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Understanding the linkage-dependence structure between oil and gas markets: A new perspective 期刊论文
ENERGY, 2022, 卷号: 257, 页码: 18
Authors:  Wei, Zhaohao;  Chai, Jian;  Dong, Jichang;  Lu, Quanying
Favorite  |  View/Download：24/0  |  Submit date：2023/02/07
Oil and gas markets  Characteristic evolution  Intrinsic mechanism quantification  Non-parametric test  Multivariate GARCH-Copula  CEEMDAN-JADE-RT  
The Cauchy Combination Test under Arbitrary Dependence Structures 期刊论文
AMERICAN STATISTICIAN, 2022, 页码: 9
Authors:  Long, Mingya;  Li, Zhengbang;  Zhang, Wei;  Li, Qizhai
Favorite  |  View/Download：15/0  |  Submit date：2023/02/07
Cauchy combination test  Cauchy distribution  Copula  p-value combination  Sparse signals  
Systemically important financial institutions in China: from view of tail risk spillover network 期刊论文
APPLIED ECONOMICS LETTERS, 2021, 页码: 7
Authors:  Yang, Xin;  Chen, Shan;  Liu, Zhifeng;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download：92/0  |  Submit date：2021/10/26
Financial institution  tail risk spillover network  panel data regression model  systemic risk  complex network  
Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies 期刊论文
JOURNAL OF APPLIED STATISTICS, 2021, 页码: 28
Authors:  Zhang, Wei;  Wu, Colin O.;  Ma, Xiaoyang;  Tian, Xin;  Li, Qizhai
Favorite  |  View/Download：90/0  |  Submit date：2021/10/26
Dynamic copula model  functional parameter  lasso-regularized spline estimator  multivariate longitudinal data  statistical machine learning  time-varying covariate  
Portfolio selection under uncertainty by the ordered modular average operator 期刊论文
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
Authors:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
Favorite  |  View/Download：122/0  |  Submit date：2019/04/02
Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages  
基于Markov-vine copula的我国网贷平台对传统金融机构风险传染效应研究 期刊论文
系统工程理论与实践, 2018, 卷号: 038, 期号: 002, 页码: 317
Authors:  韦起;  魏云捷
Favorite  |  View/Download：86/0  |  Submit date：2020/01/10
中国股票市场的时变杠杆效应研究——基于随机Copula模型的实证分析 期刊论文
管理科学学报, 2017, 卷号: 020, 期号: 009, 页码: 70
Authors:  吴鑫育;  任森春;  马超群;  汪寿阳
Favorite  |  View/Download：93/0  |  Submit date：2020/01/10
Copula-graphic estimators for the marginal survival function with censoring indicators missing at random 期刊论文
STATISTICS & PROBABILITY LETTERS, 2015, 卷号: 107, 页码: 101-110
Authors:  Liu, Yi;  Wang, Qihua
Favorite  |  View/Download：96/0  |  Submit date：2018/07/30
Archimedean copula  Dependent censoring  Survival function  Missing at random  
Copula-based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines 期刊论文
THEORY OF COMPUTING SYSTEMS, 2015, 卷号: 57, 期号: 3, 页码: 753-781
Authors:  Chen, Xujin;  Du, Donglei;  Zuluaga, Luis F.
Favorite  |  View/Download：95/0  |  Submit date：2018/07/30
Algorithmic mechanism design  Random mechanism  Copula  Truthful scheduling  
基于正态逆高斯分布的抵押债务定价和因子模型 期刊论文
系统工程, 2014, 卷号: 000, 期号: 003, 页码: 35
Authors:  卢瑜;  杜军
Favorite  |  View/Download：76/0  |  Submit date：2020/01/10