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Applications of the representative points in statistical simulations 期刊论文
SCIENCE CHINA-MATHEMATICS, 2014, 卷号: 57, 期号: 12, 页码: 2609-2620
Authors:  Fang KaiTai;  Zhou Min;  Wang WenJun
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DENSITY-FUNCTION  bootstrap  kernel density estimation  normal distribution  representative points  resampling  statistical simulation  
On number-theoretic method in statistics simulation 期刊论文
SCIENCE CHINA-MATHEMATICS, 2010, 卷号: 53, 期号: 1, 页码: 179-186
Authors:  Wang Yuan;  Fang KaiTai
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number-theoretic methods  statistical simulation  geometric probability  
Parallel computing method of valuing for multi-asset European option 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2004, 卷号: 3, 期号: 4, 页码: 575-581
Authors:  Zheng, WM;  Shu, JW
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multi-asset European  parallel computing  option valuing  Monte-Carlo method  high dimension problem  
A two-stage algorithm of numerical evaluation of integrals in number-theoretic methods 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 1999, 卷号: 17, 期号: 3, 页码: 285-292
Authors:  Fang, KT;  Zheng, ZK
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numerical integration  Monte Carlo method  number-theoretic method  
Uniform designs for mixture-amount experiments and for mixture experiments under order restrictions 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1999, 卷号: 42, 期号: 5, 页码: 456-470
Authors:  Tian, GL;  Fang, KT
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discrepancy  isotonic restriction  Monte Carlo optimization  multivariate distribution  uniform design  
On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution 期刊论文
CHINESE SCIENCE BULLETIN, 1998, 卷号: 43, 期号: 6, 页码: 450-458
Authors:  Jing, P;  Zhu, LX
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bootstrap approximation  projection pursuit type statistic  elliptical symmetry  
Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1997, 卷号: 24, 期号: 1, 页码: 29-46
Authors:  Fang, KT;  Li, RZ
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Givens transform  householder transform  number-theoretic method  spherical distribution  Stiefel manifold  test of spherical symmetry  
A stopping time concerning sphere data and its applications 期刊论文
ADVANCES IN APPLIED PROBABILITY, 1996, 卷号: 28, 期号: 3, 页码: 674-686
Authors:  Zhu, LX;  Cheng, P;  Wei, G;  Shi, PD
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stopping time  lifetime of sphere roller  number-theoretic method  
Uniform design of experiments with mixtures 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1996, 卷号: 39, 期号: 3, 页码: 264-275
Authors:  Wang, Y;  Fang, KT
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experimental design  uniform design  experimental design with mixtures  number-theoretic net (NT-net)  discrepancy  
Some Blum-Kiefer-Rosenblatt type tests for the joint independence of variables 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 卷号: 25, 期号: 9, 页码: 2127-2139
Authors:  Jing, P;  Zhu, LX
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bootstrap method  Number-theoretic method  projection pursuit type statistic  test of independence