| 1 |
Power-transformed linear quantile regression estimation for censored competing risks data
|
期刊论文 |
Fan Caiyun;Zhang Feipeng;Zhou Yong |
| 2 |
Inference on quantile residual life function under right-censored data
|
期刊论文 |
Lin Cunjie;Zhang Li;Zhou Yong |
| 3 |
Accelerated failure time model with quantile information
|
期刊论文 |
Zhao M.;Wang Y.;Zhou Y. |
| 4 |
Local empirical likelihood inference for varying-coefficient density-ratio models based on case-control data
|
期刊论文 |
Liu X.;Jiang H.;Zhou Y. |
| 5 |
Estimating equation methods for quantile regression with length-biased and right censored data (in Chinese)
|
期刊论文 |
Ma H. J.;Fan C. Y.;Zhou Y. |
| 6 |
Power-transformed linear regression on quantile residual life for censored competing risks data
|
期刊论文 |
Fan Caiyun;Zhang Feipeng;Zhou Yong |
| 7 |
Efficient estimation of integrated volatility incorporating trading information
|
期刊论文 |
Li Yingying;Xie Shangyu;Zheng Xinghua |
| 8 |
Quantile residual lifetime for left-truncated and right-censored data
|
期刊论文 |
Wang Y. X;Liu P.;Zhou Y. |
| 9 |
A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
|
期刊论文 |
Chen Yan;Wang Xuancheng |
| 10 |
Composite partial likelihood estimation for length-biased and right-censored data with competing risks
|
期刊论文 |
Zhang Feipeng;Peng Heng;Zhou Yong |
| 11 |
中国股市波动率的广义周内特征及其预测模型
|
期刊论文 |
施雅丰;艾春荣 |
| 12 |
The consistency of estimator under fixed design regression model with NQD errors
|
期刊论文 |
Shi Jianhua;Chen Xiaoping;Zhou Yong |
| 13 |
基于ARCH-Expectile方法的VaR和ES尾部风险度量
|
期刊论文 |
谢尚宇;姚宏伟;周勇 |
| 14 |
家庭金融研究综述——基于资产配置视角
|
期刊论文 |
吴卫星;王治政;吴锟 |
| 15 |
The strong representation for the nonparametric estimator of length-biased and right-censored data
|
期刊论文 |
Shi Jianhua;Chen Xiaoping;Zhou Yong |
| 16 |
Partially linear transformation models with varying coefficients for multivariate failure time data
|
期刊论文 |
Qiu Zhiping;Zhou Yong |
| 17 |
Analyzing right-censored and length-biased data with semiparametric varying-coefficient partially linear model
|
期刊论文 |
Lin Cunjie;Zhou Yong |
| 18 |
基于Markov状态转换模型的三种市场资产波动率行为及其相关分析
|
期刊论文 |
缪程程;周勇 |
| 19 |
高频数据瞬时波动率核估计的窗宽选择及算法研究
|
期刊论文 |
王江涛;周勇 |
| 20 |
Analyzing the general biased data by additive risk model
|
期刊论文 |
LI YanFeng;MA HuiJuan;WANG DeHui;ZHOU Yong |
| 21 |
Leverage Effect in High-Frequency Data with Market Microstructure
|
期刊论文 |
Yuan H. L.;Mu Y.;Zhou Y. |
| 22 |
长度偏差右删失数据下分位数回归的估计方程方法
|
期刊论文 |
马慧娟;范彩云;周勇 |
| 23 |
基于我国期货市场的统计套利研究
|
期刊论文 |
朱丽蓉;苏辛;周勇 |
| 24 |
基于非对称幂分布的中国开放式基金业绩评价和检验
|
期刊论文 |
苏辛;周勇 |
| 25 |
A unified semi-empirical likelihood ratio confidence interval for treatment effects in the two sample problem with length-biased data
|
期刊论文 |
Li T. Wu.;M. Y.;Zhou. Y. |
| 26 |
On the asymptotic non-equivalence of efficient-GMM and MEL estimators in models with missing data.
