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LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 卷号: 110, 期号: 510, 页码: 784-794
作者:  Zhu, Ke;  Ling, Shiqing
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
ARMA(p, q) models  Asymptotic normality  G/ARCH noises  Heavy-tailed noises  LADE  Random weighting approach  Self-weighted LADE  Sign-based portmanteau test  Strong consistency  
Least Absolute Relative Error Estimation 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2010, 卷号: 105, 期号: 491, 页码: 1104-1112
作者:  Chen, Kani;  Guo, Shaojun;  Lin, Yuanyuan;  Ying, Zhiliang
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
Logarithm transformation  Multiplicative regression model  Random weighting  
To how many simultaneous hypothesis tests can normal, student's t or bootstrap calibration be applied? 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2007, 卷号: 102, 期号: 480, 页码: 1282-1288
作者:  Fan, Jianqing;  Hall, Peter;  Yao, Qiwei
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Bonferroni's inequality  edgeworth expansion  genetic data  large-deviation expansion  level accuracy  microarray data  quantile estimation  skewness  student's t statistic