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Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:120/0  |  提交时间:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies 期刊论文
JOURNAL OF APPLIED STATISTICS, 2021, 页码: 28
作者:  Zhang, Wei;  Wu, Colin O.;  Ma, Xiaoyang;  Tian, Xin;  Li, Qizhai
收藏  |  浏览/下载:120/0  |  提交时间:2021/10/26
Dynamic copula model  functional parameter  lasso-regularized spline estimator  multivariate longitudinal data  statistical machine learning  time-varying covariate  
Quantile regression in big data: A divide and conquer based strategy 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020, 卷号: 144, 页码: 17
作者:  Chen, Lanjue;  Zhou, Yong
收藏  |  浏览/下载:161/0  |  提交时间:2020/05/24
Data stream  Divide and conquer  Estimating equation  Massive data sets  Quantile regression  
Conditional probability estimation based classification with class label missing at random 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2020, 卷号: 176, 页码: 13
作者:  Sheng, Ying;  Wang, Qihua
收藏  |  浏览/下载:158/0  |  提交时间:2020/05/24
Binary classification  Conditional probability estimation  Missing at random  Reproducing kernel Hilbert space  
Nonparametric estimation of the ROC curve for length-biased and right-censored data 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 页码: 21
作者:  Song, Shanshan;  Zhou, Yong
收藏  |  浏览/下载:180/0  |  提交时间:2020/01/10
ROC curve  length-biased and right-censored data  nonparametric estimator  composite likelihood  conditional likelihood  
Simultaneous variable selection and class fusion with penalized distance criterion based classifiers 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, 卷号: 133, 页码: 138-152
作者:  Sheng, Ying;  Wang, Qihua
收藏  |  浏览/下载:139/0  |  提交时间:2019/12/13
Linear discriminant analysis  Discriminant directions  Variable selection  Class fusion  Misclassification error rate  
Mean response estimation with missing response in the presence of high-dimensional covariates 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 卷号: 46, 期号: 2, 页码: 628-643
作者:  Li, Yongjin;  Wang, Qihua;  Zhu, Liping;  Ding, Xiaobo
收藏  |  浏览/下载:118/0  |  提交时间:2018/07/30
Central mean subspace  Imputation  Kernel regression  Missing response  Weighted-bandwidth  
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2017, 卷号: 79, 期号: 1, 页码: 247-265
作者:  Fan, Jianqing;  Li, Quefeng;  Wang, Yuyan
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
High dimension  Huber loss  M-estimator  Optimal rate  Robust regularization  
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:150/0  |  提交时间:2018/07/30
Asymptotic normality  GARCH models  Non stationarity  Quasi-maximum exponential likelihood estimator  Primary 62M10  Secondary 62F12  
SEMIPARAMETRIC ESTIMATION FOR REGRESSION COEFFICIENTS IN THE COX MODEL WITH FAILURE INDICATORS MISSING AT RANDOM 期刊论文
STATISTICA SINICA, 2010, 卷号: 20, 期号: 3, 页码: 1125-1142
作者:  Liu, Chunling;  Wang, Qihua
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
Augmented inverse probability weighting  Cox proportional hazards model  missing at random  Nadaraya-Watson kernel estimate  regression imputation