×
验证码:
换一张
Forgotten Password?
Stay signed in
China Science and Technology Network Pass Registration
×
China Science and Technology Network Pass Registration
Log In
Chinese
|
English
中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
Log In
Register
ALL
ORCID
Title
Creator
Date Issued
Subject Area
Keyword
Document Type
Source Publication
Date Accessioned
Indexed By
Publisher
Funding Project
MOST Discipline Catalogue
Study Hall
Image search
Paste the image URL
Home
Collections
Authors
DocType
Subjects
K-Map
News
Search in the results
Collection
Institute ... [1]
Authors
Wang Qihua [1]
Document Type
Journal ar... [7]
Date Issued
2022 [2]
2021 [1]
2009 [1]
2008 [1]
2007 [1]
2004 [1]
More...
Language
英语 [7]
Source Publication
JOURNAL OF... [2]
CANADIAN J... [1]
JOURNAL OF... [1]
JOURNAL OF... [1]
STATISTICS... [1]
应用概率统计 [1]
More...
Funding Project
China Post... [3]
National N... [2]
Open Resea... [2]
Shanghai N... [2]
111 Projec... [1]
Basic Rese... [1]
More...
Indexed By
SCI [3]
Funding Organization
×
Knowledge Map
CSpace
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
QQ
Weibo
Feedback
Browse/Search Results:
1-7 of 7
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Title Ascending
Title Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
Submit date Ascending
Submit date Descending
Issue Date Ascending
Issue Date Descending
Author Ascending
Author Descending
WOS Cited Times Ascending
WOS Cited Times Descending
A new method for estimating Sharpe ratio function via local maximum likelihood
期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
Authors:
Xu, Wenchao
;
Lin, Hongmei
;
Tong, Tiejun
;
Zhang, Riquan
Favorite
  |  
View/Download:37/0
  |  
Submit date:2023/02/07
Direct method
heteroscedastic non-parametric regression
joint limiting distribution
local polynomial smoothing
Sharpe ratio function
Two-sample functional linear models with functional responses
期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2022, 卷号: 218, 页码: 85-105
Authors:
Xu, Wenchao
;
Lin, Hongmei
;
Zhang, Riquan
;
Liang, Hua
Favorite
  |  
View/Download:87/0
  |  
Submit date:2022/04/02
Asymptotic normality
Functional linear regression
Functional response
Functional principal component analysis
Rate of convergence
Semiparametric comparison
Direct local linear estimation for Sharpe ratio function
期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
Authors:
Lin, Hongmei
;
Tong, Tiejun
;
Wang, Yuedong
;
Xu, Wenchao
;
Zhang, Riquan
Favorite
  |  
View/Download:78/0
  |  
Submit date:2022/04/02
Heteroscedasticity
local likelihood estimation
local linear regression
nonparametric regression
Sharpe ratio function
Statistical estimation in varying coefficient models with surrogate data and validation sampling
期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 10, 页码: 2389-2405
Authors:
Wang, Qihua
;
Zhang, Riquan
Favorite
  |  
View/Download:113/0
  |  
Submit date:2018/07/30
Asymptotic normality
Local linear method
Primary data
Validation data
Varying-coefficient model
Functional-coefficient partially linear regression model
期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 卷号: 99, 期号: 2, 页码: 278-305
Authors:
Wong, Heung
;
Zhang, Riquan
;
Ip, Wai-cheung
;
Li, Guoying
Favorite
  |  
View/Download:66/0
  |  
Submit date:2018/07/30
Back-fitting technique
Functional-coefficient model
Local linear polynomial technique
Nonlinear time series
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
Authors:
Zhang, Riquan
;
Li, Guoying
Favorite
  |  
View/Download:76/0
  |  
Submit date:2018/07/30
asymptotic normality
different smoothing variables
functional-coefficient regression models
averaged estimate
local linear method
k-U统计量的渐进正态性
期刊论文
应用概率统计, 2004, 卷号: 020, 期号: 002, 页码: 189
Authors:
张日权
Favorite
  |  
View/Download:30/0
  |  
Submit date:2020/01/10