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1 Nonnegative Sparse Group Lasso with an Application in Financial Index Tracking 2021 Vol.37(3):221-240
QI Kai; YANG Hu [Abstract] (238) [HTML 0 KB][PDF 6297 KB] (702)
2 New Progress on L.K. Hua's Optimization Theory of Economics 2022 Vol.38(2):159-178
CHEN Mu-Fa [Abstract] (62) [HTML 0 KB][PDF 342 KB] (157)
3 Bankruptcy Probability of a Lever Company: Lookback Option Pricing Method 2022 Vol.38(1):1-23
YANG Zhaoqiang; TIAN Yougong [Abstract] (90) [HTML 0 KB][PDF 843 KB] (546)
4 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] (106) [HTML 0 KB][PDF 740 KB] (466)
5 Multi-index Additive Model and Its Application in Medical Cost Forecast 2022 Vol.38(1):43-52
PAN Qing; ZHAO Xiaobing [Abstract] (47) [HTML 0 KB][PDF 226 KB] (291)
6 Population Life Prediction and SM Bonds Pricing Based on DEJD Model 2022 Vol.38(1):24-42
BIAN Huabin; TONG Xinle; YAO Dingjun [Abstract] (58) [HTML 0 KB][PDF 356 KB] (247)
7 A Distributed Algorithm for Lasso Variable Selection 2022 Vol.38(1):99-110
ZENG Weijia; ZHANG Riquan [Abstract] (53) [HTML 0 KB][PDF 608 KB] (255)
8 Statistical Analysis of Interval-Censored Failure Time Data 2021 Vol.37(6):627-654
DU Mingyue; SUN Jianguo [Abstract] (88) [HTML 0 KB][PDF 513 KB] (289)
9 Multivariate Quasiconvex Risk Statistics with Scenario Analysis 2022 Vol.38(1):71-85
DENG Yong; HU Yijun [Abstract] (34) [HTML 0 KB][PDF 219 KB] (221)
10 The Estimated and Theoretical Assurances and the Probabilities of Launching a Phase III Trial  2022 Vol.38(1):53-70
ZHANG Yingying; RONG Tengzhong; LI Manman [Abstract] (37) [HTML 0 KB][PDF 172 KB] (219)
11 Valuing Guaranteed Minimum Death Benefits by Complex Fourier Series Expansion 2022 Vol.38(1):123-137
ZHANG Bo;ZHANG Zhimin [Abstract] (39) [HTML 0 KB][PDF 660 KB] (217)
12 Study on the Number and Mode of Optimal Piecewise of Critical Illness Insurance in China 2022 Vol.38(1):138-150
QIU Chunjuan; GAO Shuhui; QIAN Linyi [Abstract] (35) [HTML 0 KB][PDF 652 KB] (209)
13 Complete Convergence for NSD Random Variable Sequences 2022 Vol.38(1):111-122
FU Zongkui; FEI Dandan; ZHANG Cong; SUN Limin [Abstract] (39) [HTML 0 KB][PDF 593 KB] (208)
14 Unlinking Theorem for Symmetric Quasi-Convex Polynomials 2022 Vol.38(1):151-158
HONG Hejing; HU Zechun [Abstract] (38) [HTML 0 KB][PDF 443 KB] (200)
15 Discrete-Time Quantum Random Walks on the N-ary Tree 2022 Vol.38(1):86-98
HAN Qi;LU Ziqiang;HAN Yanan;CHEN Zhihe [Abstract] (38) [HTML 0 KB][PDF 421 KB] (201)
16 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] (53) [HTML 0 KB][PDF 882 KB] (243)
17 Optimal Portfolio Selection Problem under Relative Return Concerns 2021 Vol.37(6):611-626
LIN Xiang; QIAN Yiping; SHU Yingbin [Abstract] (49) [HTML 0 KB][PDF 1700 KB] (255)
18 Some Porperties of Aliased Component-Number Pattern for Regular Fractional Factorial Designs 2021 Vol.37(6):585-597
LI Zhi; LI Zhiming [Abstract] (47) [HTML 0 KB][PDF 629 KB] (225)
19 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] (47) [HTML 0 KB][PDF 645 KB] (200)
20 Some Ordering Properties of Coherent Systems under Different Random Environments 2021 Vol.37(5):441-448
LING Xiaoliang; GAO Yu; LI Ping [Abstract] (156) [HTML 0 KB][PDF 672 KB] (298)
21 Mixed Gaussian Heston Asset Pricing Model and Statistics Simulation Analysis 2021 Vol.37(4):331-345
CHAI Jingjing; GUO Jingjun [Abstract] (72) [HTML 0 KB][PDF 1059 KB] (253)
22 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] (110) [HTML 0 KB][PDF 491 KB] (642)
23 Summary of Growth of Mathematical Stochastics 2021 Vol.37(5):544-550
CHEN Mu-Fa [Abstract] (67) [HTML 0 KB][PDF 12543 KB] (233)
24 Optimization Analysis of M/M/1 Queue with Two Types of Priority Customers 2021 Vol.37(5):449-460
ZHANG Yitong; XU Xiuli [Abstract] (61) [HTML 0 KB][PDF 1061 KB] (214)
25 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] (72) [HTML 0 KB][PDF 2182 KB] (218)
26 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] (31) [HTML 0 KB][PDF 1598 KB] (200)
27 Research on Covariate Adjustment Method Based on Proportional Hazards Model 2022 Vol.38(2):195-218
RONG Guocai; WANG Yanan; WEI Chengdong; DENG Lifeng [Abstract] (28) [HTML 0 KB][PDF 291 KB] (117)
28 The Optimal MFG Switching Strategy of Prevention Efforts for COVID-19 2021 Vol.37(3):274-290
BO Lijun; ZHANG Tingting [Abstract] (92) [HTML 0 KB][PDF 1149 KB] (247)
29 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] (54) [HTML 0 KB][PDF 757 KB] (220)
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