27 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- East China Normal UniversityCN8 papers
- Shanghai UniversityCN4 papers
- University of WaterlooCA4 papers
- East China University of Science and TechnologyCN3 papers
- Peking UniversityCN3 papers
- Shaanxi Normal UniversityCN3 papers
- Shanghai Jiao Tong UniversityCN2 papers
- Shanghai Lixin University of Accounting and FinanceCN2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Beijing Institute of Big Data ResearchCN1 paper
- Central University of Finance and EconomicsCN1 paper
- Chinese Academy of SciencesCN1 paper
23 papers
Hypothesis testing for quantitative trait locus effects in both location and scale in genetic backcross studies
Guanfu Liu, Pengfei Li, Yukun Liu +1
Testing the existence of a quantitative trait locus (QTL) effect is an important task in QTL mapping studies. Most studies concentrate on the case where the phenotype distributions…
On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter
Guanfu Liu, Pengfei Li, Yukun Liu +1
We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structura…
Two-step semiparametric empirical likelihood inference from capture-recapture data with missing covariates
Yang Liu, Yukun Liu, Pengfei Li +1
Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has…
SID: A Novel Class of Nonparametric Tests of Independence for Censored Outcomes
Jinhong Li, Jicai Liu, Jinhong You +1
We propose a new class of metrics, called the survival independence divergence (SID), to test dependence between a right-censored outcome and covariates. A key technique for derivi…
Dynamic asymptotic dimension growth for group actions and groupoids
Hang Wang, Yanru Wang, Jianguo Zhang +1
We introduce the notion of dynamic asymptotic dimension growth for actions of discrete groups on compact spaces, and more generally for locally compact étale groupoids. Moreover, w…
Grid Point Approximation for Distributed Nonparametric Smoothing and Prediction
Yuan Gao, Rui Pan, Feng Li +2
Kernel smoothing is a widely used nonparametric method in modern statistical analysis. The problem of efficiently conducting kernel smoothing for a massive dataset on a distributed…
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
Yan-Hong Yang, Ying-Hui Shao, Wei-Xing Zhou
In this paper, we examine the dynamic spillovers among the crude oil, carbon emission allowance, climate change, and agricultural markets. Adopting a novel decomposed connect…
coarse Baum-Connes conjecture via coarse geometry
Hang Wang, Yanru Wang, Jianguo Zhang +1
In this paper, we investigate the coarse Baum-Connes conjecture for via coarse structure, which is a refinement of the bounded coarse structure on…
Education journal rankings: A diversity-based Author Affiliation Index assessment methodology
Yan-Hong Yang, Ying-Hui Shao
Determining the reputation of academic journals is an crucial issue. The Author Affiliation Index (AAI) was proposed as a novel indicator for judging journal quality in many academ…
RGAT: A Deeper Look into Syntactic Dependency Information for Coreference Resolution
Yuan Meng, Xuhao Pan, Jun Chang +1
Although syntactic information is beneficial for many NLP tasks, combining it with contextual information between words to solve the coreference resolution problem needs to be furt…
Direct and Indirect Treatment Effects in the Presence of Semi-Competing Risks
Yuhao Deng, Yi Wang, Xiao-Hua Zhou
Semi-competing risks refer to the phenomenon that the terminal event (such as death) can censor the non-terminal event (such as disease progression) but not vice versa. The treatme…
Persistence approximation property for operator algebras
Hang Wang, Yanru Wang, Jianguo Zhang +1
In this paper, we study the persistence approximation property for quantitative -theory of filtered operator algebras. Moreover, we define quantitative assembly maps for $…
The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis
Shao Ying-Hui, Liu Ying-Lin, Yang Yan-Hong
The ongoing COVID-19 shocked financial markets globally, including China's crude oil future market, which is the third most traded crude oil futures after WTI and Brent. As China's…
From Model Selection to Model Averaging: A Comparison for Nested Linear Models
Wenchao Xu, Xinyu Zhang
Model selection (MS) and model averaging (MA) are two popular approaches when having many candidate models. Theoretically, the estimation risk of an oracle MA is not larger than th…
An Asymptotic Analysis of Minibatch-Based Momentum Methods for Linear Regression Models
Yuan Gao, Xuening Zhu, Haobo Qi +3
Momentum methods have been shown to accelerate the convergence of the standard gradient descent algorithm in practice and theory. In particular, the minibatch-based gradient descen…
How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou
We revisit the dynamic relationship between domestic economic policy uncertainty and stock markets using the symmetric thermal optimal path (TOPS) method. We observe different inte…
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yan-Hong Yang, Ying-Hui Shao
We utilize the symmetric thermal optimal path (TOPS) method to examine the dynamic interaction patterns between the VIX and VIX futures markets. We document that the VIX dominates…
Homogeneity testing under finite location-scale mixtures
Jiahua Chen, Pengfei Li, Guanfu Liu
The testing problem for the order of finite mixture models has a long history and remains an active research topic. Since Ghosh and Sen (1985) revealed the hard-to-manage asymptoti…
Simulation Study on Local Influence Diagnosis for Poisson Mixed-Effect Linear Model
N. Zhang
Given that hierarchical count data in many fields are not Normally-distributed and include random effects, this paper extends the Generalized Linear Mixed Models (GLMMs) into Poiss…
K-theory for generalized Lamplighter groups
Xin Li
We compute K-theory for the reduced group C*-algebras of generalized Lamplighter groups.
Moderate deviations for the Langevin equation with strong damping
Lingyan Cheng, Ruinan Li, Wei Liu
In this paper, we establish a moderate deviations principle for the Langevin dynamics with strong damping. The weak convergence approach plays an important role in the proof.
Measurement and Internalization of Systemic Risk in a Global Banking Network
Xiaobing Feng, Haibo Hu
The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potenti…
International Transmission of Shocks and Fragility of a Bank Network
Xiaobing Feng, Woo Seong Jo, Beom Jun Kim
The weighted and directed network of countries based on the number of overseas banks is analyzed in terms of its fragility to the banking crisis of one country. We use two differen…