CSpace

浏览/检索结果: 共48条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
收藏  |  浏览/下载:77/0  |  提交时间:2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
Variable screening for varying coefficient models with ultrahigh-dimensional survival data 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2022, 卷号: 172, 页码: 12
作者:  Qu, Lianqiang;  Wang, Xiaoyu;  Sun, Liuquan
收藏  |  浏览/下载:84/0  |  提交时间:2023/02/07
Kernel smoothing  Survival data  Ultrahigh dimensionality  Variable screening  Varying coefficient  
A class of weighted estimating equations for additive hazard models with covariates missing at random 期刊论文
SCIENCE CHINA-MATHEMATICS, 2021, 页码: 20
作者:  Jin, Jin;  Ye, Peng;  Sun, Liuquan
收藏  |  浏览/下载:144/0  |  提交时间:2021/10/26
additive hazard model  censored data  kernel smoothing  missing at random  weighted estimating equation  
Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong
收藏  |  浏览/下载:145/0  |  提交时间:2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model  
A non-marginal variable screening method for the varying coefficient Cox model 期刊论文
STATISTICS AND ITS INTERFACE, 2021, 卷号: 14, 期号: 2, 页码: 197-209
作者:  Qu, Lianqiang;  Sun, Liuquan
收藏  |  浏览/下载:162/0  |  提交时间:2021/04/26
Cox model  Kernel smoothing  Non-marginal screening  Ultrahigh-dimensionality  Varying coefficient  
Smoothing quadratic regularization method for hemivariational inequalities 期刊论文
OPTIMIZATION, 2020, 页码: 24
作者:  Zhang, Yanfang;  Dai, Yu-Hong;  Han, Weimin;  Li, Zhibao
收藏  |  浏览/下载:156/0  |  提交时间:2020/05/24
Hemivariational inequality  contact mechanics  nonmonotone  nonsmooth optimization problem  smoothing quadratic regularization  
Identification of local sparsity and variable selection for varying coefficient additive hazards models 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 卷号: 125, 页码: 119-135
作者:  Qu, Lianqiang;  Song, Xinyuan;  Sun, Liuquan
收藏  |  浏览/下载:226/0  |  提交时间:2018/07/30
Additive hazards models  Group penalty  Kernel smoothing  Local sparsity  Oracle property  Varying coefficients  
On sparse beamformer design with reverberation 期刊论文
APPLIED MATHEMATICAL MODELLING, 2018, 卷号: 58, 页码: 98-110
作者:  Li, Zhibao;  Yiu, Ma Fai Cedric;  Dai, Yu-Hong
收藏  |  浏览/下载:161/0  |  提交时间:2018/07/30
Sparse beamformer design  Reverberation  Nonconvex optimization  Smoothing approximation  Smoothing BB-gradient method  
A new accelerated alternating minimization method for analysis sparse recovery 期刊论文
SIGNAL PROCESSING, 2018, 卷号: 145, 页码: 167-174
作者:  Xie, Jiaxin;  Liao, Anping;  Lei, Yuan
收藏  |  浏览/下载:138/0  |  提交时间:2018/07/30
Compressed sensing  Moreau proximal smoothing  Accelerated alternating minimization  Sparse recovery  Total variation  
Semi-parametric inference for semi-varying coefficient panel data model with individual effects 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 卷号: 154, 页码: 262-281
作者:  Hu, Xuemei
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
Panel data  Fixed effects  Random effects  Local linear smoothing  Semi-varying coefficient model  Bootstrap procedure