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1
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partially linear model; variable selection;high-dimensional data; Lasso; sign consistency; regularization afterretention
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2021 Vol.37(6):551-568
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YANG Xin; LI Bingyue; TIAN Ping |
[Abstract]
(24)
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(187)
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2
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Statistical Analysis of Interval-Censored Failure Time Data
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2021 Vol.37(6):627-654
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DU Mingyue; SUN Jianguo |
[Abstract]
(11)
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(70)
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3
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Optimal Portfolio Selection Problem under Relative Return Concerns
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2021 Vol.37(6):611-626
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LIN Xiang; QIAN Yiping; SHU Yingbin |
[Abstract]
(12)
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(59)
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4
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Tail Asymptotic of Discrete-Time Risk Model with Compound Dependence and Numerical Simulation
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2021 Vol.37(6):569-584
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JING Haojie; PENG Jiangyan; JIANG Zhiquan |
[Abstract]
(15)
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(53)
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5
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Some Porperties of Aliased Component-Number Pattern for Regular Fractional Factorial Designs
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2021 Vol.37(6):585-597
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LI Zhi; LI Zhiming |
[Abstract]
(12)
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(48)
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6
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Convergence Problem of a Sequence of First Passage Markov Decision Processes with Varying Discount Factors
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2021 Vol.37(6):598-610
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WU Xiao; GUO Zhenbin |
[Abstract]
(9)
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(44)
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7
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Moderate Deviation for the Rightmost Position in a Branching Brownian Motion
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2021 Vol.37(1):37-46
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SHI Wanlin |
[Abstract]
(94)
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(1084)
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8
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Computing the Stationary Distribution of Absorbing Markov Chains with One Eigenvector of Diagonalizable Transition Matrices
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2020 Vol.36(2):123-137
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WANG Zhongmiao;LIU Jun |
[Abstract]
(98)
[HTML 0 KB][PDF 491 KB]
(517)
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9
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Summary of Growth of Mathematical Stochastics
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2021 Vol.37(5):544-550
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CHEN Mu-Fa |
[Abstract]
(43)
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(147)
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10
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Some Ordering Properties of Coherent Systems under Different Random Environments
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2021 Vol.37(5):441-448
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LING Xiaoliang; GAO Yu; LI Ping |
[Abstract]
(129)
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11
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Study on Optimal Discount Coefficient of Multi-Event Catastrophe Bonds under Risk Feedback Conditions
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2021 Vol.37(5):461-477
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SUN Zhentao; YAO Dingjun; CHENG Gongpin |
[Abstract]
(11)
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(122)
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12
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The Estimation of Time Varying Volatility Based on the Long Stock Return Series with Its Application
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2021 Vol.37(5):523-543
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WANG Jiangyan; LIN Jinguan; CHEN Xulan |
[Abstract]
(39)
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(137)
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13
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Exponential Behaviour of Stochastic 2D Navier-Stokes Equations Driven by Levy Noise
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2013 Vol.29(2):151-166
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Li Yueling, Lv Hongfeng, Sun Xiaobin, Xie Yingchao |
[Abstract]
(1196)
[HTML 0 KB][PDF 242 KB]
(1796)
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14
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Structure Learning of \mbox{PM}_{2.5} Distribution Using Sparse Graphical Models
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2019 Vol.35(5):495-507
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ZHANG Hai; GUO Xiao; REN Sa; DENG Yajing |
[Abstract]
(116)
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(207)
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15
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Research on Estimation Methods for the Upper-Truncated Geometric Mixture Distribution
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2021 Vol.37(5):495-506
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ZHUANG Wei |
[Abstract]
(15)
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(102)
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16
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Deviations for Weak Record Numbers in Simple Random Walks
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2021 Vol.37(5):515-522
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LI Yuqiang; YAO Qiang |
[Abstract]
(19)
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(106)
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17
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Wilcoxon Signed Rank Test using Median Ranked Set Sampling
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2013 Vol.29(2):113-120
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Zhang Liangyong,Dong Xiaofang |
[Abstract]
(976)
[HTML 0 KB][PDF 182 KB]
(1635)
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18
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Balanced Augmented Empirical Euclidean Likelihood
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2014 Vol.30(5):527-536
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Shen Qunhai, Huang Yunsheng, Zhang Junjian |
[Abstract]
(503)
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(786)
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19
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The Empirical Bayes Estimators of the Probability Parameter of the Beta-Negative Binomial Model under Zhang's Loss Function
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2021 Vol.37(5):478-494
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ZHOU Mingqin; ZHANG Yingying; SUN Ya; SUN Ji; RONG Tengzhong; LI Manman |
[Abstract]
(39)
[HTML 0 KB][PDF 604 KB]
(95)
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20
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Precise Rates in the Generalized Law of the Iterated Logarithm in Multidimensional Euclidean Space
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2021 Vol.37(5):507-514
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XU Mingzhou; CHENG Kun |
[Abstract]
(11)
[HTML 0 KB][PDF 511 KB]
(100)
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21
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Comparison of Criteria to Select Working Correlation Matrix in Generalized Estimating Equations
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2013 Vol.29(5):515-530
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Zhu Xiaolu, Zhu Zhongyi |
[Abstract]
(1000)
[HTML 0 KB][PDF 226 KB]
(1646)
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22
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Nonnegative Sparse Group Lasso with an Application in Financial Index Tracking
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2021 Vol.37(3):221-240
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QI Kai; YANG Hu |
[Abstract]
(197)
[HTML 0 KB][PDF 6297 KB]
(652)
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23
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Heteroscedasticity Test for Partial Linear EV Model with Missing Response Variables
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2021 Vol.37(4):346-360
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LIU Feng; HE Jing; GAO Weiqiang; FU Xinwei; KANG Xinmei |
[Abstract]
(32)
[HTML 0 KB][PDF 757 KB]
(159)
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24
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Interpretation of Cross-disciplinary Research
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2020 Vol.36(1):86-110
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CHEN Mu-Fa |
[Abstract]
(154)
[HTML 0 KB][PDF 10003 KB]
(372)
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25
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The Optimal MFG Switching Strategy of Prevention Efforts for COVID-19
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2021 Vol.37(3):274-290
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BO Lijun; ZHANG Tingting |
[Abstract]
(63)
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(184)
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26
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Acceleration of Monte Carlo EM Algorithm
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2008 Vol.24(3):312-318
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Luo Ji |
[Abstract]
(3548)
[HTML 0 KB][PDF 216 KB]
(5564)
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27
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A Comparativen Study on Confidence Interval of $C_p$ in Terms of Standard Deviation Estimated
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2009 Vol.25(2):164-170
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Kong Xiangfen,He Zhen,Che Jianguo,Jin Huibin |
[Abstract]
(2272)
[HTML 0 KB][PDF 229 KB]
(1620)
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28
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Marginal Coordinate Tests for Central Mean Subspace
with Principal Hessian Directions
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2010 Vol.26(5):544-552
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Yu Zhou,Dong Yuexiao,Fang Yun |
[Abstract]
(1638)
[HTML 0 KB][PDF 209 KB]
(2049)
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29
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Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models
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2014 Vol.30(6):620-630
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Fan Kun |
[Abstract]
(612)
[HTML 0 KB][PDF 394 KB]
(1388)
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