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Singular value decomposition-based alternative splicing detection

Hu, Jianhua; He, Xuming; Cote, Gilbert J.; Krahe, Ralf - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 944-953

Persistent link: https://www.econbiz.de/10003902704

Estimation of expression indexes for oligonucleotide arrays using the singular value decomposition

Hu, Jianhua; Wright, Fred A.; Zou, Fei - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 41-50

Persistent link: https://www.econbiz.de/10003309105

Log-linear models for gene association

Hu, Jianhua; Joshi, Adarsh; Johnson, Valen E. - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 597-607

Persistent link: https://www.econbiz.de/10003885376

Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model

Yi, Yanping; Feng, Xingdong; Huang, Zhuo - In: Economics letters 124 (2014) 3, pp. 378-381

Persistent link: https://www.econbiz.de/10010495168

Estimation of Extreme Value-at-Risk : An EVT Approach for Quantile GARCH Model

Yi, Yanping - 2014

We proposed a method to estimate extreme conditional quantiles by combining quantile GARCH model of Xiao and Koenker (2009) and extreme value theory (EVT) approach. We first estimate the latent volatility process using the information of intermediate quantiles. We then apply EVT to the tail...

Persistent link: https://www.econbiz.de/10013055646

Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity

Feng, Xingdong; Li, Wenyu; Zhu, Qianqian - In: Journal of econometrics 238 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015073797

Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances

Hu, Jianhua; Ding, Hao; Liu, Xiaoqian - In: Journal of financial econometrics 21 (2023) 4, pp. 1169-1195

Persistent link: https://www.econbiz.de/10014391448

Tail behavior of regression estimators and their breakdown points

He, Xuming (contributor) - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 5, pp. 1195-1214

Persistent link: https://www.econbiz.de/10001094785

On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates

He, Xuming; Kim, Mi-Ok - In: Metrika : international journal for theoretical and … 55 (2002) 1/2, pp. 67-74

Persistent link: https://www.econbiz.de/10001673571

A lack-of-fit test for quantile regression

He, Xuming; Zhu, Li-xing - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 1013-1022

Persistent link: https://www.econbiz.de/10001975432