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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:122/0  |  提交时间:2022/04/02
Heteroscedasticity  local likelihood estimation  local linear regression  nonparametric regression  Sharpe ratio function  
Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2016, 卷号: 44, 期号: 1, 页码: 58-81
作者:  Wei, Wenhua;  Zhou, Yong
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Density ratio model  EM algorithm  Empirical process  right-censored data  semiparametric maximum likelihood estimation  
Empirical likelihood inference for logistic equation with random perturbation 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 2, 页码: 350-359
作者:  Hu Xuemei
收藏  |  浏览/下载:108/0  |  提交时间:2021/01/14
MOMENT RESTRICTIONS  Empirical likelihood ratio statistic  estimating equations  logistic equation with random perturbation  maximum empirical likelihood estimations  maximum likelihood estimation  
Semiparametric inference for ROC curves with censoring 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2008, 卷号: 35, 期号: 2, 页码: 212-227
作者:  Hua Liang;  Yong Zhou
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
confidence interval  coverage  empirical likelihood function  empirical likelihood ratio  estimating equation  Kaplan-Meier estimation  
A simple multivariate ARCH model specified by random coefficients 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 卷号: 51, 期号: 3, 页码: 1779-1802
作者:  Fong, P. W.;  Li, W. K.;  An, Hong-Zhi
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
likelihood ratio test  maximum likelihood estimation  multivariate autoregressive conditional heteroscedasticity  nonconstant correlation  random coefficient model  Hadamard product  star product  
Empirical-likelihood-based serniparametric inference for the treatment effect in the two-sample problem with censoring 期刊论文
BIOMETRIKA, 2005, 卷号: 92, 期号: 2, 页码: 271-282
作者:  Zhou, Y;  Liang, H
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
confidence interval  coverage  empirical likelihood function  empirical likelihood ratio  estimating equation  Kaplan-Meier estimation  
On variance estimation of the ratio estimator under two-phase sampling 期刊论文
STATISTICS, 2003, 卷号: 37, 期号: 1, 页码: 1-16
作者:  Zou, GH;  Li, Y
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
ratio estimation  superpopulation model  two-phase sampling  variance estimation