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Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
作者:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:142/0  |  提交时间:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Statistical estimation in passenger-to-train assignment models based on automated data 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2021, 页码: 21
作者:  Xiong, Shifeng;  Li, Chunya;  Sun, Xuan;  Qin, Yong;  Wu, Chien-Fu Jeff
收藏  |  浏览/下载:119/0  |  提交时间:2022/04/02
EM algorithm  Gaussian process interpolation  nonparametric density estimation  passenger flow  spline  
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
作者:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang
收藏  |  浏览/下载:116/0  |  提交时间:2022/04/02
forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging  
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:122/0  |  提交时间:2022/04/02
Heteroscedasticity  local likelihood estimation  local linear regression  nonparametric regression  Sharpe ratio function  
Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 7, 页码: 3277-3292
作者:  Mu, Biqiang;  Chen, Han-Fu;  Wang, Le Yi;  Yin, George;  Zheng, Wei Xing
收藏  |  浏览/下载:146/0  |  提交时间:2018/07/30
Asymptotic normality  Hammerstein system  kernel function  nonparametric approach  recursive estimation  stochastic approximation  strong consistency  
A varying-coefficient approach to estimating multi-level clustered data models 期刊论文
TEST, 2015, 卷号: 24, 期号: 2, 页码: 417-440
作者:  You, Jinhong;  Wan, Alan T. K.;  Liu, Shu;  Zhou, Yong
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Asymptotic normality  Correlation  Nonparametric  Clustered data  Two-stage estimation  
Estimation in a semi-varying coefficient model for panel data with fixed effects 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 3, 页码: 594-604
作者:  Hu Xuemei
收藏  |  浏览/下载:113/0  |  提交时间:2021/01/14
PARTIALLY LINEAR-MODELS  EFFICIENT ESTIMATION  NONPARAMETRIC-ESTIMATION  Fixed effect  profile likelihood  semi-varying coefficient model for panel data  
Efficient estimation of seemingly unrelated additive nonparametric regression models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 卷号: 26, 期号: 4, 页码: 595-608
作者:  Yuan Yuan;  You Jinhong;  Zhou Yong
收藏  |  浏览/下载:108/0  |  提交时间:2021/01/14
BAYESIAN-INFERENCE  CONSISTENCY  Additive structure  asymptotic normality  nonparametric modelling  polynomial spline  seemingly unrelated regression  two-stage estimation  
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility 期刊论文
JOURNAL OF ECONOMETRICS, 2008, 卷号: 143, 期号: 2, 页码: 227-262
作者:  Chen, Gongmeng;  Choi, Yoon K.;  Zhou, Yong
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
nonparametric regression  wavelet coefficient  change points  kernel estimation  local polynomial smoother  conditional heteroscedastic variance  alpha-mixing  
Two-stage estimation for seemingly unrelated nonparametric regression models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2007, 卷号: 20, 期号: 4, 页码: 509-520
作者:  You, Jinhong;  Xie, Shangyu;  Zhou, Yong
收藏  |  浏览/下载:104/0  |  提交时间:2018/07/30
asymptotic normality  nonparametric model  seemingly unrelated regression  two-stage estimation