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Direct local linear estimation for Sharpe ratio function 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
作者:  Lin, Hongmei;  Tong, Tiejun;  Wang, Yuedong;  Xu, Wenchao;  Zhang, Riquan
收藏  |  浏览/下载:121/0  |  提交时间:2022/04/02
Heteroscedasticity  local likelihood estimation  local linear regression  nonparametric regression  Sharpe ratio function  
Semiparametric varying-coefficient model with right-censored and length-biased data 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2016, 卷号: 152, 页码: 119-144
作者:  Lin, Cunjie;  Zhou, Yong
收藏  |  浏览/下载:125/0  |  提交时间:2018/07/30
Length-biased data  Local linear regression  Right-censored  Semiparametric varying-coefficient model  
Empirical Likelihood-Based Inferences for Generalized Partially Linear Models 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2009, 卷号: 36, 期号: 3, 页码: 433-443
作者:  Liang, Hua;  Qin, Yongsong;  Zhang, Xinyu;  Ruppert, David
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
confidence region  generalized additive models  least favourable curve  local linear regression  semiparametric estimation  
Averaged estimation of functional-coefficient regression models with different smoothing variables 期刊论文
STATISTICS & PROBABILITY LETTERS, 2007, 卷号: 77, 期号: 4, 页码: 455-461
作者:  Zhang, Riquan;  Li, Guoying
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
asymptotic normality  different smoothing variables  functional-coefficient regression models  averaged estimate  local linear method  
Corrected local polynomial estimation in varying-coefficient models with measurement errors 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2006, 卷号: 34, 期号: 3, 页码: 391-410
作者:  You, Jinhong;  Zhou, Yong;  Chen, Gemai
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
asymptotic normality  attenuation  local linear estimator  measurement error  regression model  varying coefficient  wild bootstrap  
Estimation in semiparametric spatial regression 期刊论文
ANNALS OF STATISTICS, 2006, 卷号: 34, 期号: 3, 页码: 1395-1435
作者:  Gao, Jiti;  Lu, Zudi;  Tjostheim, Dag
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
additive approximation  asymptotic theory  conditional autoregression  local linear kernel estimate  marginal integration  semiparametric regression  spatial mixing process  
Integrated estimation of functional-coefficient regression models with different smoothing variables 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2006, 卷号: 35, 期号: 6, 页码: 1093-1100
作者:  Zhang, RQ;  Li, GY
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
asymptotic normality  different smoothing variables  functional coefficient regression models  integrated estimate  local linear method  
Local linear additive quantile regression 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2004, 卷号: 31, 期号: 3, 页码: 333-346
作者:  Yu, KM;  Lu, ZD
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
additive models  average derivative  backfitting algorithm  bandwidth selection  local linear fitting  quantile regression  
A lack-of-fit test for quantile regression 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2003, 卷号: 98, 期号: 464, 页码: 1013-1022
作者:  He, XM;  Zhu, LX
收藏  |  浏览/下载:85/0  |  提交时间:2018/07/30
consistency  cusum process  empirical process  goodness-of fit  linear regression  local alternative  resampling