column
Adjusting for High-Dimensional Covariates in Sparse Precision Matrix Estimation by Lasso Penalized D-Trace Loss
HUANG Xudong, WANG Guanpeng, LI Mengmeng
2019, 35(5): 441-452. DOI: 10.3969/j.issn.1001-4268.2019.05.001
Abstract PDF
A New Method for Testing Leverage Effect
HAO Hongxia, LIN Jinguan, WANG Hongxia
2019, 35(5): 453-468. DOI: 10.3969/j.issn.1001-4268.2019.05.002
Abstract PDF
A Comparison of Bounds on Three Sets of Copulas with Given Degree of Non-exchangeability
XU Fuxia, WANG Yingjie
2019, 35(5): 469-479. DOI: 10.3969/j.issn.1001-4268.2019.05.003
Abstract PDF
Collapsibility of Mutual Information
LI Kaican, LIN Cunjin
2019, 35(5): 480-494. DOI: 10.3969/j.issn.1001-4268.2019.05.004
Abstract PDF
Structure Learning of \mbox{PM}_{2.5} Distribution Using Sparse Graphical Models
ZHANG Hai, GUO Xiao, REN Sa, DENG Yajing
2019, 35(5): 495-507. DOI: 10.3969/j.issn.1001-4268.2019.05.005
Abstract PDF
Optimal Investment-Reinsurance Strategy with Exchange Rate Risk under Variance Premium Principl
HUANG Chan, WANG Wei, WEN Limin
2019, 35(5): 508-524. DOI: 10.3969/j.issn.1001-4268.2019.05.006
Abstract PDF
The Pricing of Deposit Insurance Considering Regulatory Capital and Bankruptcy Cost
CHENG Xiaoqiang
2019, 35(5): 535-549. DOI: 10.3969/j.issn.1001-4268.2019.05.008
Abstract PDF