CSpace

浏览/检索结果: 共5条,第1-5条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
Asymptotic properties and information criteria for misspecified generalized linear mixed models 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 4, 页码: 817-836
作者:  Yu, Dalei;  Zhang, Xinyu;  Yau, Kelvin K. W.
收藏  |  浏览/下载:141/0  |  提交时间:2018/10/07
Asymptotic loss efficiency  Conditional inference  Misspecified generalized linear mixed model  Model selection  Penalized likelihood  
Fuzzy Views on Black-Litterman Portfolio Selection Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987
作者:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
收藏  |  浏览/下载:163/0  |  提交时间:2018/07/30
Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
作者:  Zhang, Xinyu;  Yu, Jihai
收藏  |  浏览/下载:149/0  |  提交时间:2018/07/30
Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
A model averaging approach for the ordered probit and nested logit models with applications 期刊论文
JOURNAL OF APPLIED STATISTICS, 2018, 卷号: 45, 期号: 16, 页码: 3012-3052
作者:  Chen, Longmei;  Wan, Alan T. K.;  Tso, Geoffrey;  Zhang, Xinyu
收藏  |  浏览/下载:178/0  |  提交时间:2018/11/16
Hit rate  model averaging  model selection  Monte Carlo  nested logit  ordered probit  screening  
A class of model averaging estimators 期刊论文
ECONOMICS LETTERS, 2018, 卷号: 162, 页码: 101-106
作者:  Zhao, Shangwei;  Ullah, Aman;  Zhang, Xinyu
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
Finite sample size  Mean squared error  Model averaging  Sufficient condition