机构

• 数学与系统科学研究院 [7]

采集方式

• OAI收割 [7]

内容类型

• 期刊论文 [7]

发表日期

• 2022 [1]
• 2021 [1]
• 2020 [1]
• 2019 [1]
• 2018 [1]
• 2017 [1]
• 更多

学科主题

筛选

浏览/检索结果: 共7条，第1-7条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 Asset selection based on high frequency Sharpe ratio 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188 作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min   |  收藏  |  浏览/下载：44/0  |  提交时间：2022/04/29 Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property   Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism 期刊论文  OAI收割 ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 页码: 19 作者:  Zhang, Jing;  Wang, Qihua;  Wang, Xuan   |  收藏  |  浏览/下载：19/0  |  提交时间：2021/10/26 Feature screening  Model-free  Sure screening property  Survival data  Ultrahigh dimensionality   Feature screening under missing indicator imputation with non-ignorable missing response 期刊论文  OAI收割 COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020, 卷号: 149, 页码: 12 作者:  Zhang, Jing;  Wang, Qihua;  Kang, Jian   |  收藏  |  浏览/下载：26/0  |  提交时间：2020/06/30 Model-free  Non-ignorable nonresponse  Sure screening property  Ultrahigh dimensionality  Variable screening   Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator 期刊论文  OAI收割 ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 5, 页码: 1007-1031 作者:  Chen, Xiaolin;  Liu, Yi;  Wang, Qihua   |  收藏  |  浏览/下载：65/0  |  提交时间：2020/01/10 Additive hazards model  Joint feature screening  Iterative hard-thresholding algorithm  Sure screening property   Model-free feature screening for ultrahigh-dimensional data conditional on some variables 期刊论文  OAI收割 ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2018, 卷号: 70, 期号: 2, 页码: 283-301 作者:  Liu, Yi;  Wang, Qihua   |  收藏  |  浏览/下载：15/0  |  提交时间：2018/07/30 Conditional distance correlation  Feature selection  Sure screening property  High-dimensional data   Sure explained variability and independence screening 期刊论文  OAI收割 JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 卷号: 29, 期号: 4, 页码: 849-883 作者:  Chen, Min;  Lian, Yimin;  Chen, Zhao   |  收藏  |  浏览/下载：33/0  |  提交时间：2018/07/30 Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach   Sure feature screening for high-dimensional dichotomous classification 期刊论文  OAI收割 SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 12, 页码: 2527-2542 作者:  Shao Li;  Yu Yuan;  Zhou Yong   |  收藏  |  浏览/下载：23/0  |  提交时间：2018/07/30 ultra-high dimensional data  dichotomous classification  sure screening property