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研究前沿

研究效果

2008年研究效果

时间:2009-02-27

1 ,Chen, S. X., Leung, D. Y. H. and J. Qin (2008): Improved Semiparametric

Estimation Using Surrogate Data. Journal of the Royal Statistical Society,

Series B, 70, 803-823

2 , Chen, S.X., J. Gao and Tang, C. Y. (2008) A test for model specification of diffusion processes,The Annals of Statistics,36, 167-198

3 ,Chen, Song Xi and Chiu Min WONG (2008) Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statistica Sinica, to appear.

4 , Chen, S.X (2008) Nonparametric Estimation of Expected Shortfall, Journal of Financial Econometrics, 6, 87-107.

5 ,Wang, D. and S.X. Chen (2008), Empirical Likelihood for Estimating Equation with Missing Values,The Annals of Statistics, to appear.

6 ,Da Huang, Hansheng Wang, Qiwei Yao:Estimating GARCH Models: When to Use What?(怎样准确使用GARCH模子) Econometrics Journal ,2008.3 ,11 ,1

7 ,Jun Shao, Hansheng Wang:Confidence intervals based on survey data with nearest neighbor imputation(使用最近邻补值法对抽样数据举行置信区间的预计) Statistica Sinica ,2008.1 ,18 ,1

8 ,Hansheng Wang, Liqiang Ni, Chih-Ling Tsai1:Improving dimension reduction via contour-projection (轮廓投影对数据降维的刷新)Improving dimension reduction via contour-projection Statistica Sinica ,2008.1 ,18 ,1

9 ,Hansheng Wang, Yingcun Xia:Sliced Regression for Dimension Reduction (针对数据降维的切片回归) Journal of the American Statistical Association ,2008.6 ,103, 482

10 ,Hansheng Wang, Chenlei Leng:A Note on Adaptive Group Lasso(关于分组自顺应LASSO)

Computational Statistics & Data Analysis ,2008.8 ,52, 12

11 ,Guohua Jiang, Hansheng Wang:Should Earnings Thresholds be used as Delisting Criteria in Stock Market? (应当接纳盈利能力的临界值对股票市场举行管制么?) Journal of Accounting and Public Policy ,2008.9 ,27, 5

12 ,孙便霞、韩鹏、王明进:随机波动率模子下的单位根磨练及对我国股市的实证研究 ,数理统计与治理 ,2008年1月 ,27卷第1期

13 ,王明进、陈良昆:教育收益率预计要领的较量 ,数理统计与治理 ,2008年3月 ,27卷第3期

14 ,王明进:谱磨练的Wild Bootstrap要领 ,统计研究 ,2008年6月 ,25卷第6期

15 ,王明进:高维波动率的展望 ,数目经济手艺经济研究 ,2008年11月 ,25卷第11期

16 ,Fan Jianqing, Wang Mingjin, Yao Qiwei:Modelling multivariate volatilities via conditionally uncorrelated components 基于条件不相关因素的多元波动率模子 ,Journal of the Royal Statistical Society, Series B ,2008年9月 ,70卷

17 ,Arthur Cohen ,Harold B. Sackrowitz , Minya Xu:A new multiple testing method in the dependent case. 在不自力情形下的一个新的多重磨练要领  。Accepted  。

18 ,Arthur Cohen ,Harold B. Sackrowitz , Minya Xu ,Steven Buyske:A family of Bayes multiple testing procedures. 一族贝叶斯多重磨练要领  。2008/6 ,Volume 95 , Number 2

19 ,Arthur Cohen ,Harold B. Sackrowitz , Minya Xu:The use of an identity in Anderson for multivariate multiple testing. Anderson的一个等式用在多元多重磨练上  。2008/9 ,Volume 138, Issue 9

20 ,Peter Phillips, Yixiao Sun, Sainan Jin:Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing ,Econometrica ,2008.1 ,V.76, no.1

21 ,姜万军 ,金赛男 , 苏良军:建设立异型国家的瓶颈:基于危害治理的思索 ,《治理天下》 ,2008.3 ,2008.3

22 ,Liangjun Su, Zhijie Xiao:Testing for Parameter Stability in Quantile Regression Models ,Statistics & Probability Letters ,2008.11 ,V.78, no.16

23 ,Liangjun Su, Zhijie Xiao:Testing Structural Change in Time-Series Nonparametric Regression Models ,Statistics and Its Interfacce ,2008.12 ,V.2, no. 2

23 ,Liangjun Su, Aman Ullah:Nonparametric Prewhitening Estimators for Conditional Quantiles ,Statistica Sinica ,2008.7 ,V.18, no. 3

24 ,姜万军 ,金赛男 , 苏良军 ,建设立异型国家的瓶颈:基于危害治理的思索 ,《治理天下》 ,2008.3 ,2008.3

25 ,Zhang, J. L.,Rubin, D. B., and Mealli, F. (2008), “Likelihood-based Analysis of Causal Effects via Principal Stratification: New Approach to Evaluating Job-Training Programs,” accepted byJournal of the American Statistical Association.

26 ,董小英 ,鄢凡 ,刘倩倩 ,张俊妮(2008) ,“不确定情形中我国企业高管信息扫描行为的实证研究” ,《治理天下》  。

27 ,Zhang, J. L.,Rubin, D. B., and Mealli, F. (2008), “Evaluating the Effects of Job Training Programs on Wages through Principal Stratification,” inVolume 21 of Advances in Econometrics: Modeling and Evaluating Treatment Effects in Econometrics, ed. by Millimet, D. L., Smith, J. A. and Vytlacil, E., pp. 117-145. Elsevier Science.

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