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科研机构
上海财经大学 [9]
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期刊论文 [9]
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2019 [3]
2018 [1]
2015 [2]
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HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST
期刊论文
ANNALS OF STATISTICS, 2019, 卷号: 47, 期号: 1, 页码: 527-555
作者:
Hu, Jiang
;
Li, Weiming
;
Liu, Zhi
;
Zhou, Wang
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Covariance matrix
high-dimensional data
elliptical distribution
sphericity test
An efficient exponential twisting importance sampling technique for pricing financial derivatives
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 2, 页码: 203-219
作者:
Ma, Junmei
;
Du, Kun
;
Gu, Guiding
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2019/08/22
Efficient
importance sampling
exponential twisting
least square
A semiparametric linear transformation model for general biased-sampling and right-censored data
期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 77-92
作者:
Wei, Wenhua
;
Zhou, Yong
;
Wan, Alan T. K.
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  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
Biased-sampling
Estimating equation
Right-censoring
Semiparametric linear transformation model
On structure testing for component covariance matrices of a high dimensional mixture
期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 2, 页码: 293-318
作者:
Li, Weiming
;
Yao, Jianfeng
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  |  
浏览/下载:12/0
  |  
提交时间:2019/08/22
Large covariance matrix
Marenko-Pastur law
Sphericity test
Further results on estimation of covariance matrix
期刊论文
STATISTICS & PROBABILITY LETTERS, 2015, 卷号: 101, 页码: 11-20
作者:
Xu, Kai
;
He, Daojiang
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Covariance matrix
Efron-Morris type estimator
James-Stein estimator
Partial lwasawa coordinates
Weighted quadratic loss
Stein's loss
Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach
期刊论文
STATISTICS, 2015, 卷号: 49, 期号: 2, 页码: 408-426
作者:
Liu, Xiaoqian
;
Hu, Jianhua
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
62F12
62H12
estimation
outer product least squares
uniform correlation
multivariate linear model
least squares
general q-dependence
patterned covariance
Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
期刊论文
LINEAR ALGEBRA AND ITS APPLICATIONS, 2010, 卷号: 433, 期号: 4, 页码: 796-809
作者:
Hu, Jianhua
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Cochran's theorem
Kronecker product
Independence
Matrix quadratic forms
Noncentral Wishart distributions
Wishart distributions
Inference on a regression model with noised variables and serially correlated errors
期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 6, 页码: 1182-1197
作者:
You, Jinhong
;
Zhou, Xian
;
Zhu, Li-Xing
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  |  
浏览/下载:2/0
  |  
提交时间:2019/08/22
Regression with noised variables
De-noising
Serially correlated errors
ARMA model
Asymptotic normality
Consistency
Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2008, 卷号: 103, 期号: 484, 页码: 1520-1533
作者:
Fan, Jianqing
;
Wu, Yichao
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Correlation structure
Difference-based estimation
Quasi-maximum likelihood
Varying-coefficient partially linear model
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