|
期刊论文 |
Chen Xuerong;Chen Yan;Wan Alan;Zhou Yong |
| 27 |
Efficient Quantile Regression Analysis With Missing Observations
|
期刊论文 |
Chen Xuerong;Wan Alan T. K.;Zhou Yong |
| 28 |
随机缺失数据下样本分位数估计
|
期刊论文 |
舒鑫鑫;张莉;周勇 |
| 29 |
Robust model-free feature screening based on modified Hoeffding measure
|
期刊论文 |
Yu Y.;He D.;Zhou Y. |
| 30 |
Analyzing right-censored length-biased data under additive hazard model
|
期刊论文 |
Zhao M.;Lin C.;Zhou Y. |
| 31 |
The nonparametric quantile estimation for length-biased and right censored data
|
期刊论文 |
Shi J.;Ma H.;Zhou Y. |
| 32 |
Quantile regression of longitudinal data with informative observation times
|
期刊论文 |
Chen Xuerong;Tang Niansheng;Zhou Yong |
| 33 |
A Varying-Coefficient Expectile Model for Estimating Value at Risk
|
期刊论文 |
Xie Shangyu;Zhou Yong;Wan Alan T. K. |
| 34 |
Partially linear transformation model for length-biased and right-censored data,
|
期刊论文 |
Wei W. H.;Wan A. T. K;Zhou Y. |
| 35 |
A semiparametric linear transformation model for general biased-sampling and right-censored data
|
期刊论文 |
Wei W. H.;Zhou Y.;Wan A. T. K. |
| 36 |
一种新的风险度量方法—GvaR.
|
期刊论文 |
苑慧玲;穆燕;周勇 |
| 37 |
Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models
|
期刊论文 |
Liu X. Q.;Zhou Y.;SONG Xinyuan |
| 38 |
高频数据波动率非参数估计及窗宽选择
|
期刊论文 |
王江涛;周勇 |
| 39 |
Estimation of partially specified dynamic spatial panel data models with fixed-effects
|
期刊论文 |
Yuanqing Zhang;Yanqing Sun |
| 40 |
Smoothed rank regression for the accelerated failure time competing risks model with missing cause of failure.
|
期刊论文 |
Qiu Zhiping;Wan T. K.;Zhou Yong |
| 41 |
股票价格同步性、波动性差异与流动性——基于沪深股市的实证研究
|
期刊论文 |
韩金晓;吴卫星 |
| 42 |
Semiparametric transformation models with length-biased and right-censored data under the case-cohort design
|
期刊论文 |
Ma Huijuan;Qiu Zhiping;Zhou Yong |
| 43 |
Improve efficiency and reduce bias of Cox regression models for two-stage randomization designs using auxiliary covariates
|
期刊论文 |
Yang Xue;Zhou Yong |
| 44 |
Variable Screening for Ultrahigh Dimensional Heterogeneous Data via Conditional Quantile Correlations
|
期刊论文 |
Zhang S.;Zhou Y. |
| 45 |
Semiparametric varying-coefficient partially linear model with auxiliary covariates
|
期刊论文 |
Wang X. J.;Zhou Y.;Liu Y. |
| 46 |
Variable screening for ultrahigh dimensional censored quantile regression
|
期刊论文 |
Pan J.;Zhang S. C.;Zhou Y. |
| 47 |
基于“已实现”波动率ARFI模型和CAViaR模型的VaR预测比较研究
|
期刊论文 |
余白敏;吴卫星 |
| 48 |
中国居民家庭投资组合有效性:基于夏普率的研究
|
期刊论文 |
吴卫星;丘艳春;张琳琬 |
| 49 |
Pseudo-likelihood for case-cohort studies under length-biased sampling
|
期刊论文 |
Ma Huijuan;Zhou Yong |
| 50 |
The consistency of estimator under fixed design regression model with NQD errors
|
期刊论文 |
Shi J. H.;Chen X. P.;Zhou Y. |
| 51 |
Generalized method of method of moments for nonignorable missing data
|
期刊论文 |
Zhang L. Lin;C. J.;Zhou Y. |
| 52 |
The nonparametric quantile estimation for the length-biased and right-censored data.
