Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions
, European Journal of Operational Research
, 2012
, 222(1): 96-103
Markov regime-switching quantile regression models and financial contagion detection
, Insurance: Mathematics and Economics
, 2016
, 67: 21-26
Identity tests for high dimensional data using RMT
, Journal of Multivariate Analysis
, 2013
, 118: 128-137
Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
, Computational Statistics and Data Analysis
, 2013
, 66: 140-149
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
, Journal of Time Series Analysis
, 2011
, 32(5): 539-546
Strong convergence rate of estimators of change point and its application
, Computational Statistics and Data Analysis
, 2009
, 53: 990-998
Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by VARMA
, Journal of Multivariate Analysis
, 2009
, 100: 2112-2125
Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics
, Communications in Statistics- Theory and Methods
, 2020
, 49(11): 2787-2799
Central limit theorem of random quadratics forms involving random matrices
, Statistics and Probability Letters
, 2008
, 78(6): 804-809
A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
, Journal of the Korean Statistical Society
, 2013
, 42: 359-369
Testing for Variance Changes in Autoregressive Models with Unknown Order
, Journal of Applied Statistics
, 2011
, 38(5): 927-936
A Segment redime-switching model with its application to stock market indices
, Journal of Applied Statistics
, 2011
, 38(10): 2241-2252
Em algorithm of the truncated multinormal distribution with linear restriction on the variables
, Acta Mathematicae Applicatae Sinica
, 2018
, 34(1): 155-162
Inference on the change point estimator of variance in measurement error models
, Lithuanian Mathematical Journal
, 2016
, 56: 471-491
Estimator of a change point in single index models
, SCIENCE CHINA Mathematics
, 2014
, 57(8): 1701-1721
Bayesian spatiotemporal modeling for blending in situ observations with satellite precipitation estimates
, Journal of Geophysical Research: Atmospheres
, 2014
, 119(4): 1806-1819
Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
, Journal of Inequalities and Applications
, 2013
, 161(1): 1-11
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
, Journal of Systems Science and Complexity--English Series
, 2013
, 26: 583-594
Symmetric Stable Distribution Parameter Estimation Point Consistency
, SCIENCE CHINA Mathematics
, 2008
, 38(2): 207-215
The correlation analysis between the price of gold and the US dollar index based on time-varying quantile association regression model
, Journal of Data Analysis
, 2017
, 12(2): 1-16
Empirical Analysis of Financial Crisis Contagion Based on Scan Statistics
, Journal of Management Science & Statistical Decision
, 2014
, 11(1): 1-12
原油价格与黄金价格的变点分析
, 中国科学技术大学学报
, 2014
, 44(6): 502-507
应用门限分位点回归模型估计VPIN条件下CVaR
, 中国科学技术大学学报
, 2013
, 43(12): 997-1003
股指期货基差的非线性特征和均值回复机制研究
, 中国科学技术大学学报
, 2013
, 43(12): 989-996
基于自正则的K-S方法的均值变点检验——对我国上证综指的实证分析
, 中国科学技术大学学报
, 2013
, 43(12): 984-989
Bayes线性无偏最小方差估计相对于岭估计的优良性
, 华中师范大学学报(自然科学版)
, 2013
, 47(5): 606-609
基于copula的上市公司信用风险和市值变化相关性分析
, 中国科学技术大学学报
, 2013
, 43(5): 410-419
基于C藤copula的收益率自相依结构估计以及条件VaR计算
, 中国科学技术大学学报
, 2013
, 43(9): 745-753
基于藤copula方法的区域性金融危机传染分析
, 中国科学技术大学学报
, 2013
, 43(9): 737-744
Asymptotic Distribution of the Jump Change-Point Estimtor
, 数学年刊(B辑)
, 2012
, 33(3): 429-436