Search Results - "MIAO, BaiQi"

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions by Ye, Wuyi, Liu, Xiaoquan, Miao, Baiqi

“…► We use the change point testing method to determine the existence of financial contagion. ► We adopt copula upper tail dependence coefficient as measure of…”
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Strong convergence rate of estimators of change point and its application by Shi, Xiaoping, Wu, Yuehua, Miao, Baiqi

“…Let { X n , n ⩾ 1 } be an independent sequence with a mean shift. We consider the cumulative sum (CUSUM) estimator of a change point. It is shown that, when…”
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Estimator of a change point in single index models by Jin, BaiSuo, Dong, CuiLing, Tan, ChangChun, Miao, BaiQi

“…This paper considers the problem of change point in single index models. In order to obtain asymptotically valid confidence intervals for the estimation of the…”
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Asymptotic approximation of inverse moments of nonnegative random variables by Wu, Tiee-Jian, Shi, Xiaoping, Miao, Baiqi

“…Let { Z n , n ≥ 1 } be a sequence of independent nonnegative r.v.’s (random variables) with finite second moments. It is shown that under a Lindeberg-type…”
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Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA by Jin, Baisuo, Wang, Cheng, Miao, Baiqi, Lo Huang, Mong-Na

“…The existence of a limiting spectral distribution (LSD) for a large-dimensional sample covariance matrix generated by the vector autoregressive moving average…”
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SELECTING AN ADAPTIVE SEQUENCE FOR COMPUTING RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS by Miao, Baiqi, Tong, Qian, Wu, Yuehua, Jin, Baisuo

“…In this paper, the authors consider an adaptive recursive algorithm by selecting an adaptive sequence for computing M-estimators in multivariate linear…”
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A note on the convergence rate of the kernel density estimator of the mode by Shi, Xiaoping, Wu, Yuehua, Miao, Baiqi

“…In this paper, the mode estimator based on the Parzen–Rosenblatt kernel estimator is considered [Parzen, E., 1962. On estimating probability density function…”
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Asymptotic Distribution of the Jump Change-Point Estimator by Tan, Changchun, Niu, Huifang, Miao, Baiqi

“…The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤…”
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Ontologies for crisis contagion management in financial institutions by Ye, Kang, Wang, Shanshan, Yan, Jiaqi, Wang, Huaiqing, Miao, Baiqi

“…What makes crisis management in financial institutions fairly unique and particularly complex is the accompanying crisis contagion or systemic risk. The…”
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Asymptotic Normality of the Recursive M-estimators of the Scale Parameters by Miao, Baiqi, Wu, Yuehua, Liu, Donghai, Tong, Qian

“…In this paper, the limit distributions of the recursive M-estimators of scatter parameters in a multivariate linear model setting are studied. Under some mild…”
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On limit theorem for the eigenvalues of product of two random matrices by Bai, Z.D., Miao, Baiqi, Jin, Baisuo

“…The existence of limiting spectral distribution (LSD) of the product of two random matrices is proved. One of the random matrices is a sample covariance matrix…”
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Central limit theorem of random quadratics forms involving random matrices by Pan, Guangming, Miao, Baiqi, Jin, Baisuo

“…Let s i = 1 / N ( v i , 1 , … , v i , N ) T and S = ( s 1 , s 2 , … , s K ) where random variables { v ij , i , j = 1 , 2 , … , } are i.i.d. with Ev 11 4 < ∞ …”
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LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES by 缪柏其 吴月华 刘东海

“…Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a…”
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Markov regime-switching quantile regression models and financial contagion detection by Ye, Wuyi, Zhu, Yangguang, Wu, Yuehua, Miao, Baiqi

“…In this paper, we propose a Markov regime-switching quantile regression model, which considers the case where there may exist equilibria jumps in quantile…”
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On Sliced Inverse Regression With High-Dimensional Covariates by Zhu, Lixing, Miao, Baiqi, Peng, Heng

“…Sliced inverse regression is a promising method for the estimation of the central dimension-reduction subspace (CDR space) in semiparametric regression models…”
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Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics by Ding, Shu, Jin, Baisuo, Wu, Yuehua, Li, Jing, Miao, Baiqi

“…Three self-normalized two-sample test statistics are proposed for testing whether or not i = 1, 2, are equal for a given v > 0, where μ i and are the common…”
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Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data by Wang, Cheng, Cao, Longbing, Miao, Baiqi

“…This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse…”
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LARGE SAMPLE PROPERTIES OF THE SIR IN CDMA WITH MATCHED FILTER RECEIVERS by PAN, GUANGMING, MIAO, BAIQI, ZHU, CHUNHUA

“…The output signal-to-interference (SIR) of conventional matched filter receiver in random environment is considered. When the number of users and the spreading…”
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Bayesian spatiotemporal modeling for blending in situ observations with satellite precipitation estimates by Jin, Baisuo, Wu, Yuehua, Miao, Baiqi, Wang, Xiaolan L., Guo, Pengfei

“…This study has developed a methodology for blending in situ gauge precipitation measurements with satellite precipitation estimates in a region, which uses a…”
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The limiting theorems of random quadratic forms and their application by Pan Guangming, Miao Baiqi, Tan, Changchun

“…The strong convergence and convergence rate of the random quadratic forms s1T (S1S1T)ms1 and s1T(SST)ms1 are set up. The application of these results in…”
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