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北京大学 [18]
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期刊论文 [36]
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学位论文 [3]
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A new method for estimating Sharpe ratio function via local maximum likelihood
期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:
Xu, Wenchao
;
Lin, Hongmei
;
Tong, Tiejun
;
Zhang, Riquan
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
Direct method
heteroscedastic non-parametric regression
joint limiting distribution
local polynomial smoothing
Sharpe ratio function
A multivariate control chart for monitoring trivariate Poisson processes with spatial correlation
期刊论文
Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University, 2022, 卷号: 40, 期号: 2, 页码: 288-295
作者:
Wu, Cang
;
Si, Shubin
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2022/06/20
Control charts
Flowcharting
Markov processes
Statistical process control
Average run lengths
Copula functions
Mean shift
Multivariate and control chart
Multivariate control charts
Multivariate data
Performance
Poisson process
Spatial correlations
Trivariate
Tests for homogeneity of risk differences in stratified design with correlated bilateral data
期刊论文
JOURNAL OF APPLIED STATISTICS, 2019, 页码: 23
作者:
Qiu, Shi-Fang
;
Guo, Li-Xuan
;
Zou, G. Y.
;
Yu, Dan
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  |  
浏览/下载:60/0
  |  
提交时间:2020/01/10
Correlated bilateral data
homogeneity testing
modified score test
sample size determination
stratified design
Detecting arbitrarily shaped clusters in origin-destination flows using ant colony optimization
期刊论文
INTERNATIONAL JOURNAL OF GEOGRAPHICAL INFORMATION SCIENCE, 2019, 卷号: 33, 期号: 1, 页码: 134-154
作者:
Song, Ci
;
Pei, Tao
;
Ma, Ting
;
Du, Yunyan
;
Shu, Hua
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  |  
浏览/下载:57/0
  |  
提交时间:2019/05/23
Origin-destination flow
spatial local statistics
spatial scan statistics
ant colony optimization
Change-Point Detection in Multivariate Categorical Processes With Variable Selection
期刊论文
IEEE ACCESS, 2019, 卷号: 7
作者:
He, Qing
;
Liu, Weiyan
;
Wang, Junjie
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  |  
浏览/下载:17/0
  |  
提交时间:2019/12/05
Contingency table
generalized likelihood ratio test
log-linear model
phase I analysis
statistical process control
Novel non-linear demapper for soft decision decoder of LDPC codes in impulsive noise
期刊论文
IET COMMUNICATIONS, 2019, 卷号: 13, 页码: 796-801
作者:
Dai, Bin
;
Liu, Rongke
;
Mei, Zhen
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  |  
浏览/下载:21/0
  |  
提交时间:2019/12/30
parity check codes
approximation theory
impulse noise
decoding
soft decision decoder
LLR
noise statistics
optimal demapper
LDPC codes
low-density parity-check codes
impulsive noise channels
nonlinear approximation
nonlinear demapper
inverse demapper
extrinsic information transfer chart analysis
log likelihood ratio
density evolution
关联理论视角下中美大学生英语演讲比赛中的话语标记语对比研究
学位论文
2019
作者:
武妙冉
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  |  
浏览/下载:4/0
  |  
提交时间:2020/11/05
话语标记语
英语演讲
关联理论
对比
A robust CUSUM scheme with a weighted likelihood ratio to monitor an overdispersed counting process
期刊论文
COMPUTERS & INDUSTRIAL ENGINEERING, 2018, 卷号: 126, 页码: 165-174
作者:
Yu, Miaomiao
;
Wu, Chunjie
;
Wang, Zhijun
;
Tsung, Fugee
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  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Weight function
Robustness
Overdispersion
Poisson CUSUM scheme
Fast initial response
Comparing lethal dose ratios using probit regression with arbitrary slopes
期刊论文
Bmc pharmacology & toxicology, 2018, 卷号: 19, 页码: 10
作者:
Lei, Chengfeng
;
Sun, Xiulian
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  |  
浏览/下载:32/0
  |  
提交时间:2019/05/08
Toxicity
Probit regression
Lethal dose ratio
Maximum likelihood
Properties and enhancements of robust likelihood CUSUM control chart
期刊论文
COMPUTERS & INDUSTRIAL ENGINEERING, 2017, 卷号: 114, 页码: 80-100
作者:
Wu, Chunjie
;
Yu, Miaomiao
;
Zhuang, Fang
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Robust-likelihood CUSUM control chart
Contaminated
Average run length
Truncation
Fast initial response
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