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Stein Estimator from a Polar Coordinate Perspective
DUAN Xiaogang
2025, 41(2): 165-178. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022115
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Inference on the Mixed Effect Additive-Multiplicative Hazard Model for Clustered Failure Time Data
KANG Fangyuan
2025, 41(2): 179-196. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022104
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Interquantile Shrinkage in General Spatial Quantile Autoregressive Regression Models
DONG Ping, ZHANG Riquan
2025, 41(2): 197-222. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022144
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Closed-Form Expansion of Option Prices under Stochastic Volatility Model
CHEN Dachuan, LI Chenxu
2025, 41(2): 223-247. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022155
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Nonparametric Estimation of Some Dividend and Ruin Related Functions in a Lévy Risk Model
XIE Jiayi, ZHANG Zhimin
2025, 41(2): 248-276. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023009
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Optimal Receiver Operating Characteristic Curve of Classical Conditional Power under Normal Models
ZHANG Ying-Ying
2025, 41(2): 277-304. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023022
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Optimal Reserve Price Design of Multi-Unit Online Auctions
XIA Weilin, CHEN Shaogang
2025, 41(2): 305-327. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023014
Abstract PDF