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Null-free False Discovery Rate Control Using Decoy Permutations 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 235-253
作者:  He, Kun;  Li, Meng-jie;  Fu, Yan;  Gong, Fu-zhou;  Sun, Xiao-ming
收藏  |  浏览/下载:124/0  |  提交时间:2022/06/21
multiple testing  false discovery rate  null distribution-free  p-value-free  decoy permutations  knockoff filter  
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen
收藏  |  浏览/下载:109/0  |  提交时间:2022/06/21
forward rate agreement  counterparty credit risk  expected exposure  potential future exposure  
Markov Jump Processes in Estimating Sharing of Identity by Descent 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2021, 卷号: 37, 期号: 1, 页码: 183-191
作者:  Chen, Xian;  Guo, Wei;  Ni, Xu-min
收藏  |  浏览/下载:163/0  |  提交时间:2021/04/26
IBD sharing  structured coalescent theory  Markov jump process  Kolmogorov backward equation