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Heterogeneity, nonlinearity and endogenous market volatility 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 6, 页码: 1130-1142
作者:  Li, Hongquan;  Wang, Shouyang;  Shang, Wei
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
Computational finance  endogenous volatility  heterogeneous agents  noisy chaos  nonlinearity  stylized facts  
A class of mixed models for recurrent event data 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2011, 卷号: 39, 期号: 4, 页码: 578-590
作者:  Sun, Liuquan;  Zhao, Xingqiu;  Zhou, Jie
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
Counting process  marginal rate model  mixed model  partial-score function  proportional and Convergent Effects  MSC 2010: Primary 62N01  secondary 62N02  
Partition function expansion on region graphs and message-passing equations 期刊论文
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2011, 页码: 10
作者:  Zhou, Haijun;  Wang, Chuang;  Xiao, Jing-Qing;  Bi, Zedong
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
rigorous results in statistical mechanics  cavity and replica method  spin glasses (theory)  message-passing algorithms  
Partition function loop series for a general graphical model: free-energy corrections and message-passing equations 期刊论文
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2011, 卷号: 44, 期号: 42, 页码: 11
作者:  Xiao, Jing-Qing;  Zhou, Haijun
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Optimal Weight Choice for Frequentist Model Average Estimators 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2011, 卷号: 106, 期号: 495, 页码: 1053-1066
作者:  Liang, Hua;  Zou, Guohua;  Wan, Alan T. K.;  Zhang, Xinyu
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
Asymptotic optimality  Finite sample properties  Mallows criterion  Smoothed AIC  Smoothed BIC  Unbiased MSE estimate  
Marginal regression models with time-varying coefficients for recurrent event data 期刊论文
STATISTICS IN MEDICINE, 2011, 卷号: 30, 期号: 18, 页码: 2265-2277
作者:  Sun, Liuquan;  Zhou, Xian;  Guo, Shaojun
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
recurrent event data  cumulative regression function  marginal rates model  model checking  semiparametric model  time-varying coefficients  
Statistical inference using a weighted difference-based series approach for partially linear regression models 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 卷号: 102, 期号: 3, 页码: 601-618
作者:  Ai, Chunrong;  You, Jinhong;  Zhou, Yong
收藏  |  浏览/下载:119/0  |  提交时间:2018/07/30
Partially linear model  Fixed effects  Difference-based method  Series approximation  Weighted estimation  Covariate selection  
Partially linear single-index model with missing responses at random 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2011, 卷号: 141, 期号: 2, 页码: 1047-1058
作者:  Lai, Peng;  Wang, Qihua
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
Single-index model  Semiparametric models  Imputation estimator  Local linear smooth  Bandwidth selection  
Statistical inference in partially-varying-coefficient single-index model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 卷号: 102, 期号: 1, 页码: 1-19
作者:  Wang, Qihua;  Xue, Liugen
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
Dimension reduction  Stepwise approach  Pointwise confidence interval  Confidence region