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Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 12, 页码: 2571-2590
作者:  Liu, Xiaoqian;  Song, Xinyuan;  Zhou, Yong
收藏  |  浏览/下载:183/0  |  提交时间:2020/05/24
DTARCH model  quantile  weighted composite quantile regression  modified likelihood ratio test  restricted WCQR estimators  unrestricted WCQR estimators  
Portfolio selection under uncertainty by the ordered modular average operator 期刊论文
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
作者:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
收藏  |  浏览/下载:164/0  |  提交时间:2019/04/02
Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages  
Weighted-Average Least Squares Prediction 期刊论文
ECONOMETRIC REVIEWS, 2016, 卷号: 35, 期号: 6, 页码: 1040-1074
作者:  Magnus, Jan R.;  Wang, Wendun;  Zhang, Xinyu
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
Bayesian analysis  Model averaging  Model uncertainty  Prediction  C11  C52  C53  
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  
Empirical likelihood confidence bands for distribution functions with missing responses 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2010, 卷号: 140, 期号: 9, 页码: 2778-2789
作者:  Wang, Qihua;  Qin, Yongsong
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
Imputation  Inverse probability weighting  Confidence bands  Empirical likelihood  Missing at random  
Probability density estimation with data missing at random when covariables are present 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2008, 卷号: 138, 期号: 3, 页码: 568-587
作者:  Wang, Qihua
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
inverse probability weighted method  asymptotic normality  mean squared error bound  
Quasi-likelihood estimation of average treatment effects based on model information 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2007, 卷号: 50, 期号: 1, 页码: 1-12
作者:  Sun, Zhi-hua
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
average treatment effects  inverse probability weighted quasi-likelihood  unconfounded assignment treatment  model information  
Continuous-time mean-risk portfolio selection 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2005, 卷号: 41, 期号: 3, 页码: 559-580
作者:  Jin, HQ;  Yan, HA;  Zhou, XY
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
mean-downside-risk  mean-semivariance  portfolio selection  weighted mean-variance