2 papers
stat.ME2022
Equivalence Test for Correlated Bivariate Binary Observation
Guanghui Huang
Under the null hypothesis, the marginal probability of the positive response is symmetric at any specified correlated coefficient, and the discordance probability is also symmetric…
q-fin.RM2011
An Active Margin System and its Application in Chinese Margin Lending Market
Guanghui Huang, Jianping Wan, Cheng Chen
In order to protect brokers from customer defaults in a volatile market, an active margin system is proposed for the transactions of margin lending in China. The probability of neg…