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An Extended Single-index Model with Missing Response at Random 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2016, 卷号: 43, 期号: 4, 页码: 1140-1152
作者:  Wang, Qihua;  Zhang, Tao;  Haerdle, Wolfgang Karl
收藏  |  浏览/下载:152/0  |  提交时间:2018/07/30
asymptotic normality  estimating equations  missing data  single-index models  
Composite quantile regression estimation for P-GARCH processes 期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 5, 页码: 977-998
作者:  Zhao Biao;  Chen Zhao;  Tao GuiPing;  Chen Min
收藏  |  浏览/下载:168/0  |  提交时间:2018/07/30
composite quantile regression  periodic GARCH process  strictly periodic stationarity  strong consistency  asymptotic normality  
Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2016, 卷号: 44, 期号: 1, 页码: 58-81
作者:  Wei, Wenhua;  Zhou, Yong
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Density ratio model  EM algorithm  Empirical process  right-censored data  semiparametric maximum likelihood estimation  
Quantile regression of longitudinal data with informative observation times 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2016, 卷号: 144, 页码: 176-188
作者:  Chen, Xuerong;  Tang, Niansheng;  Zhou, Yong
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
Estimating equation  Informative observation times  Longitudinal data  Quantile regression  Resampling method  
Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 卷号: 45, 期号: 4, 页码: 1000-1013
作者:  Pan, Baoguo;  Chen, Min
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
Asymptotic normality  GARCH models  Non stationarity  Quasi-maximum exponential likelihood estimator  Primary 62M10  Secondary 62F12  
Transformed linear quantile regression with censored survival data 期刊论文
STATISTICS AND ITS INTERFACE, 2016, 卷号: 9, 期号: 2, 页码: 131-139
作者:  Miao, Rui;  Sun, Liuquan;  Tian, Guo-Liang
收藏  |  浏览/下载:138/0  |  提交时间:2018/07/30
Censored survival data  Box-Cox transformation  Martingale  Quantile regression  Resampling