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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:129/0  |  提交时间:2019/12/13
Biased-sampling  Estimating equation  Right-censoring  Semiparametric linear transformation model  
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17
作者:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载:161/0  |  提交时间:2018/07/30
Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter  
parameterestimatesofhestonstochasticvolatilitymodelwithmleandconsistentekfalgorithm 期刊论文
sciencechinainformationscience, 2018, 卷号: 61, 期号: 4, 页码: 17
作者:  Wang Ximei;  He Xingkang;  Bao Ying;  Zhao Yanlong
收藏  |  浏览/下载:138/0  |  提交时间:2020/01/10
Testing Association between Mixed Type Outcomes and Covariates Jointly by the Use of a Latent Variable 期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 期号: 8006, 页码: 10
作者:  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang;  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang
浏览  |  Adobe PDF(2766Kb)  |  收藏  |  浏览/下载:464/129  |  提交时间:2018/07/30
Model averaging with averaging covariance matrix 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 145, 页码: 214-217
作者:  Zhao, Shangwei;  Zhang, Xinyu;  Gao, Yichen
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
Asymptotic optimality  Heteroscedasticity  Model averaging  
NEW METHOD OF ORDER ESTIMATION FOR ARMA/ARMAX PROCESSES 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2010, 卷号: 48, 期号: 6, 页码: 4157-4176
作者:  Chen, Han-Fu;  Zhao, Wen-Xiao
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
ARMA  ARMAX  order estimation  convergence rate  strong consistency  
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 5, 页码: 1061-1072
作者:  Wu, Xiaoyong;  Zou, Guohua;  Li, Yingfu
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
Generalized growth curve model  UMVNNQUE  
Admissibilities of matrix linear estimators multivariate linear models 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2006, 卷号: 136, 期号: 11, 页码: 3852-3870
作者:  Wu, Qi-Guang;  Noda, Kazuo
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
estimable parameter matrix linear function  with and without normality assumption  unknown covariance matrix  necessary and sufficient conditions  quadratic matfix loss functions  space of all matrix estimators  restricted space of all matrix linear estimators  
Unbiased invariant minimum norm estimation in generalized growth curve model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2006, 卷号: 97, 期号: 8, 页码: 1718-1741
作者:  Wu, Xiaoyong;  Zou, Guohua;  Chen, Jianwei
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
generalized growth curve model  MINQE(U, I)  MINQLE(U, I)  UMVIQUE  
Bayes and empirical Bayes iteration estimators in two seemingly unrelated regression equations 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2005, 卷号: 48, 期号: 9, 页码: 1153-1168
作者:  Wang, LC
收藏  |  浏览/下载:88/0  |  提交时间:2018/07/30
seemingly unrelated regressions  covariance adjusted approach  empirical Bayes estimation  mean square error criterion