|
期刊论文 |
Shi J. H.;Ma H.;Zhou. Y. |
| 53 |
债券流动性与违约风险相关性溢价及实证研究
|
期刊论文 |
艾春荣;张奕;崔长峰 |
| 54 |
Fine-Gray Proportional subdistribution hazards model for competing risks data under length-biased sampling
|
期刊论文 |
Zhang F.;Peng H.;Zhou Y. |
| 55 |
基于贝叶斯法则的空间自相关误差自相关模型变量选择研究
|
期刊论文 |
张元庆;陶志鹏 |
| 56 |
Quantile residual lifetime with right-censored and length-biased data
|
期刊论文 |
Liu Peng;Wang Yixin;Zhou Yong |
| 57 |
耐用品长期风险模型的广义矩估计和可测性研究
|
期刊论文 |
王治政;吴卫星;殷弘 |
| 58 |
Weighted Estimator for the Linear Transformation Models with Multivariate Failure Time Data
|
期刊论文 |
Qiu Z. P.;Neeta M.;Zhou Y. |
| 59 |
Analyzing Right-Censored and Length-Biased Data with Varying-Coefficient Transformation Model
|
期刊论文 |
Lin C. J.;Zhou Y. |
| 60 |
Nonparametric and semiparametric estimation of quantile residual lifetime for length-biased and right-censored data
|
期刊论文 |
Wang Yixin;Zhou Zhefang;Zhou Xiao-Hua;Zhou Yong |
| 61 |
基于MODWT,LASSO和正则化ELM的混合金融时间序列模型
|
期刊论文 |
陈艳;石智慧 |
| 62 |
Efficiency of estimators for quantile differences with left truncated and right censored data
|
期刊论文 |
Li Xun;Li Shao;Yong Zhou |
| 63 |
Variable Screening for Ultrahigh Dimensional Heterogeneous Data via Conditional Quantile Correlation
|
期刊论文 |
Zhang S.;Zhou Y. |
| 64 |
A resampling method by perturbing the estimating functions for quantile regression with missing data
|
期刊论文 |
Zhang Li;Lin Cunjie;Zhou Yong |
| 65 |
半参数alpha策略反转效应研究
|
期刊论文 |
张莉;邓礼英;周勇 |
| 66 |
左截断右删失数据分位差估计及其渐近性质
|
期刊论文 |
荀立;周勇 |
| 67 |
指数跟踪投资组合与多信息下指数可预测性——基于Adaptive LASSO和ARIMA-ANN方法
|
期刊论文 |
刘睿智;周勇 |
| 68 |
竞争风险下剩余寿命分位数的光滑非参数估计
|
期刊论文 |
刘玉涛;刘鹏;周勇 |
| 69 |
Quantile regression methods with varying-coefficient models for censored data
|
期刊论文 |
Xie Shangyu;Wan Alan T. K.;Zhou Yong |
| 70 |
Composite Estimating Equation Method for the Accelerated Failure Time Model with Length-biased Sampling Data
|
期刊论文 |
ZHIPING QIU;JING QIN;YONG ZHOU |
| 71 |
Quantile regression in semiparametric varying-coefficient partially linear models under length-biased sampling with right censoring
|
期刊论文 |
Chen X.;Liu Y. Sun;J.;Zhou Y. |
| 72 |
Strong convergence rate of recursive probabilitydensity estimator for END sequence and its applications
|
期刊论文 |
Li Y.M. |
| 73 |
Nonparametric estimator of quantile residual lifetime for right censored Data.
