06
2019-06Portfolio Selection Based on Polyhedral Multi-Period Risk Measures Derived from Conditional Value-Atrisk
【Keywords】
Multi-stage portfolio, Multifaceted risk measurement, clustering algorithm, Bootstrap; CVaR
06
2019-06Research on Nonparametric Bayesian Quantile Regression for Mixed Effect Models
【Keywords】
mixed effect models, finite normal mixture distribution, stick-breaking priori, latent variable, gibbs sampling algorithm
06
2019-06Parametric Bootstrap Inferences for Panel Data Models
【Keywords】
bootstrap resampling, coverage probability, generalized confidence intervals, parametric bootstrap pivotal variable, variance components
06
2019-06Checking Nonparametric Component for Partial Linear Regression Model with Missing Response
【Keywords】
partial linear model, missing response at random, nonparametric component, quadratic conditional moment test, u-statistics theory
06
2019-06Study on Semi-Supervised Sentiment Classification of Web Context Based on Topic Model
【Keywords】
sentiment classification, imbalanced data, semi-supervised learning, topic model
06
2019-06Application of a New Ensemble Model for Credit Scoring
【Keywords】
credit scoring, prediction accuracy, bagging, ensemble model
06
2019-06Mixed Effect Models and Their Applications in Non-Life Insurance Pricing
【Keywords】
non-life insurance, multi-level factor, mixed effect, credibility model, GLMM, ratemaking
06
2019-06Bayesian Composite Quantile Regression for Linear Mixed Effects Models
【Keywords】
composite quantile regression (CQR), mixed-effects models, MCMC algorithm, the PCALD
06
2019-06A New Variable Selection Approach for Varying Coefficient Models
【Keywords】
62G08, oracle property, SCAD, variable selection, varying coefficient models
06
2019-06Recent Advances and Future Challenges for Biostatistics
【Keywords】
epidemiology, clinical trial, survival analysis, gene data analysis
