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1 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] (24) [HTML 0 KB][PDF 740 KB] (187)
2 Statistical Analysis of Interval-Censored Failure Time Data 2021 Vol.37(6):627-654
DU Mingyue; SUN Jianguo [Abstract] (11) [HTML 0 KB][PDF 513 KB] (70)
3 Optimal Portfolio Selection Problem under Relative Return Concerns 2021 Vol.37(6):611-626
LIN Xiang; QIAN Yiping; SHU Yingbin [Abstract] (12) [HTML 0 KB][PDF 1700 KB] (59)
4 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] (15) [HTML 0 KB][PDF 882 KB] (53)
5 Some Porperties of Aliased Component-Number Pattern for Regular Fractional Factorial Designs 2021 Vol.37(6):585-597
LI Zhi; LI Zhiming [Abstract] (12) [HTML 0 KB][PDF 629 KB] (48)
6 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] (9) [HTML 0 KB][PDF 645 KB] (44)
7 Moderate Deviation for the Rightmost Position in a Branching Brownian Motion 2021 Vol.37(1):37-46
SHI Wanlin [Abstract] (94) [HTML 0 KB][PDF 572 KB] (1084)
8 Computing the Stationary Distribution of Absorbing Markov Chains with One Eigenvector of Diagonalizable Transition Matrices 2020 Vol.36(2):123-137
WANG Zhongmiao;LIU Jun [Abstract] (98) [HTML 0 KB][PDF 491 KB] (517)
9 Summary of Growth of Mathematical Stochastics 2021 Vol.37(5):544-550
CHEN Mu-Fa [Abstract] (43) [HTML 0 KB][PDF 12543 KB] (147)
10 Some Ordering Properties of Coherent Systems under Different Random Environments 2021 Vol.37(5):441-448
LING Xiaoliang; GAO Yu; LI Ping [Abstract] (129) [HTML 0 KB][PDF 672 KB] (214)
11 Study on Optimal Discount Coefficient of Multi-Event Catastrophe Bonds under Risk Feedback Conditions 2021 Vol.37(5):461-477
SUN Zhentao; YAO Dingjun; CHENG Gongpin [Abstract] (11) [HTML 0 KB][PDF 1598 KB] (122)
12 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] (39) [HTML 0 KB][PDF 2182 KB] (137)
13 Exponential Behaviour of Stochastic 2D Navier-Stokes Equations Driven by Levy Noise 2013 Vol.29(2):151-166
Li Yueling, Lv Hongfeng, Sun Xiaobin, Xie Yingchao [Abstract] (1196) [HTML 0 KB][PDF 242 KB] (1796)
14 Structure Learning of \mbox{PM}_{2.5} Distribution Using Sparse Graphical Models 2019 Vol.35(5):495-507
ZHANG Hai; GUO Xiao; REN Sa; DENG Yajing [Abstract] (116) [HTML 0 KB][PDF 2992 KB] (207)
15 Research on Estimation Methods for the Upper-Truncated Geometric Mixture Distribution 2021 Vol.37(5):495-506
ZHUANG Wei [Abstract] (15) [HTML 0 KB][PDF 725 KB] (102)
16 Deviations for Weak Record Numbers in Simple Random Walks 2021 Vol.37(5):515-522
LI Yuqiang; YAO Qiang [Abstract] (19) [HTML 0 KB][PDF 480 KB] (106)
17 Wilcoxon Signed Rank Test using Median Ranked Set Sampling 2013 Vol.29(2):113-120
Zhang Liangyong,Dong Xiaofang [Abstract] (976) [HTML 0 KB][PDF 182 KB] (1635)
18 Balanced Augmented Empirical Euclidean Likelihood 2014 Vol.30(5):527-536
Shen Qunhai, Huang Yunsheng, Zhang Junjian [Abstract] (503) [HTML 0 KB][PDF 2650 KB] (786)
19 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] (39) [HTML 0 KB][PDF 604 KB] (95)
20 Precise Rates in the Generalized Law of the Iterated Logarithm in Multidimensional Euclidean Space 2021 Vol.37(5):507-514
XU Mingzhou; CHENG Kun [Abstract] (11) [HTML 0 KB][PDF 511 KB] (100)
21 Comparison of Criteria to Select Working Correlation Matrix in Generalized Estimating Equations 2013 Vol.29(5):515-530
Zhu Xiaolu, Zhu Zhongyi [Abstract] (1000) [HTML 0 KB][PDF 226 KB] (1646)
22 Nonnegative Sparse Group Lasso with an Application in Financial Index Tracking 2021 Vol.37(3):221-240
QI Kai; YANG Hu [Abstract] (197) [HTML 0 KB][PDF 6297 KB] (652)
23 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] (32) [HTML 0 KB][PDF 757 KB] (159)
24 Interpretation of Cross-disciplinary Research 2020 Vol.36(1):86-110
CHEN Mu-Fa [Abstract] (154) [HTML 0 KB][PDF 10003 KB] (372)
25 The Optimal MFG Switching Strategy of Prevention Efforts for COVID-19 2021 Vol.37(3):274-290
BO Lijun; ZHANG Tingting [Abstract] (63) [HTML 0 KB][PDF 1149 KB] (184)
26 Acceleration of Monte Carlo EM Algorithm 2008 Vol.24(3):312-318
Luo Ji [Abstract] (3548) [HTML 0 KB][PDF 216 KB] (5564)
27 A Comparativen Study on Confidence Interval of $C_p$ in Terms of Standard Deviation Estimated 2009 Vol.25(2):164-170
Kong Xiangfen,He Zhen,Che Jianguo,Jin Huibin [Abstract] (2272) [HTML 0 KB][PDF 229 KB] (1620)
28 Marginal Coordinate Tests for Central Mean Subspace
with Principal Hessian Directions
2010 Vol.26(5):544-552
Yu Zhou,Dong Yuexiao,Fang Yun [Abstract] (1638) [HTML 0 KB][PDF 209 KB] (2049)
29 Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models 2014 Vol.30(6):620-630
Fan Kun [Abstract] (612) [HTML 0 KB][PDF 394 KB] (1388)
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