|
期刊论文 |
Liu Y.;Lin C.;Zhou Y. |
| 74 |
基于ARCH-Expectile方法的VaR和ES尾部风险测量
|
期刊论文 |
谢尚宇;姚宏伟;周勇 |
| 75 |
基于Adaboost和正则化ELM的混合金融时间序列预测模型及其应用
|
期刊论文 |
陈艳;石智慧 |
| 76 |
风险态度与居民财富——来自中国微观调查的新探究
|
期刊论文 |
张琳琬;吴卫星 |
| 77 |
Semiparametric varying-coefficient study of mean residual life models
|
期刊论文 |
Yang G.;Zhou Y. |
| 78 |
A quantile varying-coefficient regressionapproach to length-biased data modeling
|
期刊论文 |
Chen X.R.;Wan A.;Zhou Y. |
| 79 |
高频金融数据的高维积分波动率矩阵估计
|
期刊论文 |
穆燕;苑慧玲;周勇 |
| 80 |
负超可加阵列下非参数回归函数估计的相合性
|
期刊论文 |
李永明;聂彩玲;刘超;郭建华 |
| 81 |
Estimation of partially specified spatial panel data models with fixed-effects
|
期刊论文 |
Ai Chunrong;Zhang Yuanqing |
| 82 |
期现货市场订单流动性层面的“遛狗效应”——基于交易量刻度的高频交易数据研究
|
期刊论文 |
刘睿智;周勇 |
| 83 |
风险态度对中国家庭投资分散化的影响研究
|
期刊论文 |
李雅君;李志冰;董俊华;吴卫星 |
| 84 |
贫富差距、利率对消费的影响研究——基于财富效应的视角
|
期刊论文 |
吴锟;吴卫星;蒋涛 |
| 85 |
Semiparametric Quantile Regression Analysis of Right-censored and Length-biased Failure Time Data with Partially Linear Varying Effects
|
期刊论文 |
Chen Xuerong;Liu Yeqian;Sun Jianguo;Zhou Yong |
| 86 |
Proportional mean residual life model with censored survival data under case-cohort design.
|
期刊论文 |
Ma H.;Shi J.;Zhou Y. |
| 87 |
Nonparametric quantile estimate for length-biased and right -censored data with competing risks
|
期刊论文 |
Zhang F.;Zhou Y. |
| 88 |
Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation.
|
期刊论文 |
James Lancelot F.;Mueller Gernot;Zhang Zhiyuan |
| 89 |
Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
|
期刊论文 |
Yang G.;Huang J.;Zhou Y. |
| 90 |
Estimation of panel data partly specified Tobit regression with fixed effects
|
期刊论文 |
Ai Chunrong;Li Hongjun;Lin Zhongjian;Meng Meixia |
| 91 |
On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
|
期刊论文 |
Li Y.M.;Zhou Y.;Liu C. |
| 92 |
Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data
|
期刊论文 |
Wei Wenhua;Zhou Yong |
| 93 |
Sure feature screening for high-dimensional dichotomous classification
|
期刊论文 |
Shao Li;Yu Yuan;Zhou Yong |
| 94 |
The Estimation for the General Additive-Multiplicative Model Using the Length-Biased Survival Data
|
期刊论文 |
Li C. B.;Zhou Y |
| 95 |
Combined Filtering Approach to High-Frequency Volatility Estimation with Mixed-Type Microstructure Noises
|
期刊论文 |
Tang Yinfen;Zhang Zhiyuan |
| 96 |
Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
|
期刊论文 |
Zhang Y. Q.;Shen D.M. |
| 97 |
学历的年代效应与股票市场投资者参与
|
期刊论文 |
吴卫星;沈涛 |
| 98 |
Monotone rank estimation of transformation models with length-biased and right-censored data
|
期刊论文 |
Chen XiaoPing;Shi JianHua;Zhou Yong |
| 99 |
Robust Conditional Nonparametric Independence Screening for Ultrahigh-Dimensional Data
|
期刊论文 |
Zhang S. Z.;Pan J.;Zhou Y. |
| 100 |
流动性、流动性风险与基金业绩——基于我国开放式基金的实证研究
|
期刊论文 |
苏辛;周勇 |
| 101 |
END样本下递归密度函数估计的相合性
|
期刊论文 |
李永明;邓绍坚;蒋伟红 |
| 102 |
指数跟踪投资组合与多信息下指数可测性——基于Adaptive LASSO和ARIMA-ANN方法
|
期刊论文 |
刘睿智;周勇 |
| 103 |
基于ARFIMA-FIGARCH模型的利率市场风险度量
|
期刊论文 |
王宣承;陈艳 |
| 104 |
基于状态空间模型的宏观经济因素对股市流动性的建模分析
|
期刊论文 |
何迪;周勇 |
| 105 |
SEMIPARAMETRIC INFERENCE FOR THE PROPORTIONAL MEAN RESIDUAL LIFE MODEL WITH RIGHT-CENSORED LENGTH-BIASED DATA
|
期刊论文 |
Fangfang Bai;Jian Huang;Yong Zhou |
| 106 |
Semi parametric inference of mean residual life model with right censored and length-biased data
|
期刊论文 |
Bai F. F.;Huang J.;Zhou Y. |
| 107 |
Quantile regression for competing risks analysis under case-cohort design
|
期刊论文 |
Fan C. Y.;Ma H. J.;Zhou Y. |
| 108 |
High-dimensional variable selection with right censored length-biased data.
