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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：80/0  |  提交时间：2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
On construction of prediction intervals for heteroscedastic regression 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 页码: 26
作者:  Wu, Yun;  Xiong, Shifeng
收藏  |  浏览/下载：72/0  |  提交时间：2023/02/07
Interpolation  Kernel method  Large data  Reconstruction parameterization  
Fiducial inference on gamma distributions: two-sample problems with multiple detection limits 期刊论文
ENVIRONMENTAL AND ECOLOGICAL STATISTICS, 2022, 页码: 23
作者:  Wang, Xiao;  Li, Xinmin;  Zhang, Ling;  Liu, Zhirun;  Li, Min
收藏  |  浏览/下载：127/0  |  提交时间：2022/04/02
Confidence intervals  Detection limits  Fiducial approach  Maximum likelihood estimates  Tolerance limits  
Covariance-Based Joint Device Activity and Delay Detection in Asynchronous mMTC 期刊论文
IEEE SIGNAL PROCESSING LETTERS, 2022, 卷号: 29, 页码: 538-542
作者:  Wang, Zhaorui;  Liu, Ya-Feng;  Liu, Liang
收藏  |  浏览/下载：140/0  |  提交时间：2022/04/02
Delays  Channel estimation  Signal processing algorithms  Synchronization  Protocols  Performance evaluation  Optimization  Asynchronous mMTC  coordinate descent  joint activity and delay detection  random access