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An Optimal Reinsurance and Investment Problem with a Defaultable Security and a Stock with Ornstein-Uhlenbeck Process
MA Jianjing, WANG Guojing
2019, 35(2): 111-125. DOI: 10.3969/j.issn.1001-4268.2019.02.001
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Marginal Empirical Likelihood Independence Screening in Sparse Ultrahigh Dimensional Additive Models
ZHANG Junying, ZHANG Riquan, WANG Hang, LU Zhiping
2019, 35(2): 126-140. DOI: 10.3969/j.issn.1001-4268.2019.02.002
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Moderate Deviations in L_1(\mathbb{R}^d) for a Test of Symmetry Based on Kernel Density Estimator
XU Mingzhou, DING Yunzheng, ZHOU Yongzheng
2019, 35(2): 141-152. DOI: 10.3969/j.issn.1001-4268.2019.02.003
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Smoothed Empirical Likelihood Testing for Quantile Regression Models under Right Censorship
LI Zhonggui, HE Shuyuan
2019, 35(2): 153-164. DOI: 10.3969/j.issn.1001-4268.2019.02.004
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Non-Concave Penalized Estimation Based on the Neighborhood Selection Method for Ising Model
LI Fanqun, YANG Guiyuan, ZHANG Kongsheng
2019, 35(2): 165-177. DOI: 10.3969/j.issn.1001-4268.2019.02.005
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Gibbs Sampler Algorithm of Bayesian Weighted Composite Quantile Regression
TIAN Yuzhu, WANG Liyong, WU Xinqian, TIAN Maozai
2019, 35(2): 178-192. DOI: 10.3969/j.issn.1001-4268.2019.02.006
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Dividend Problems for Finite Time Interval in the Classical Risk Model
WANG Cuilian, LIU Xiao
2019, 35(2): 193-199. DOI: 10.3969/j.issn.1001-4268.2019.02.007
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Advances of the Non-Randomized Response Techniques in Sample Surveys with Sensitive Questions
LIU Yin, TIAN Guoliang
2019, 35(2): 200-217. DOI: 10.3969/j.issn.1001-4268.2019.02.008
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