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Binary switch portfolio 期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 5, 页码: 763-780
Authors:  Li, Tengfei;  Chen, Kani;  Feng, Yang;  Ying, Zhiliang
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
Aggregating algorithm  Asset return  Bayesian analysis  Portfolio selection  Supervised learning  Universal portfolio  
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
Authors:  Chen, Kani;  Guo, Shaojun;  Lin, Yuanyuan;  Ying, Zhiliang
Favorite  |  View/Download:4/0  |  Submit date:2018/07/30
Logarithm transformation  Multiplicative regression model  Random weighting  
Global Partial Likelihood for Nonparametric Proportional Hazards Models 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2010, 卷号: 105, 期号: 490, 页码: 750-760
Authors:  Chen, Kani;  Guo, Shaojun;  Sun, Liuquan;  Wang, Jane-Ling
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
Cox model  Local linear smoothing  Local partial likelihood  Semiparametric efficiency