Statistics Theory and Methods

[161] The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013

Yacine Ait-Sahalia Jianqing Fan Yingying Li

Statistics Theory and Methods mathscidoc:1912.43433

Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty
[ Download ] [ 2019-12-21 11:44:10 uploaded by Jianqing_Fan ] [ 609 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[162] Residual diffusivity in elephant random walk models with stops

Jiancheng Lyu Jack Xin Yifeng Yu

Statistics Theory and Methods mathscidoc:1912.43899

arXiv preprint arXiv:1705.02711, 2017.5
[ Download ] [ 2019-12-24 21:05:25 uploaded by Jack_Xin ] [ 608 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[163] Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models

Jianqing Fan Yunbei Ma Wei Dai

Statistics Theory and Methods mathscidoc:1912.43296

Journal of the American Statistical Association, 109, (507), 1270-1284, 2014.7
[ Download ] [ 2019-12-21 11:35:41 uploaded by Jianqing_Fan ] [ 604 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[164] Expectation-maximization algorithm with local adaptivity

Shing-Yu Leung Gang Liang Knut Solna Hongkai Zhao

Statistics Theory and Methods mathscidoc:1912.43190

IAM J. Imaging Sci., 2, (3), 834-857, 2009.7
[ Download ] [ 2019-12-21 11:28:35 uploaded by Shing_Yu_Leung ] [ 603 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[165] Gaussian Fluctuation for the Number of Particles in Airy, Bessel, Sine, and Other Determinantal Random Point Fields Alexander B. Soshnikov Limiting Distributions for a

Jinho Baik Eric M Rains Francois Castella Laszlo Erdos Florian Frommlet Peter A Markowich Christian Dogbe AJ van Wonderen K Lendi Emanuele Caglioti Carlo Marchioro Gregory L Eyink Jack Xin J Bricmont A Kupiainen R Lefevere David Ruelle

Statistics Theory and Methods mathscidoc:1912.43923

Journal of Statistical Physics, 100
[ Download ] [ 2019-12-24 21:06:57 uploaded by Jack_Xin ] [ 603 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

Show all 3 5 10 25 papers per page.
Sort by time views
 
Contact us: office-iccm@tsinghua.edu.cn | Copyright Reserved