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Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 期刊论文
APPLIED ENERGY, 2022, 卷号: 306, 页码: 13
Authors:  Heng, Jiani;  Hong, Yongmiao;  Hu, Jianming;  Wang, Shouyang
Favorite  |  View/Download:52/0  |  Submit date:2022/04/02
Probabilistic and deterministic wind speed  forecasting  Wind characteristic information  Probability density functions  Generalized Gaussian process  Pseudo-Likelihood  
Robust model selection with covariables missing at random 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 页码: 19
Authors:  Liang, Zhongqi;  Wang, Qihua;  Wei, Yuting
Favorite  |  View/Download:77/0  |  Submit date:2022/04/02
Model selection  Inverse probability weight  Model misspecification  Missing at random  Kullback-Leibler divergence  Robust  
Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
Authors:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong
Favorite  |  View/Download:82/0  |  Submit date:2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model  
A beyond multiple robust approach for missing response problem 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2021, 卷号: 155, 页码: 13
Authors:  Wang, Qihua;  Su, Miaomiao;  Wang, Ruoyu
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Model misspecification  Curse of dimension  Inverse probability weight  Imputation  
Quantile Regression under Local Misspecification 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2020, 卷号: 36, 期号: 4, 页码: 790-802
Authors:  Duan, Xiao-gang;  Wang, Qi-hua
Favorite  |  View/Download:106/0  |  Submit date:2021/04/26
frequentist model averaging  focus information criterion  local framework  quantile regression  
Asymptotic properties and information criteria for misspecified generalized linear mixed models 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 4, 页码: 817-836
Authors:  Yu, Dalei;  Zhang, Xinyu;  Yau, Kelvin K. W.
Favorite  |  View/Download:93/0  |  Submit date:2018/10/07
Asymptotic loss efficiency  Conditional inference  Misspecified generalized linear mixed model  Model selection  Penalized likelihood  
Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2016, 卷号: 111, 期号: 516, 页码: 1775-1790
Authors:  Zhang, Xinyu;  Yu, Dalei;  Zou, Guohua;  Liang, Hua
Favorite  |  View/Download:83/0  |  Submit date:2018/07/30
Asymptotic optimality  Kullback-Leibler loss  Misspecification  Penalized generalized weighted least squares (PGWLS)  Prediction accuracy  
Penalized Weighted Least Squares to Small Area Estimation 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2016, 卷号: 43, 期号: 3, 页码: 736-756
Authors:  Zhu, Rong;  Zou, Guohua;  Liang, Hua;  Zhu, Lixing
Favorite  |  View/Download:76/0  |  Submit date:2018/07/30
basic unit level model  inverse probability weighted estimation  penalized least squares  robustness  small area estimation  
Estimating the error variance after a pre-test for an interval restriction on the coefficients 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 卷号: 55, 期号: 7, 页码: 2312-2323
Authors:  Zhu, Rong;  Zhou, Sherry Z. F.
Favorite  |  View/Download:55/0  |  Submit date:2018/07/30
Error variance  Interval restriction  Pre-test  Model misspecification  
Modeling the dynamics of Chinese spot interest rates 期刊论文
JOURNAL OF BANKING & FINANCE, 2010, 卷号: 34, 期号: 5, 页码: 1047-1061
Authors:  Hong, Yongmiao;  Lin, Hai;  Wang, Shouyang
Favorite  |  View/Download:57/0  |  Submit date:2018/07/30
Spot rate models  Term structure of interest rates  Market segmentation  Nonparametric specification tests