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partially linear model; variable selection;high-dimensional data; Lasso; sign consistency; regularization afterretention
YANG Xin, LI Bingyue, TIAN Ping
2021, 37(6): 551-568. DOI: 10.3969/j.issn.1001-4268.2021.06.001
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Tail Asymptotic of Discrete-Time Risk Model with Compound Dependence and Numerical Simulation
JING Haojie, PENG Jiangyan, JIANG Zhiquan
2021, 37(6): 569-584. DOI: 10.3969/j.issn.1001-4268.2021.06.002
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Some Porperties of Aliased Component-Number Pattern for Regular Fractional Factorial Designs
LI Zhi, LI Zhiming
2021, 37(6): 585-597. DOI: 10.3969/j.issn.1001-4268.2021.06.003
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Convergence Problem of a Sequence of First Passage Markov Decision Processes with Varying Discount Factors
WU Xiao, GUO Zhenbin
2021, 37(6): 598-610. DOI: 10.3969/j.issn.1001-4268.2021.06.004
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Optimal Portfolio Selection Problem under Relative Return Concerns
LIN Xiang, QIAN Yiping, SHU Yingbin
2021, 37(6): 611-626. DOI: 10.3969/j.issn.1001-4268.2021.06.005
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Statistical Analysis of Interval-Censored Failure Time Data
DU Mingyue, SUN Jianguo
2021, 37(6): 627-654. DOI: 10.3969/j.issn.1001-4268.2021.06.006
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