国家自然科学基金(11231010)

作品数:24被引量:33H指数:4
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相关作者:吴耀华王占锋何书元巴曙松代春倩更多>>
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Composite Quantile Regression Estimation for Left Censored Response Longitudinal Data被引量:1
《Acta Mathematicae Applicatae Sinica》2018年第4期730-741,共12页Li-qun XIAO Zhan-feng WANG Yao-hua WU 
Supported in part by the National Natural Science Foundation of China under(Grant No.11601097 and 11471302);the State Key Program of National Natural Science of China(Grant No.11231010)
For left censored response longitudinal data, we propose a composite quantile regression estimator(CQR) of regression parameter. Statistical properties such as consistency and asymptotic normality of CQR are studied...
关键词:longitudinal data left censored quantile regression randomly weighting 
双截尾Tobit模型中的随机加权逼近方法被引量:1
《中国科学:数学》2018年第7期955-968,共14页王占锋 姚双双 吴耀华 
国家自然科学基金(批准号:11231010和11471302)资助项目
本文研究双截尾删失回归模型中参数的随机加权估计(RWE),获得了RWE的统计渐近性质,如相合性和渐近分布.本文证明了RWE在给定样本下的条件渐近分布与参数的最小绝对偏差(LAD)估计的渐近分布是一样的,则可以利用RWE的条件分布去逼近回归...
关键词:双截尾删失回归模型 随机加权方法 渐近性 冗余参数 
基于MV扫描和Logistic回归下的手机媒体性别营销被引量:1
《统计与管理》2018年第6期58-64,共7页代春倩 赵良伟 崔恒建 
国家自然科学基金资助重点项目"复杂纵向数据的统计推断"(11231010);国家自然科学基金资助面上项目"稳健变量选择与高维数据分析"(11071022);国家自然科学基金资助面上项目"高维稀疏统计模型中的变量选择与检验"(11471223)
智能手机和移动互联网的普及,让手机成为更为重要营销平台。强化性别差异开拓市场是商家重要而有效的营销手段。利用智能手机用户使用APP数据对用户的性别进行预测,明晰移动网络背后用户的性别属性,帮助商家进行手机媒体性别营销。在大...
关键词:手机媒体 性别营销 MV扫描 LOGISTIC回归 智能手机APP 
分位数回归的光滑经验似然被引量:4
《应用概率统计》2017年第5期497-507,共11页李忠桂 何书元 
国家自然科学基金项目(批准号:11231010;11671274)资助
对线性分位数回归模型参数的检验问题,文献证明了用最小绝对距离法(LAD法)及光滑经验似然法(SEL法)构造的检验统计量在原假设下都依分布收敛到x^2M.本文证明在局部备择假设下这两个检验统计量都依分布收敛到非中心卡方分布.文中用随机...
关键词:分位数回归 光滑经验似然 非中心卡方分布 
A Class of Box-Cox Transformation Models for Recurrent Event Data with a Terminal Event被引量:2
《Acta Mathematica Sinica,English Series》2017年第8期1048-1060,共13页Jie ZHOU Jun ZHU Liu Quan SUN 
Supported by National Natural Sciencc Foundation of China(Grant Nos.11301355,11671275,11231010 and11690015);Key Laboratory of RCSDS,CAS(Grant No.2008DP173182),BCMIIS
In this article, we study a class of Box-Cox transformation models for recurrent event data in the presence of terminal event, which includes the proportional means models as special cases. Estimating equation approac...
关键词:Marginal rate model Box-Cox transformation partial-score function terminal event 
石油价格与股票市场的动态相关性分析被引量:7
《大连理工大学学报(社会科学版)》2017年第4期40-45,共6页郦博文 巴曙松 韦伟 
国家自然科学基金重点项目:"复杂纵向数据的统计推断"(11231010)
能源信息变量和金融信息变量的关系是能源经济学的重要课题。文章试图应用非参数时变Copula方法来检验石油价格与股票市场间的相关关系,发现石油价格和全球股票市场间的相关性随着时间变化而发生变化。通过度量尾部相依系数的变化趋势,...
关键词:石油价格 股票市场 时变COPULA 非参数方法 尾部相关性 
Partial Penalized Empirical Likelihood Ratio Test Under Sparse Case
《Acta Mathematicae Applicatae Sinica》2017年第2期327-344,共18页Shan-shan WANG Heng-jian CUI 
supported in part by the National Natural Science Foundation of China(Grant Nos.11471223,11231010,11028103,11071022,11501586,71420107025);Key project of Beijing Municipal Education Commission(Grant No.KZ201410028030);the Foundation of Beijing Center for Mathematics and Information Interdisciplinary Sciences
A consistent test via the partial penalized empirical likelihood approach for the parametric hy- pothesis testing under the sparse case, called the partial penalized empirical likelihood ratio (PPELR) test, is propo...
关键词:Chi-squared distribution empirical likelihood partial penalized empirical likelihood SCAD SPARSE 
Parameter Estimation of Varying Coefficients Structural EV Model with Time Series被引量:1
《Acta Mathematica Sinica,English Series》2017年第5期607-619,共13页Yan Yun SU Heng Jian CUI Kai Can LI 
Supported by the Educational Commission of Hubei Province of China(Grant No.D20112503);National Natural Science Foundation of China(Grant Nos.11071022,11231010 and 11028103);the foundation of Beijing Center of Mathematics and Information Sciences
In this paper, the parameters of a p-dimensional linear structural EV(error-in-variable)model are estimated when the coefficients vary with a real variable and the model error is time series.The adjust weighted least ...
关键词:Varying coefficient EV model adjust weighted least squares estimators linear stationary time series CONSISTENCY asymptotic normality 
Analysis of Panel Count Data with Time-dependent Covariates and Informative Observation Process被引量:2
《Acta Mathematicae Applicatae Sinica》2017年第1期147-156,共10页Sha FANG Hai-xiang ZHANG Liu-quan SUN De-hui WANG 
partially supported by National Natural Science Foundation of China(11671267);Scientific Research Level Improvement Quota Project of Capital University of Economics and Business and Scientific Research Foundation for Young Teachers of Capital University of Economics and Business(00591654490336);partially supported by the National Natural Science Foundation of China(Nos.11301212,11401146);partially supported by the National Natural Science Foundation of China Grants(No.11231010,11171330 and 11021161);Key Laboratory of RCSDS,CAS(No.2008DP173182);partly supported by National Natural Science Foundation of China(11271155);Specialized Research Fund for the Doctoral Program of Higher Education(20110061110003);Scientific Research Fund of Jilin University(201100011);Jilin Province Natural Science Foundation(20101596)
Panel count data occur in many clinical and observational studies and in some situations the observation process is informative. In this article, we propose a new joint model for the analysis of panel count data with ...
关键词:estimating equation informative observation process joint modeling model checking panel countdata 
Analyzing Longitudinal Data with Informative Observation and Terminal Event Times
《Acta Mathematicae Applicatae Sinica》2016年第4期1035-1052,共18页Rui MIAO Xin CHEN Liu-quan SUN 
Supported by the National Natural Science Foundation of China Grants(No.11231010 and 11171330);Key Laboratory of RCSDS,CAS(No.2008DP173182)
Longitudinal data often arise when subjects are followed over a period of time, and in many situations, there may exist informative observation times and a dependent terminal event such as death that stops the follow-...
关键词:borrow-strength method frailty model informative observation times joint modeling longitudi-nal data terminal event 
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