8 citations · 8 across the 8 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2021
Linear regression under model uncertainty
Shuzhen Yang, Jianfeng Yao
We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and…
math.ST2013★ 8 cited
Sublinear expectation linear regression
Lu Lin, Yufeng Shi, Xin Wang +1
Nonlinear expectation, including sublinear expectation as its special case, is a new and original framework of probability theory and has potential applications in some scientific…
math.ST2013
A New Distribution-Random Limit Normal Distribution
Xiaolin Gong, Shuzhen Yang
This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then…