复杂统计数据的参数和半参数模型选择及在金融大数据中的应用

11671059
2016
A0403.贝叶斯统计与统计应用
杨虎
面上项目
教授
重庆大学
48万元
模型选择;半参数方法;复杂统计数据;金融大数据;高维数据
2017-01-01到2020-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 WLAD-LASSO method for robust estimation and variable selection in partially linear models 期刊论文 Yang Hu;Li Ning
2 Nonnegative hierarchical lasso with a mixed (1,1/2)-penalty and a fast solver 期刊论文 Xie Wanling;Yang Hu
3 Quantile regression and variable selection for single-index varying-coefficient models 期刊论文 Yang Jing;Yang Hu
4 Penalized composite quantile estimation for censored regression model with a diverging number of parameters 期刊论文 Liu Huilan;Yang Hu
5 纵向数据的有效秩推断基于修正的Cholesky分解 期刊论文 吕晶;郭朝会;杨虎;李婷婷
6 Quantile regression for robust inference on varying coefficient partially nonlinear models 期刊论文 Yang Jing;Lu Fang;Yang Hu
7 Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models 期刊论文 Ning Li;Hu Yang
8 Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood 期刊论文 Xu Jianwen;Zhang Jiamao;Fu Liya
9 Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model 期刊论文 Li Yalian
10 Model Selection Consistency of Lasso for Empirical Data 期刊论文 Yang Yuehan;Yang Hu
11 Estimation and variable selection in single-index composite quantile regression 期刊论文 Liu Huilan;Yang Hu
12 Performance of the restricted almost unbiased type principal components estimators in linear regression model 期刊论文 Li Yalian;Yang Hu
13 Robust variable selection of varying coefficient partially nonlinear model based on quantile regression 期刊论文 Yang Jing;Lu Fang;Tian Guoliang;Lu Xuewen;Yang Hu
14 A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data 期刊论文 Lv Jing;Guo Chaohui;Yang Hu;Li Yalian
15 Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models 期刊论文 Yang Jing;Lu Fang;Yang Hu
16 The Structured Smooth Adjustment for Square-root Regularization: Theory, algorithm and applications 期刊论文 Wanling Xie;Hu Yang
17 弹性约束估计的显著性检验及其渐近分布 期刊论文 杨玥含;吴岚
18 Conditioning theory of the equality constrained quadratic programming and its applications 期刊论文 Wang Shaoxin;Yang Hu
19 A two-step method for estimating high-dimensional Gaussian graphical models 期刊论文 Yang Yuehan;Zhu Ji
20 A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates 期刊论文 Hu Yang;Ning Li;Jing Yang
21 Statistical inference on asymptotic properties of two estimators for the partially linear single-index models 期刊论文 Yang Jing;Lu Fang;Yang Hu
22 Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models 期刊论文 Yang Yuehan;Yang Hu
23 A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature 期刊论文 Qi Kai;Yang Hu;Hu Qingyu;Yang Dongjun
24 Adaptive and Reversed Penalty for Analysis of High-Dimensional Correlated Data 期刊论文 Yang Yuehan;Yang Hu
25 Variable selection in partially linear additive models for modal regression 期刊论文 Lv Jing;Yang Hu;Guo Chaohui
26 A note on the condition number of the scaled total least squares problem 期刊论文 Wang Shaoxin;Li Hanyu;Yang Hu
27 Local Walsh-average-based estimation and variable selection for single-index models 期刊论文 Yang Jing;Lu Fang;Yang Hu
28 An efficient and robust inference method based on empirical likelihood in longitudinal data analysis 期刊论文 Hu Shuwen;Xu Jianwen
29 Rank-based shrinkage estimation for identification in semiparametric additive models 期刊论文 Yang Jing;Yang Hu;Lu Fang
30 On the penalized maximum likelihood estimation of high-dimensional approximate factor model 期刊论文 Wang Shaoxin;Yang Hu;Yao Chaoli
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