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A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
收藏  |  浏览/下载：77/0  |  提交时间：2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
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  
A semiparametric linear transformation model for general biased-sampling and right-censored data 期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 77-92
作者:  Wei, Wenhua;  Zhou, Yong;  Wan, Alan T. K.
收藏  |  浏览/下载：130/0  |  提交时间：2019/12/13
Biased-sampling  Estimating equation  Right-censoring  Semiparametric linear transformation model  
Best Linear Unbiased Prediction for Multifidelity Computer Experiments 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2018, 页码: 7
作者:  Mu, Weiyan;  Wei, Qiuyue;  Cui, Dongli;  Xiong, Shifeng
收藏  |  浏览/下载：166/0  |  提交时间：2018/07/30
Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems 期刊论文
AUTOMATICA, 2016, 卷号: 74, 页码: 259-269
作者:  Yi, Peng;  Hong, Yiguang;  Liu, Feng
收藏  |  浏览/下载：127/0  |  提交时间：2018/07/30
Resource allocation  Distributed optimization  Multi-agent system  Plug-and-play algorithm  Gradient flow  Projected dynamical system  Economic dispatch  
Semiparametric transformation models with length-biased and right-censored data under the case-cohort design 期刊论文
STATISTICS AND ITS INTERFACE, 2016, 卷号: 9, 期号: 2, 页码: 213-222
作者:  Ma, Huijuan;  Qiu, Zhiping;  Zhou, Yong
收藏  |  浏览/下载：112/0  |  提交时间：2018/07/30
Case-cohort design  Length biased and right-censored data  Mean zero process  Transformation model  Weighted estimating equation  
An asymptotics look at the generalized inference 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 卷号: 102, 期号: 2, 页码: 336-348
作者:  Xiong, Shifeng
收藏  |  浏览/下载：92/0  |  提交时间：2018/07/30
Bootstrap  Fiducial inference  Generalized inference  Simultaneous confidence intervals  Structural method  
Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 卷号: 101, 期号: 9, 页码: 2078-2090
作者:  Huang, Bin;  Wang, Qihua
收藏  |  浏览/下载：125/0  |  提交时间：2018/07/30
Transformation models  Missing covariates  Weighted estimator  Kernel smoothing  
Estimation of the area under ROC curve with censored data 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 卷号: 139, 期号: 3, 页码: 1033-1044
作者:  Wang, Qihua;  Yao, Lili;  Lai, Peng
收藏  |  浏览/下载：136/0  |  提交时间：2018/07/30
ROC curve  Asymptotic normality  Counting process and martingale theory  
testingforlongmemoryintheasianforeignexchangerates 期刊论文
journalofsystemsscienceandcomplexity, 2006, 卷号: 19, 期号: 2, 页码: 182
作者:  Abdol S Soofi;  Shouyang Wang;  Yuqin Zhang
收藏  |  浏览/下载：203/0  |  提交时间：2020/01/10