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科研机构
上海财经大学 [80]
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期刊论文 [80]
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2019 [6]
2018 [14]
2017 [10]
2016 [11]
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On the asymptotic non-equivalence of efficient-GMM and MEL estimators in models with missing data
期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2019, 卷号: 46, 期号: 2, 页码: 361-388
作者:
Chen, Xuerong
;
Chen, Yan
;
Wan, Alan T. K.
;
Zhou, Yong
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2019/08/22
empirical likelihood
generalized method of moments
kernel
missing at random
non-smooth
semiparametric efficiency bound
A nonparametric specification test for the volatility functions of diffusion processes
期刊论文
ECONOMETRIC REVIEWS, 2019, 卷号: 38, 期号: 5, 页码: 557-576
作者:
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2019/08/22
Bootstrap
diffusion processes
Monte Carlo simulation
nonparametric estimation
parametric volatility function
specification test
Goodness-of-Fit Test in Multivariate Jump Diffusion Models
期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019, 卷号: 37, 期号: 2, 页码: 275-287
作者:
Zhang, Shulin
;
Zhou, Qian M.
;
Zhu, Dongming
;
Song, Peter X. -K.
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2019/08/22
Approximate MLE
In-sample likelihood
Information matrix
Model specification test
Out-of-sample likelihood
Two-step estimation of time-varying additive model for locally stationary time series
期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, 卷号: 130, 页码: 94-110
作者:
Hu, Lixia
;
Huang, Tao
;
You, Jinhong
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Time-varying additive model
Locally stationary process
alpha-mixing
Local linear estimator
Tensor product
A semiparametric linear transformation model for general biased-sampling and right-censored data
期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 77-92
作者:
Wei, Wenhua
;
Zhou, Yong
;
Wan, Alan T. K.
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  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
Biased-sampling
Estimating equation
Right-censoring
Semiparametric linear transformation model
SMOOTHED RANK REGRESSION FOR THE ACCELERATED FAILURE TIME COMPETING RISKS MODEL WITH MISSING CAUSE OF FAILURE
期刊论文
STATISTICA SINICA, 2019, 卷号: 29, 期号: 1, 页码: 23-46
作者:
Qiu, Zhiping
;
Wan, Alan T. K.
;
Zhou, Yong
;
Gilbert, Peter B.
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  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
Accelerated failure time model
competing risks
imputation
inverse probability weighting
missing at random
monotone estimating equation
rank-based estimator
U-statistic
Linear double autoregression
期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 207, 期号: 1, 页码: 162-174
作者:
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
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  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
Conditional quantile estimation
Goodness-of-fit test
Heavy tail
Nonlinear time series model
Stationary solution
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 5, 页码: 975-993
作者:
Zheng, Yao
;
Zhu, Qianqian
;
Li, Guodong
;
Xiao, Zhijie
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/08/22
Bootstrap method
Conditional quantile
Generalized auto-regressive conditional heteroscedasticity
Non-linear time series
Quantile regression
Controlling mixed directional false discovery rate in multidimensional decisions with applications to microarray studies
期刊论文
TEST, 2018, 卷号: 27, 期号: 2, 页码: 316-337
作者:
Zhao, Haibing
;
Fung, Wing Kam
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  |  
浏览/下载:2/0
  |  
提交时间:2019/08/22
mdFDR
FCR
Directional decisions
Multiple comparison
Nonparametric fixed effects model for panel data with locally stationary regressors
期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 202, 期号: 2, 页码: 286-305
作者:
Pei, Youquan
;
Huang, Tao
;
You, Jinhong
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Panel data models
Fixed effect
Locally stationary
Local linear estimation
Hypothesis testing
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