CSpace

浏览/检索结果: 共15条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载:125/0  |  提交时间:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable 期刊论文
STATISTICAL PAPERS, 2020, 页码: 29
作者:  Sun, Zhihua;  Luo, Dongshan;  Zhou, Xiaohua;  Zhang, Qingzhao
收藏  |  浏览/下载:131/0  |  提交时间:2020/05/24
Weighted integrated squared distance test  U-statistic test  Empirical process based test  Power comparisons  Measurement error  
A semi-heterogeneous approach to combining crude oil price forecasts 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 460, 页码: 279-292
作者:  Wang, Jue;  Li, Xiang;  Hong, Tao;  Wang, Shouyang
收藏  |  浏览/下载:236/0  |  提交时间:2018/10/07
Crude oil price  Decomposition and reconstruction  Forecast combination  Model selection  
Consistent test for parametric models with right-censored data using projections 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 卷号: 118, 页码: 112-125
作者:  Sun, Zhihua;  Ye, Xue;  Sun, Liuquan
收藏  |  浏览/下载:274/0  |  提交时间:2018/07/30
Consistent test  Curse-of-dimensionality-free  Empirical process  Projection  Right-censored data  
Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2016, 卷号: 44, 期号: 1, 页码: 58-81
作者:  Wei, Wenhua;  Zhou, Yong
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Density ratio model  EM algorithm  Empirical process  right-censored data  semiparametric maximum likelihood estimation  
Consistent test of error-in-variables partially linear model with auxiliary variables 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2015, 卷号: 141, 页码: 118-131
作者:  Sun, Zhihua;  Ye, Xue;  Sun, Liuquan
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
Auxiliary variable  Consistent test  Measurement error  Model check  Partial linear model  
Model checking for a general linear model with nonignorable missing covariates 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2012, 卷号: 28, 期号: 1, 页码: 99-110
作者:  Sun Zhihua;  Ip WaiCheung;  Wong Heung
收藏  |  浏览/下载:93/0  |  提交时间:2021/01/14
REGRESSION  general linear model  model checking  nonignorable missing covariates  sensitivity analysis  
Goodness-of-fit tests for additive mean residual life model under right censoring 期刊论文
LIFETIME DATA ANALYSIS, 2010, 卷号: 16, 期号: 3, 页码: 385-408
作者:  Zhang, Zhigang;  Zhao, Xingqiu;  Sun, Liuquan
收藏  |  浏览/下载:146/0  |  提交时间:2018/07/30
Additive mean residual life model  Right-censored survival data  Gaussian process  Goodness-of-fit test  
Checking the adequacy of a general linear model with responses missing at random 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 卷号: 139, 期号: 10, 页码: 3588-3604
作者:  Sun, Zhihua;  Wang, Qihua
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
General linear model  Lack-of-fit test  Missing at random  Score-type test  Empirical process  Sensitivity analysis  
Model checking for partially linear models with missing responses at random 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 4, 页码: 636-651
作者:  Sun, Zhihua;  Wang, Qihua;  Dai, Pengjie
收藏  |  浏览/下载:128/0  |  提交时间:2018/07/30
Model checking  Response missing at random  Imputation  Inverse probability weighting  Empirical process  Re-sampling