Výsledky vyhledávání - "Zhao Zhibiao"

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Asymptotics of nonparametric L-1 regression models with dependent data

Autor: Zhao, Zhibiao, Wei, Ying, Lin, Dennis K. J.

Publikováno v: Bernoulli 2014, Vol. 20, No. 3, 1532-1559

We investigate asymptotic properties of least-absolute-deviation or median quantile estimates of the location and scale functions in nonparametric regression models with dependent data from multiple subjects. Under a general dependence structure that

Externí odkaz: http://arxiv.org/abs/1407.1225

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Akademický článek

A time varying approach to the stock return–inflation puzzle

Autor: Li, Xiaoye, Zhao, Zhibiao

Publikováno v: Journal of the Royal Statistical Society. Series C (Applied Statistics), 2019 Jan 01. 68(5), 1509-1528.

Externí odkaz: https://www.jstor.org/stable/26820925

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Inference for modulated stationary processes

Autor: Zhao, Zhibiao, Li, Xiaoye

Publikováno v: Bernoulli 2013, Vol. 19, No. 1, 205-227

We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time series are n

Externí odkaz: http://arxiv.org/abs/1302.0114

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Profile control charts based on nonparametric $L$-1 regression methods

Autor: Wei, Ying, Zhao, Zhibiao, Lin, Dennis K. J.

Publikováno v: Annals of Applied Statistics 2012, Vol. 6, No. 1, 409-427

Classical statistical process control often relies on univariate characteristics. In many contemporary applications, however, the quality of products must be characterized by some functional relation between a response variable and its explanatory va

Externí odkaz: http://arxiv.org/abs/1203.4661

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Periodical

WiFi human gesture recognition based on SSC-SGRU

Autor: Zhang, Jie, Sun, Ning, He, Yulang, Zhao, Zhibiao, Li, Shanshan, Li, Zhen

Publikováno v: Proceedings of SPIE; July 2024, Vol. 13181 Issue: 1 p131810I-131810I-8, 1186299p

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Confidence bands in nonparametric time series regression

Autor: Zhao, Zhibiao, Wu, Wei Biao

Publikováno v: Annals of Statistics 2008, Vol. 36, No. 4, 1854-1878

We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands are constructed and the coverage probabilities are shown to be asympto

Externí odkaz: http://arxiv.org/abs/0808.1010

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Parametric and nonparametric models and methods in financial econometrics

Autor: Zhao, Zhibiao

Publikováno v: Statistics Surveys 2008, Vol. 2, 1-42

Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After introducing several widely used continuous-time and discrete-time models,

Externí odkaz: http://arxiv.org/abs/0801.1599

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