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科研机构
上海财经大学 [50]
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期刊论文 [49]
会议论文 [1]
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2019 [4]
2018 [11]
2017 [8]
2016 [2]
2015 [6]
2014 [7]
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专题:上海财经大学
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A new nonparametric monitoring of data streams for changes in location and scale via Cucconi statistic
期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2019
作者:
Xiang, Dongdong
;
Gao, Shulin
;
Li, Wendong
;
Pu, Xiaolong
;
Dou, Wen
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2019/08/22
Statistical process control
distribution-free
change-point detection
control chart
Cucconi test
Estimation and testing of nonparametric hidden Markov model with application in stock market
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:
Huang, Yue
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2019/08/22
Nonparametric hidden Markov model
generalized likelihood ratio test
Kernel regression
EM algorithm
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:28/0
  |  
提交时间:2019/08/22
Bootstrap
diffusion processes
Monte Carlo simulation
nonparametric estimation
parametric volatility function
specification test
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
收藏
  |  
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
Robust conditional nonparametric independence screening for ultrahigh-dimensional data
期刊论文
STATISTICS & PROBABILITY LETTERS, 2018, 卷号: 143, 页码: 95-101
作者:
Zhang, Shucong
;
Pan, Jing
;
Zhou, Yong
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Feature screening
Semivarying coefficient models
Sure screening property
Ultrahigh-dimensional
BIAS REDUCTION FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS
期刊论文
STATISTICA SINICA, 2018, 卷号: 28, 期号: 4, 页码: 2749-2770
作者:
Cheng, Ming-Yen
;
Huang, Tao
;
Liu, Peng
;
Peng, Heng
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Simultaneous confidence band
undersmoothing
variance function estimation
Nonparametric independence feature screening for ultrahigh-dimensional survival data
期刊论文
METRIKA, 2018, 卷号: 81, 期号: 7, 页码: 821-847
作者:
Pan, Jing
;
Yu, Yuan
;
Zhou, Yong
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Consistency in ranking
Feature screening
High-dimensional data
Right censoring
Sure screening property
Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure
期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 卷号: 124, 页码: 132-150
作者:
He, Yong
;
Zhang, Xinsheng
;
Zhang, Liwen
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Gaussian copula regression
Variable selection
Multiple testing
FDR/FDV
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
期刊论文
INFORMS JOURNAL ON COMPUTING, 2018, 卷号: 30, 期号: 3, 页码: 454-471
作者:
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
;
Li, Duan
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/08/22
portfolio selection
nonparametric VaR
kernel
BCD method
Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors
期刊论文
ECONOMETRICS JOURNAL, 2018, 卷号: 21, 期号: 2, 页码: 218-246
作者:
Mu, Beili
;
Zhang, Zhengyu
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Binary choice models
Endogenous dummy variable
Heteroscedasticity
Partially linear varying coefficient model
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