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基于高频数据的非平稳GARCH(1,1)模型的拟极大指数似然估计 期刊论文
中国科学:数学, 2018, 卷号: 48.0, 期号: 003, 页码: 443-456
作者:  吴思鑫;  冯牧;  张虎;  陈敏
收藏  |  浏览/下载:168/0  |  提交时间:2021/01/14
高频数据  非平稳  GARCH模型  拟极大指数似然估计  VaR  
Post-J test inference in non-nested linear regression models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2015, 卷号: 58, 期号: 6, 页码: 1203-1216
作者:  Chen XinJie;  Fan YanQin;  Wan Alan;  Zou GuoHua
收藏  |  浏览/下载:108/0  |  提交时间:2021/01/14
DISTRIBUTIONS  COEFFICIENTS  VARIANCES  EQUALITY  non-nested linear regression  post-J test  Wald statistic  
A posterior error analysis for the nonconforming discretization of Stokes eigenvalue problem 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2014, 卷号: 30, 期号: 6, 页码: 949-967
作者:  Jia Shang Hui;  Luo Fu Sheng;  Xie He Hu
收藏  |  浏览/下载:82/0  |  提交时间:2021/01/14
FINITE-ELEMENT APPROXIMATIONS  EQUATIONS  CONVERGENCE  ESTIMATORS  A posteriori error estimate  adaptive finite element method  nonconforming  Stokes eigenvalue problem  
BLUP Estimation of Linear Mixed-effects Models with Measurement Errors and Its Applications to the Estimation of Small Areas 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2014, 卷号: 30, 期号: 12, 页码: 2027-2044
作者:  Zhu Rong;  Zou Guo Hua
收藏  |  浏览/下载:83/0  |  提交时间:2021/01/14
PREDICTION  BLUP  linear mixed-effects models  measurement errors  small area estimation  
Testing inequality constraints in a linear regression model with spherically symmetric disturbances 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 6, 页码: 1204-1212
作者:  Zhu Rong;  Zhou Sherry Z F
收藏  |  浏览/下载:99/0  |  提交时间:2021/01/14
SQUARED ERROR LOSS  SAMPLING PERFORMANCE  RESTRICTED ESTIMATOR  HYPOTHESIS  PRETEST  COEFFICIENTS  PARAMETER  VARIANCE  PRICES  Inequality constraint  spherically symmetric distribution  Wald test  
A posteriori error estimator for eigenvalue problems by mixed finite element method 期刊论文
SCIENCE CHINA-MATHEMATICS, 2013, 卷号: 56, 期号: 5, 页码: 887-900
作者:  Jia ShangHui;  Chen HongTao;  Xie HeHu
收藏  |  浏览/下载:101/0  |  提交时间:2021/01/14
SUPERCONVERGENCE RESULT  ELLIPTIC PROBLEMS  APPROXIMATION  CONVERGENCE  second order elliptic eigenvalue problem  mixed finite element method  Raviart-Thomas  a posteriori error estimate  adaptive  
Generalized profile LSE in varying-coefficient partially linear models with measurement errors 期刊论文
Acta Mathematicae Applicatae Sinica, English Series,, 2013, 卷号: 29, 期号: 3, 页码: 477-490
作者:  Ma Yunbei;  You Jinhong;  Zhou Yong
收藏  |  浏览/下载:73/0  |  提交时间:2021/01/14
REGRESSION-MODELS  VARIABLES  INFERENCES  Semiparametric modeling  varying-coefficient  measurement error  local polynomial  profile least squares  asymptotic normality  
L1-Norm Estimation and Random Weighting Method in a Semiparametric Model 期刊论文
应用数学学报:英文版, 2005, 卷号: 21.0, 期号: 002, 页码: 295-302
作者:  Xue Liugen;  Zhu Lixing
收藏  |  浏览/下载:85/0  |  提交时间:2021/01/14
L1-范式估计  随机加权法  半参数回归模型  数理统计  
Spatial Nonparametric Regression Estimation: Non-isotropic Case 期刊论文
Acta Mathematicae Applicatae Sinica, 2002, 卷号: 18, 期号: 4, 页码: 641-656
作者:  Lu Zudi;  Chen Xing
收藏  |  浏览/下载:79/0  |  提交时间:2021/01/14
bandwidth  kernel estimator  mixing  non-isotropic  spatial data  spatial conditional regression  weak consistency and rates