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Clustering of financial instruments using jump tail dependence coefficient
Author: Chen Yang, Wenjun Jiang, Jiang Wu, Xin Liu, Zhichuan Li
Journal: Statistical Methods and Applications, 2017, Vol., , DOI:10.1007/s10260-017-0411-1
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A generalization of the slashed distribution via alpha skew normal distribution
Author: Wenhao Gui
Journal: Statistical Methods and Applications, 2014, Vol.23, 547-563, DOI:10.1007/s10260-014-0258-7
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Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
Author: Xing-cai Zhou, Jin-Guan Lin
Journal: Statistical Methods and Applications, 2013, Vol.23, 51-69, DOI:10.1007/s10260-013-0238-3
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A first step to implement Gillespie’s algorithm with rejection sampling
Author: Qihong Duan, Junrong Liu
Journal: Statistical Methods and Applications, 2014, Vol.24, 85-95, DOI:10.1007/s10260-014-0283-6
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Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix
Author: Xue-ping Chen, Jin-Guan Lin, Xiao-di Wang, Xing-fang Huang
Journal: Statistical Methods and Applications, 2014, Vol.24, 411-426, DOI:10.1007/s10260-014-0290-7
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On comparison of dispersion matrices of estimators under a constrained linear model
Author: Yongge Tian, Wenxing Guo
Journal: Statistical Methods and Applications, 2016, Vol.25, 623-649, DOI:10.1007/s10260-016-0350-2
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Outlier detection and accommodation in general spatial models
Author: Xiaowen Dai, Libin Jin, Anqi Shi, Lei Shi
Journal: Statistical Methods and Applications, 2016, Vol.25, 453-475, DOI:10.1007/s10260-015-0348-1
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An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
Author: Qifa Xu, Cuixia Jiang, Yaoyao He
Journal: Statistical Methods and Applications, 2015, Vol.25, 285-320, DOI:10.1007/s10260-015-0332-9
