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1 [Variable Selection with Copula Entropy] 2021 Vol.37(4):405-420
MA Jian [Abstract] ( 292 ) [HTML 0 KB][PDF 649 KB] (175)
2 [Nonnegative Sparse Group Lasso with an Application in Financial Index Tracking] 2021 Vol.37(3):221-240
QI Kai; YANG Hu [Abstract] ( 219 ) [HTML 0 KB][PDF 6297 KB] (684)
3 [Some Ordering Properties of Coherent Systems under Different Random Environments] 2021 Vol.37(5):441-448
LING Xiaoliang; GAO Yu; LI Ping [Abstract] ( 145 ) [HTML 0 KB][PDF 672 KB] (274)
4 [Distribution-Free Control Charts for Detecting Process Scale] 2021 Vol.37(3):241-258
LI Qi; ZHANG Jiujun [Abstract] ( 127 ) [HTML 0 KB][PDF 688 KB] (220)
5 [Advances of the Zero Truncated and Zero Inflated/Adjusted Discrete Models in Count Data Analyses] 2021 Vol.37(3):303-330
ZHANG Chi; TIAN Guoliang; LIU Yin [Abstract] ( 115 ) [HTML 0 KB][PDF 788 KB] (223)
6 [partially linear model; variable selection;high-dimensional data; Lasso; sign consistency; regularization afterretention] 2021 Vol.37(6):551-568
YANG Xin; LI Bingyue; TIAN Ping [Abstract] ( 94 ) [HTML 0 KB][PDF 740 KB] (437)
7 [Empirical Likelihood Estimators of the Error Variances in Linear Models] 2021 Vol.37(3):259-273
QIN Yongsong; ZHANG Ping [Abstract] ( 88 ) [HTML 0 KB][PDF 0 KB] (96)
8 [The Optimal MFG Switching Strategy of Prevention Efforts for COVID-19] 2021 Vol.37(3):274-290
BO Lijun; ZHANG Tingting [Abstract] ( 84 ) [HTML 0 KB][PDF 1149 KB] (233)
9 [The Expected Penalty Function in a Discrete Markov-Modulated Risk Model] 2021 Vol.37(3):291-302
NIE Changwei; CHEN Mi [Abstract] ( 70 ) [HTML 0 KB][PDF 551 KB] (230)
10 [Bayesian LASSO-Regularized Weighted Composite Quantile Regression] 2021 Vol.37(4):390-404
TIAN Yuzhu; TIAN Maozai [Abstract] ( 66 ) [HTML 0 KB][PDF 470 KB] (182)
11 [The Estimation of Time Varying Volatility Based on the Long Stock Return Series with Its Application] 2021 Vol.37(5):523-543
WANG Jiangyan; LIN Jinguan; CHEN Xulan [Abstract] ( 66 ) [HTML 0 KB][PDF 2182 KB] (195)
12 [Mixed Gaussian Heston Asset Pricing Model and Statistics Simulation Analysis] 2021 Vol.37(4):331-345
CHAI Jingjing; GUO Jingjun [Abstract] ( 65 ) [HTML 0 KB][PDF 1059 KB] (238)
13 [Summary of Growth of Mathematical Stochastics] 2021 Vol.37(5):544-550
CHEN Mu-Fa [Abstract] ( 59 ) [HTML 0 KB][PDF 12543 KB] (214)
14 [Bankruptcy Probability of a Lever Company: Lookback Option Pricing Method] 2022 Vol.38(1):1-23
YANG Zhaoqiang; TIAN Yougong [Abstract] ( 58 ) [HTML 0 KB][PDF 843 KB] (420)
15 [The Empirical Bayes Estimators of the Probability Parameter of the Beta-Negative Binomial Model under Zhang's Loss Function] 2021 Vol.37(5):478-494
ZHOU Mingqin; ZHANG Yingying; SUN Ya; SUN Ji; RONG Tengzhong; LI Manman [Abstract] ( 54 ) [HTML 0 KB][PDF 604 KB] (152)
