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2019 Vol.35 No.2
Published 26 April 2019

article
article
111 MA Jianjing; WANG Guojing
An Optimal Reinsurance and Investment Problem with a Defaultable Security and a Stock with Ornstein-Uhlenbeck Process
2019 Vol. 35 (2): 111-125 [Abstract] ( 43 ) [HTML 1KB] [PDF 488KB] ( 201 )
126 ZHANG Junying; ZHANG Riquan; WANG Hang; LU Zhiping
Marginal Empirical Likelihood Independence Screening in Sparse Ultrahigh Dimensional Additive Models
2019 Vol. 35 (2): 126-140 [Abstract] ( 36 ) [HTML 1KB] [PDF 506KB] ( 151 )
141 XU Mingzhou; DING Yunzheng; ZHOU Yongzheng
Moderate Deviations in L_1(\mathbb{R}^d) for a Test of Symmetry Based on Kernel Density Estimator
2019 Vol. 35 (2): 141-152 [Abstract] ( 27 ) [HTML 1KB] [PDF 486KB] ( 123 )
153 LI Zhonggui, HE Shuyuan
Smoothed Empirical Likelihood Testing for Quantile Regression Models under Right Censorship
2019 Vol. 35 (2): 153-164 [Abstract] ( 32 ) [HTML 1KB] [PDF 623KB] ( 119 )
165 LI Fanqun; YANG Guiyuan; ZHANG Kongsheng
Non-Concave Penalized Estimation Based on the Neighborhood Selection Method for Ising Model
2019 Vol. 35 (2): 165-177 [Abstract] ( 30 ) [HTML 1KB] [PDF 856KB] ( 121 )
178 TIAN Yuzhu; WANG Liyong; WU Xinqian; TIAN Maozai
Gibbs Sampler Algorithm of Bayesian Weighted Composite Quantile Regression
2019 Vol. 35 (2): 178-192 [Abstract] ( 24 ) [HTML 1KB] [PDF 731KB] ( 84 )
193 WANG Cuilian; LIU Xiao
Dividend Problems for Finite Time Interval in the Classical Risk Model
2019 Vol. 35 (2): 193-199 [Abstract] ( 14 ) [HTML 1KB] [PDF 518KB] ( 94 )
200 LIU Yin; TIAN Guoliang
Advances of the Non-Randomized Response Techniques in Sample Surveys with Sensitive Questions
2019 Vol. 35 (2): 200-217 [Abstract] ( 16 ) [HTML 1KB] [PDF 658KB] ( 88 )

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