位置：成果数据库 > 期刊 > 期刊详情页
Smoothing combined estimating equations in quantile regression for longitudinal data
  • ISSN号：0960-3174
  • 期刊名称：Statistics and Computing
  • 时间：2014.1
  • 页码：123-136
  • 相关项目：极值理论在风险理论中的应用研究
作者： Leng, Chenlei|Zhang, Weiping|
同期刊论文项目
极值理论在风险理论中的应用研究
期刊论文 26
同项目期刊论文
随机意外大灾风险模型的破产概率
一类重灾风险模型的生存概率
纵向数据分析中使用滑动平均Cholesky分解对回归均值和协方差矩阵进行同时半参数建模(英文)
重尾随机游动最大值的局部渐近性质及其在保险和排队论中的应用(英文)
A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
Approximations of the tail probability of the product of dependent extremal random variables and app
负相协随机变量和的中偏差
Precise large deviations for generalized dependent compound renewal risk model with consistent varia
Analysis of Relativity Premium in Bonus-Malus System Based on Optimal Linear Method
The second-order version of Karamata's theorem with applications
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process
Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and inve
Ruin probabilities with insurance and financial risks having an FGM dependence structure
常数比例投资下正则变化尾且相依索赔的渐近破产概率
纵向数据分析中使用滑动平均Cholesky分解对回归均值和协方差矩阵进行同时半参数建模
重尾随机游动最大值的局部渐近性质及其在保险和排队论中的应用
中国创业板与主板市场的相依关系--基于时变 copula-GARCH 模型的实证分析