The following pages link to Shuangzhe Liu (Q225815):
Displaying 31 items.
- Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution (Q4275839) (← links)
- (Q4290516) (← links)
- A note on the asymptotics of a stochastic vector difference equation (Q4299495) (← links)
- Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models (Q4372933) (← links)
- (Q4381243) (← links)
- (Q4424516) (← links)
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476) (← links)
- The Hadamard Product and Some of its Applications in Statistics (Q4857306) (← links)
- Sensitivity analysis of SAR estimators: a numerical approximation (Q4913949) (← links)
- (Q4953788) (← links)
- Robust multivariate control charts based on Birnbaum–Saunders distributions (Q4960532) (← links)
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics (Q5138023) (← links)
- Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” (Q5194982) (← links)
- Influence diagnostics in a vector autoregressive model (Q5220897) (← links)
- Robust statistical modeling using the Birnbaum‐Saunders‐<i>t</i> distribution applied to insurance (Q5414494) (← links)
- (Q5866624) (← links)
- Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities. (Q5953788) (← links)
- Some statistical properties of Hadamard products of random matrices. (Q5956475) (← links)
- Statistical properties of the Hadamard product of random vectors. (Q5956479) (← links)
- Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Distributed penalized modal regression for massive data (Q6076832) (← links)
- Diagnostic analysis for a vector autoregressive model under Student<sup><i>′</i></sup>s <i>t</i>‐distributions (Q6088212) (← links)
- Time-weighted nonnegative bridge index-tracking model and its application (Q6544225) (← links)
- Nonnegative group bridge and application in financial index tracking (Q6549164) (← links)
- Stein-rule M-estimation in sparse partially linear models (Q6578507) (← links)
- Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application (Q6579811) (← links)
- Robust and efficient subsampling algorithms for massive data logistic regression (Q6579821) (← links)
- Weak Dual Drazin Inverse and its Characterizations and Properties (Q6752768) (← links)
