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Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Lin, Jin-Guan; Huang, Chao; Zhuang, Qing-Yun; Zhu, Li-Ping - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 13-21
Persistent link: https://www.econbiz.de/10008422782
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Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$ -likelihood ratio statistic
Huang, Chao; Lin, Jin-Guan; Ren, Yan-Yan - In: Metrika : international journal for theoretical and … 76 (2013) 5, pp. 641-671
Persistent link: https://www.econbiz.de/10010136369
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Fuzzy Statistical Analysis of Multiple Regression with Crisp and Fuzzy Covariates and Applications in Analyzing Economic Data of China
Lin, Jin-Guan; Zhuang, Qing-Yun; Huang, Chao - In: Computational economics 39 (2011) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10009811034
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Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data
Huang, Chao; Lin, Jin-Guan; Ren, Yan-Yan - In: Computational economics 39 (2012) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10009825122
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Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
Lin, Jin-Guan; Chen, Ji; Li, Yong - In: Computational economics 40 (2012) 3, pp. 203-218
Persistent link: https://www.econbiz.de/10010016023
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Variable selection in a class of single-index models
Zhu, Li-Ping; Qian, Lin-Yi; Lin, Jin-Guan - In: Annals of the Institute of Statistical Mathematics : AISM 63 (2011) 6, pp. 1277-1294
Persistent link: https://www.econbiz.de/10009263490