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Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载:94/0  |  提交时间:2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Confidence intervals for zero-inflated gamma distribution 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 页码: 18
作者:  Wang, Xiao;  Li, Min;  Sun, Weina;  Gao, Zheng;  Li, Xinmin
收藏  |  浏览/下载:62/0  |  提交时间:2023/02/07
Confidence interval  Fiducial inference  Method of variance of estimates recovery (MOVER)  Parametric bootstrap  Zero-inflated gamma distribution  
Direct local linear estimation for Sharpe ratio function 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
作者:  Lin, Hongmei;  Tong, Tiejun;  Wang, Yuedong;  Xu, Wenchao;  Zhang, Riquan
收藏  |  浏览/下载:123/0  |  提交时间:2022/04/02
Heteroscedasticity  local likelihood estimation  local linear regression  nonparametric regression  Sharpe ratio function  
Matrix optimization based Euclidean embedding with outliers 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2021, 卷号: 79, 期号: 2, 页码: 235-271
作者:  Zhang, Qian;  Zhao, Xinyuan;  Ding, Chao
收藏  |  浏览/下载:137/0  |  提交时间:2021/10/26
Euclidean embedding  Outliers  Matrix optimizationg  Low-rank matrix  Error bound  
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING 期刊论文
ECONOMETRIC THEORY, 2021, 卷号: 37, 期号: 2, 页码: 388-407
作者:  Zhang, Xinyu
收藏  |  浏览/下载:132/0  |  提交时间:2021/06/01
Dynamics and spreading speed of a reaction-diffusion system with advection modeling West Nile virus 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 24
作者:  Cheng, Chengcheng;  Zheng, Zuohuan
收藏  |  浏览/下载:168/0  |  提交时间:2021/01/14
West Nile virus  Advection  Free boundary  Basic reproduction number  Vanishing-spreading  Asymptotic spreading speed  
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
作者:  Duan, Xiao-gang;  Wang, Qi-hua
收藏  |  浏览/下载:157/0  |  提交时间:2021/04/26
frequentist model averaging  focus information criterion  local framework  quantile regression  
Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
作者:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
收藏  |  浏览/下载:152/0  |  提交时间:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
Comment on "Aging Population, Retirement, and Risk Taking" 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 6, 页码: 2792-2795
作者:  Huang, Rachel J.;  Tzeng, Larry Y.;  Wang, Jr-Yan;  Zhao, Lin
收藏  |  浏览/下载:130/0  |  提交时间:2020/09/23
asymptotic stochastic dominance  maximum geometric mean strategy  long-run investment  
Parsimonious Model Averaging With a Diverging Number of Parameters 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 页码: 13
作者:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.
收藏  |  浏览/下载:173/0  |  提交时间:2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony