ROC curve  smooth estimation