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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
收藏  |  浏览/下载:55/0  |  提交时间:2023/02/07
Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
MUREN: a robust and multi-reference approach of RNA-seq transcript normalization 期刊论文
BMC Bioinformatics, 2021, 卷号: 22, 期号: 1
作者:  Feng,Yance;  Li,Lei M.
收藏  |  浏览/下载:129/0  |  提交时间:2021/10/26
RNA-seq  Normalization  Asymmetrically regulated transcription profiles (ART)  Skewness  Mode  Multi-reference  
Skewness of return distribution and coefficient of risk premium 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 3, 页码: 360-371
作者:  Wen, Fenghua;  Yang, Xiaoguang
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
Coefficient of risk premium  return distribution  robust skewness  speculation  
Neural network-based mean-variance-skewness model for portfolio selection 期刊论文
COMPUTERS & OPERATIONS RESEARCH, 2008, 卷号: 35, 期号: 1, 页码: 34-46
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
mean-variance-skewness model  portfolio selections  radial basis function neural network  forecasting  trading strategy  risk preference  
To how many simultaneous hypothesis tests can normal, student's t or bootstrap calibration be applied? 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2007, 卷号: 102, 期号: 480, 页码: 1282-1288
作者:  Fan, Jianqing;  Hall, Peter;  Yao, Qiwei
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Bonferroni's inequality  edgeworth expansion  genetic data  large-deviation expansion  level accuracy  microarray data  quantile estimation  skewness  student's t statistic  
The t statistic of the skew elliptical distributions 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2005, 卷号: 134, 期号: 1, 页码: 140-157
作者:  Fang, BQ
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
normal distribution  spherical distribution  t distribution  dependence  skewness  
The skew elliptical distributions and their quadratic forms 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2003, 卷号: 87, 期号: 2, 页码: 298-314
作者:  Fang, BQ
收藏  |  浏览/下载:83/0  |  提交时间:2018/07/30
normal distribution  spherical distribution  skewness  moment generating function  Fisher-Cochran Theorem  
Testing multinormality based on low-dimensional projection 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 卷号: 86, 期号: 1, 页码: 129-141
作者:  Liang, JJ;  Li, RZ;  Fang, HB;  Fang, KT
收藏  |  浏览/下载:77/0  |  提交时间:2018/07/30
left-spherical matrix distributions  Mardia's skewness and kurtosis  projection tests  testing multinormality  
The P-values of testing for multinormality based on the PP skewness and kurtosis 期刊论文
PROGRESS IN NATURAL SCIENCE, 1996, 卷号: 6, 期号: 3, 页码: 277-283
作者:  Cui, HJ;  Cheng, P
收藏  |  浏览/下载:75/0  |  提交时间:2018/07/30
skewness  kurtosis  projection pursuit  P-values  supremum of Gaussian process