Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Caiya Zhang"'
Publikováno v:
Communications in Statistics - Simulation and Computation. 50:1025-1038
We study a class of frailty Cox models with measurement error in covariates for right censored clustered data. Based on the corrected profile likelihood and Bayes estimation, we construct estimator...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3420b4c5a86b7b6b967ae5e5e1187bd
https://doi.org/10.1080/03610918.2019.1572763
https://doi.org/10.1080/03610918.2019.1572763
Publikováno v:
Sustainability; Volume 14; Issue 15; Pages: 9769
With the increasing development gap, how to measure global equity in the perspective of sustainability has become an essential issue nowadays. To examine the intra-generational equity from the space dimension and the inter-generational equity from th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06ca3b40bb5cdac66092a52ba0c3b307
https://doi.org/10.3390/su14159769
https://doi.org/10.3390/su14159769
Publikováno v:
Econometric Theory. 35:943-977
This article investigates the statistical inference problem of whether a measurement equation is self-consistent in the logarithmic realized GARCH model (log-RealGARCH). First, we provide the sufficient and necessary conditions for the strict station
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5823c5836a6d67fed8d903a671fc724
https://doi.org/10.1017/s0266466618000348
https://doi.org/10.1017/s0266466618000348
Publikováno v:
Statistical Papers. 61:2313-2330
To incorporate the realized volatility in stock return, Hansen et al. (J Appl Econ 27:877–906, 2012) proposed a RealGARCH model and conjectured some theoretical properties about the quasi-maximum likelihood estimation (QMLE) for parameters in a log
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a115426cb7ae877e602be4564c126982
https://doi.org/10.1007/s00362-018-1051-8
https://doi.org/10.1007/s00362-018-1051-8
Autor:
Yanbiao Xiang, Caiya Zhang
Publikováno v:
Statistical Papers. 57:249-265
In this paper, we consider the adaptive group Lasso in high-dimensional linear regression. Some extensions have been done with other fitting procedures, such as adaptive Lasso, nonconcave penalized likelihood and adaptive elastic-net. Under appropria
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::610bc01076c956f16eb30a551bc1b907
https://doi.org/10.1007/s00362-015-0684-0
https://doi.org/10.1007/s00362-015-0684-0
Publikováno v:
Journal of Applied Statistics. 39:385-397
Based on data depth, three types of nonparametric goodness-of-fit tests for multivariate distribution are proposed in this paper. They are Pearson’s chi-square test, tests based on EDF and tests based on spacings, respectively. The Anderson–Darli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41ae53f85374eec776afe77b097432a9
https://doi.org/10.1080/02664763.2011.594033
https://doi.org/10.1080/02664763.2011.594033
Publikováno v:
Communications in Statistics - Theory and Methods. 40:1131-1141
Zuo (2004) investigated the simplified replacement finite sample breakdown point of weighted L p -depth and L p -median for some appropriate weight functions. The addition breakdown point of weighted L p -depth functions is studied firstly in this ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce1af11766e8707b23a2982a5b5905d5
https://doi.org/10.1080/03610920903551807
https://doi.org/10.1080/03610920903551807
Autor:
Chao Gao, Caiya Zhang
Publikováno v:
Communications in Statistics - Simulation and Computation. 39:1049-1056
Sammon mapping is an approach of nonlinear dimension reduction and can be used for visualization. To avoid numerical complexity of the algorithm of traditional Sammon mapping, Kovacs and Abonyi (2004) proposed a modified Sammon mapping method. Howeve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9de2a49af105a8a86f99c6009c9fbd22
https://doi.org/10.1080/03610911003778101
https://doi.org/10.1080/03610911003778101
Publikováno v:
Journal of Nonparametric Statistics. 21:683-696
Huang et al. [J. Huang, S. Ma, and C.-H. Zhang, Adaptive Lasso for sparse high-dimensional regression models, Statist. Sinica 18 (2008), pp. 1603–1618] have studied the asymptotic properties of the...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cec3d41c71ecfcfe9253ec7a25409020
https://doi.org/10.1080/10485250902984875
https://doi.org/10.1080/10485250902984875
Autor:
Zhengyan Lin, Caiya Zhang
Publikováno v:
Journal of Statistical Planning and Inference. 138:4033-4040
In this paper, we study a random field Uɛ(t,x) governed by some type of stochastic partial differential equations with an unknown parameter θ and a small noise ɛ. We construct an estimator of θ based on the continuous observation of N Fourier coe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bbdb029c1fad0917f9bfaf3b657403d
https://doi.org/10.1016/j.jspi.2008.02.016
https://doi.org/10.1016/j.jspi.2008.02.016