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研究前沿

研究效果

2010年研究效果

时间:2011-03-24

1,Chen, S. X., C. Y. Tang and V. T. Mule Jr., Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for US Census. 美国生齿统计准确性与统计规模评估--基于局部分层的要领, Journal of the American Statistical Association,2010,105, ISSN:0162-1466

2,Chen, S. X., Delaigle, A. and Hall, P.,Nonparametric estimation for levy-type processes. Levy历程的非参预计,Journal of Econometrics,2010,ISSN:0304-4076

3,Chen, S.X.and J. Gao,Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series Regression. 非线性时间序列回归的均值与方差结构的同时识别磨练,Econometric Theory,to appear,ISSN:0266-4666,ISSN:0266-4666

5,Chen, S. X.and P-S Zhong,ANOVA for longitudinal data with missing values 含缺失值的经度数据方差剖析,Annals of Statistics,2010,38,ISSN:0090-5364

6,Chen, S. X.and Y. L. Qin, A two sample test for high dimensional data with application to gene-set testing. 关于基因的高维数据两样本磨练, Annals of Statistics,2010,38, ISSN:0090-5364

4,Chen, S.X., Zhang, L-X. and P-S Zhong,Testing high dimensional covariance matrices 高微协方差矩阵磨练,Journal of the American Statistical Association,2010,105,ISSN:0162-1462

7, Guan, Y. andWang, H.Sufficient dimension reduction for spatial point processes directed by Gaussian random fields高斯随机场下空间点历程的充分降维, Journal of Royal Statistical Society, Series B,2010,72, 1467-9868

8, 黄达、王汉生, GARCH模子预计要领选择及对上证指数的应用, 数理统计与治理,2010,29

9,Lee, L.F., andJ. Yu, 2010. A Unified Transformation Approach for the Estimation of Spatial Dynamic Panel Data Models: Stability, Spatial Cointegration and Explosive Roots. In: Ullah, A., Giles, D.E.A. (Eds.), *Handbook on Empirical Economics and Finance*, Chapman and Hall/CRC.

10,Lee, L.F., andJ. Yu, 2010. Estimation of Spatial Autoregressive Panel Data

Models with Fixed Effects. Journal of Econometrics 154, 165-185.

11,Lee, L.F., andJ. Yu, 2010. A Spatial Dynamic Panel Data Model With Both

Time and Individual Fixed Effects. Econometric Theory 26, 564-597.

12,Lee, L.F., andJ. Yu, 2010. Some Recent Developments in Spatial Panel Data

Models. Regional Science and Urban Economics 40, 255-271.

13, Lin, Ming;Chen, Rong; Mykland, Per, On Generating Monte Carlo Samples of Continuous Diffusion Bridges, JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2010, MODELS; VOLATILITY; INFERENCE, 0162-1459

14, Tsai, C. L.,Wang, H., and Zhu, N., Does a Bayesian approach generate robust forecasts? evidence from applications in portfolio investment decisions(贝叶斯要领真能得出稳健展望吗?来自证券投资决议的实证磨练), Annals of the Institute of Statistical Mathematics,2010,62, 0020-3157

15,王明进, 多元波动率模子的一些新希望, 数理统计与治理, 2010年3月, 第29卷第2期, 1002-1566

16, Yin, J., Geng, Z., Li, R., andWang, H., Nonparametric covariance mode(l非参数协方差模子), Statistica Sinica,2010,20, 1017-0405

17,Yu, J.and L.F. Lee, 2010. Estimation of Unit Root Spatial Dynamic Panel

Data Models. Econometric Theory 26, 1332-1362.

18, Zhang, H. H., Lu, W., andWang, H., On sparse estimation for semiparametric linear transformation models半参数线性转换模子的希罕预计, Journal of Multivariate Analysis,2010,101, 0047-259X

19,Zhang, J. L.and Haerdle, W. K., The Bayesian Additive Classification Tree applied to credit risk modeling, May 2010, 54 (5), 0167-9473

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