16 [Statistical Analysis of Interval-Censored Failure Time Data] 2021 Vol.37(6):627-654
DU Mingyue; SUN Jianguo [Abstract] ( 51 ) [HTML 0 KB][PDF 513 KB] (238)
17 [Optimal Reinsurance Strategy of Convex Risk Combination in Mixed Reinsurance] 2021 Vol.37(4):361-376
TAN Xianzhong; WEN Limin [Abstract] ( 49 ) [HTML 0 KB][PDF 704 KB] (157)
18 [Heteroscedasticity Test for Partial Linear EV Model with Missing Response Variables] 2021 Vol.37(4):346-360
LIU Feng; HE Jing; GAO Weiqiang; FU Xinwei; KANG Xinmei [Abstract] ( 48 ) [HTML 0 KB][PDF 757 KB] (203)
19 [Optimization Analysis of M/M/1 Queue with Two Types of Priority Customers] 2021 Vol.37(5):449-460
ZHANG Yitong; XU Xiuli [Abstract] ( 46 ) [HTML 0 KB][PDF 1061 KB] (191)
20 [The Existence of Optimal Control for Continuous-Time Markov Decision Processes in Random Environments] 2021 Vol.37(4):421-440
[Abstract] ( 46 ) [HTML 0 KB][PDF 522 KB] (169)
21 [Empirical Likelihood Test for Stationary Short Memory Time Series Models] 2021 Vol.37(4):377-389
ZHANG Xiuzhen; LU Zhiping; LI Mengke; ZHANG Tengfei; LIN Junjie [Abstract] ( 39 ) [HTML 0 KB][PDF 474 KB] (169)
22 [Population Life Prediction and SM Bonds Pricing Based on DEJD Model] 2022 Vol.38(1):24-42
BIAN Huabin; TONG Xinle; YAO Dingjun [Abstract] ( 36 ) [HTML 0 KB][PDF 356 KB] (203)
23 [Tail Asymptotic of Discrete-Time Risk Model with Compound Dependence and Numerical Simulation] 2021 Vol.37(6):569-584
JING Haojie; PENG Jiangyan; JIANG Zhiquan [Abstract] ( 36 ) [HTML 0 KB][PDF 882 KB] (207)
24 [Convergence Problem of a Sequence of First Passage Markov Decision Processes with Varying Discount Factors] 2021 Vol.37(6):598-610
WU Xiao; GUO Zhenbin [Abstract] ( 35 ) [HTML 0 KB][PDF 645 KB] (176)
25 [Optimal Portfolio Selection Problem under Relative Return Concerns] 2021 Vol.37(6):611-626
LIN Xiang; QIAN Yiping; SHU Yingbin [Abstract] ( 35 ) [HTML 0 KB][PDF 1700 KB] (215)
26 [Some Porperties of Aliased Component-Number Pattern for Regular Fractional Factorial Designs] 2021 Vol.37(6):585-597
LI Zhi; LI Zhiming [Abstract] ( 34 ) [HTML 0 KB][PDF 629 KB] (192)
27 [Deviations for Weak Record Numbers in Simple Random Walks] 2021 Vol.37(5):515-522
LI Yuqiang; YAO Qiang [Abstract] ( 34 ) [HTML 0 KB][PDF 480 KB] (161)
28 [A Distributed Algorithm for Lasso Variable Selection] 2022 Vol.38(1):99-110
ZENG Weijia; ZHANG Riquan [Abstract] ( 33 ) [HTML 0 KB][PDF 608 KB] (202)
29 [Multi-index Additive Model and Its Application in Medical Cost Forecast] 2022 Vol.38(1):43-52
PAN Qing; ZHAO Xiaobing [Abstract] ( 31 ) [HTML 0 KB][PDF 226 KB] (219)
30 [Research on Estimation Methods for the Upper-Truncated Geometric Mixture Distribution] 2021 Vol.37(5):495-506
ZHUANG Wei [Abstract] ( 29 ) [HTML 0 KB][PDF 725 KB] (157)
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