|
期刊论文 |
He D.;Zhou Y.;Zou H. |
| 109 |
负超可加相依样本密度函数核估计的相合性
|
期刊论文 |
聂彩玲;李永明;应锐 |
| 110 |
基于我国期货市场的跨期套利研究
|
期刊论文 |
朱丽蓉;苏辛;周勇 |
| 111 |
家庭收入结构与财富分布:基于中国居民家庭微观调查的实证分析
|
期刊论文 |
吴卫星;张琳琬 |
| 112 |
Smoothed estimator of quantile residual lifetime for right censored data
|
期刊论文 |
Zhang Li;Liu Peng;Zhou Yong |
| 113 |
A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator
|
期刊论文 |
Qiu Zhiping;Chen Xiaoping;Zhou Yong |
| 114 |
期望收益率不确定与最优组合选择
|
期刊论文 |
吴锟;吴卫星;邵旭方 |
| 115 |
Nonparametric quantile estimate for length-biased and right-censored data with competing risks
|
期刊论文 |
Zhang Feipeng;Zhou Yong |
| 116 |
典型事实约束下的沪深300股指期货动态保证金设定研究——基于APARCH-GPD模型的VaR度量
|
期刊论文 |
王宣承;陈艳 |
| 117 |
Nonparametric independence feature screening for ultrahigh-dimensional survival data.
|
期刊论文 |
Pan J.;Yu Y.;Zhou Y. |
| 118 |
An embedded estimating equation for the additive risk model with biased-sampling data
|
期刊论文 |
Zhang F.;Zhao. X.;Zhou Y. |
| 119 |
长度偏差右删失数据下比例均值剩余寿命模型的估计方法
|
期刊论文 |
厉诚博;胡淑兰;周勇 |
| 120 |
A resampling method by perturbing the estimating functions for quantile regression with missing data.
|
期刊论文 |
Zhang L.;Lin C.;Zhou Y. |
| 121 |
Composite estimating equation approach for additive risk model with length-biased and right-censored data
|
期刊论文 |
Ma Huijuan;Zhang Feipeng;Zhou Yong |
| 122 |
加权复合分位数回归方法在动态VaR风险度量中的应用
|
期刊论文 |
刘晓倩;周勇 |
| 123 |
A Technical Note on the Dynamic Nonstationary Inventory-Pricing Control Model with Lost Sale
|
期刊论文 |
Sirong Luo;Jianrong Wang |
| 124 |
Semiparametric Estimation of Quantile Differences for Length-Biased and Right-Censored Data.
|
期刊论文 |
Liu Y.;Zhang S.;Zhou Y. |
| 125 |
金融风险度量的建模理论与方法的一些进展及其应用
|
期刊论文 |
苏辛;谢尚宇;周勇 |
| 126 |
Semiparametric analysis of transformation models with length-biased data under case-cohort design
|
期刊论文 |
Ma H.;Qiu Z.;Zhou Y. |
| 127 |
Generalized Method of Moments for Nonignorable Missing Data
|
期刊论文 |
Zhang L.;Lin C.;Zhou Y. |
| 128 |
A quantile varying-coefficient regression approach to length-biased data modeling
|
期刊论文 |
Chen Xuerong;Wan Alan T. K.;Zhou Yong |
| 129 |
金融风险中违约传染效应的研究
|
期刊论文 |
赵微;刘玉涛;周勇 |
| 130 |
金融发展对家庭投资组合的影响:基于区域差异的分析
|
期刊论文 |
吕学梁;吴卫星 |
| 131 |
Generalized endpoint-inflated binomial model
|
期刊论文 |
Tian Guo-Liang;Ma Huijuan;Zhou Yong;Deng Dianliang |
| 132 |
Accelerated failure time model with quantile information
|
期刊论文 |
Zhao Mu;Wang Yixin;Zhou Yong |
| 133 |
债券流动性与违约风险相关性溢价及实证研究
|
期刊论文 |
艾春荣;张奕;崔长峰 |
