CSpace

浏览/检索结果: 共10条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
A model-averaging treatment of multiple instruments in Poisson models with errors 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 26
作者:  Zhang, Xiaomeng;  Zhang, Xinyu;  Ma, Yanyuan
收藏  |  浏览/下载:136/0  |  提交时间:2022/04/02
Count response  error in variable  instrumental variable  measurement error  minimum risk  model averaging  Poisson regression  prediction optimality  
基于VaR的风险平价投资策略及应用 期刊论文
系统工程学报, 2020, 卷号: 35, 期号: 5, 页码: 623-631,641
作者:  赵大萍;  房勇
收藏  |  浏览/下载:158/0  |  提交时间:2021/01/14
portfolio  risk parity  VaR  global minimum variance portfolio  equal weighted portfolio  投资组合  风险平价  VaR  全局最小方差组合  等权组合  
A new model for path planning with interval data 期刊论文
COMPUTERS & OPERATIONS RESEARCH, 2009, 卷号: 36, 期号: 6, 页码: 1893-1899
作者:  Chen, Xujin;  Hu, Jie;  Hu, Xiaodong
收藏  |  浏览/下载:88/0  |  提交时间:2018/07/30
Path planning  Minimum risk-sum  Interval data  
Stein-type improved estimation of standard error under asymmetric LINEX loss function 期刊论文
STATISTICS, 2009, 卷号: 43, 期号: 2, 页码: 121-129
作者:  Zou, Guohua;  Zeng, Jie;  Wan, Alan T. K.;  Guan, Zhong
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
LINEX loss  minimum risk equivariant estimator  pre-test estimation  standard error  Stein-type improved estimator  
Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2004, 卷号: 88, 期号: 1, 页码: 76-88
作者:  Yang, GQ;  Wu, QG
收藏  |  浏览/下载:26/0  |  提交时间:2018/07/30
multivariate normal distribution  multivariate t-distribution  convex loss  matrix loss  uniformly minimum risk unbiased estimator  
Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 2002, 卷号: 45, 期号: 7, 页码: 845-858
作者:  Wu, QG;  Yang, GQ
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
uniformly minimum risk equivariant estimator  affine group of transformations  quadratic loss  matrix loss  
Some results on parameter estimation in extended growth curve models 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 卷号: 88, 期号: 2, 页码: 285-300
作者:  Wu, QG
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
uniformly minimum risk equivariant estimator  admissible estimator  minimax estimator  maximum likelihood estimator  quadratic loss  matrix loss  
Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 卷号: 69, 期号: 1, 页码: 101-114
作者:  Wu, QG
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
extended growth curve model  uniformly minimum risk unbiased estimators  convex loss  matrix loss  
Existence of SURU estimators in SURE model with special covariance structures 期刊论文
CHINESE SCIENCE BULLETIN, 1997, 卷号: 42, 期号: 14, 页码: 1149-1151
作者:  Wu, QG
收藏  |  浏览/下载:65/0  |  提交时间:2018/07/30
seemingly unrelated regression equations (SURE) model  uniformly minimum risk unbiased (UMRU) estimator  uniform covariance structure  serial covariance structure  
NECESSARY AND SUFFICIENT CONDITIONS FOR THE EXISTENCE OF THE UMRE ESTIMATOR IN GROWTH CURVE MODELS 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY & TECHNOLOGICAL SCIENCES, 1995, 卷号: 38, 期号: 3, 页码: 287-297
作者:  WU, QG
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
UNIFORMLY MINIMUM RISK EQUIVARIANT ESTIMATOR  AFFINE GROUP OF TRANSFORMATIONS  TRANSITIVE GROUP OF TRANSFORMATIONS  QUADRATIC LOSS  MATRIX LOSS