Search Results - "TAN, ChangChun"

On nonparametric change point estimator based on empirical characteristic functions by Tan, ChangChun, Shi, XiaoPing, Sun, XiaoYing, Wu, YueHua

“…We propose a nonparametric change point estimator in the distributions of a sequence of independent observations in terms of the test statistics given by…”
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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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Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate t-Distribution by Zhou, Xingcai, Tan, Changchun

“…We propose multivariate tobit factor analysis models by assuming multivariate t-distribution error in tobit factor analysis. To circumvent direct calculation…”
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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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Reproducible Learning in Large-Scale Multiple Graphical Models by Zhou, Jia, Pan, Guangming, Zheng, Zeming, Tan, Changchun

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A residual-based test for multivariate GARCH models using transformed quadratic residuals by Ke, Rui, Jia, Jing, Tan, Changchun

“…This paper provides a residual-based approach to examine the adequacy of multivariate GARCH models. We employ the transformed quadratic residuals to construct…”
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Fintech development and corporate credit risk: Evidence from an emerging market by Tan, Changchun, Mo, Lingyu, Wu, Xiaomeng, Zhou, Peng

“…This paper analyzes the impact of fintech development on the credit risk of non-financial firms. Using the city-level fintech development index constructed…”
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The real effect of CSRC's random inspections on corporate financial fraud by Tan, Changchun, Liu, Leixin, Wu, Huaqing, Zhou, Peng

“…To optimise the regulatory approach, the China Securities Regulatory Commission (CSRC) introduced the double‐random inspection policy (DRIP), which mandates…”
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Forecasting tail risk for Bitcoin: A dynamic peak over threshold approach by Ke, Rui, Yang, Luyao, Tan, Changchun

“…•This paper employs a dynamic peak over threshold (PoT) model to capture the tail behavior and forecast the tail risk for Bitcoin.•We evaluate the VaR…”
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Robust minimum distance estimators for the CARR(1,1) model by Ke, Rui, Jia, Jing, Tan, Changchun

“…This paper proposes a minimum distance estimator (MDE) for the CARR(1,1) model, which is based on the minimization of the quadratic distance between sample and…”
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The cross-sector risk contagion among Chinese financial institutions: Evidence from the extreme volatility spillover perspective by Ke, Rui, Shen, Anni, Yin, Man, Tan, Changchun

“…•In this paper, we investigate cross-sector risk contagion among Chinese financial institutions using the quantile connectedness approach, which helps…”
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On the moment generating function for random vectors via inverse survival function by Song, Pingfan, Tan, Changchun, Wang, Shaochen

“…In this paper, we propose one new alternative formula for moment generating function of random vectors via the inverse survival function. A recursive formula…”
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Research performance evaluation of Chinese university: A non-homogeneous network DEA approach by Ding, Tao, Yang, Jie, Wu, Huaqing, Wen, Yao, Tan, Changchun, Liang, Liang

“…Performance evaluation for universities or research institutions has become a hot topic in recent years. However, the previous works rarely investigate the…”
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Point and interval prediction of aircraft engine maintenance cost by bootstrapped SVR and improved RFE by Hu, Junying, Qian, Xiaofei, Tan, Changchun, Liu, Xinbao

“…Maintenance cost of aircraft engine is an important component of aircraft operation cost. The prediction of aircraft engine maintenance cost can provide…”
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Environmental Efficiency Analysis of Urban Agglomerations in China: A Non-Parametric Meta-Frontier Approach by Ding, Tao, Wu, Huaqing, Dai, Qianzhi, Zhou, Zhixiang, Tan, Changchun

“…This paper studies the environmental efficiency of Chinese urban agglomerations (UAs) based on a non-parametric meta-frontier approach. We find most of UAs has…”
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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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Monte Carlo EM algorithm for two-component mixture of generalized linear random effects models with varying coefficients by Xingcai Zhou, Changchun Tan

“…Generalized linear models have many applications in agriculture, biology, and so on. With the need of applications, it was extended from various ways for more…”
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Inference on the change point estimator of variance in measurement error models by Dong, Cuiling, Tan, Changchun, Jin, Baisuo, Miao, Baiqi

“…In this paper, we present a new estimator of the change point in variance of measurement errors in terms of U -statistics based on characteristic functions. We…”
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On nonparametric change point estimator based on empirical characteristic functions by TAN ChangChun SHI XiaoPing SUN XiaoYing WU YueHua

“…We propose a nonparametric change point estimator in the distributions of a sequence of independent observations in terms of the test statistics given by…”
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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…”
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