Similar Search Results

Estimating generalized state density of near-extreme events and its applications in analyzing stock data

Lin, Jin-guan; Huang, Chao; Zhuang, Qing-yun; Zhu, Li-ping - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 13-20

Persistent link: https://www.econbiz.de/10003985370

Fuzzy statistical analysis of multiple regression with crisp and fuzzy covariates and applications in analyzing economic data of China

Lin, Jin-guan; Zuang, Qing-yun; Huang, Chao - In: Computational economics 39 (2012) 1, pp. 29-49

Persistent link: https://www.econbiz.de/10009508047

A new class of copulas involving geometric distribution : estimation and applications

Zhang, Kong-Sheng; Lin, Jin-Guan; Xu, Pei-Rong - In: Insurance / Mathematics & economics 66 (2016), pp. 1-10

Persistent link: https://www.econbiz.de/10011442646

Two-step estimation of the volatility functions in diffusion models with empirical applications

Ye, Xu-Guo; Lin, Jin-Guan; Zhao, Yan-Yong; Hao, Hong-Xia - In: Journal of empirical finance 33 (2015), pp. 135-159

Persistent link: https://www.econbiz.de/10011556861

Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data

Huang, Chao; Lin, Jin-guan; Ren, Yan-yan - In: Computational economics 39 (2012) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10009513172

Approximate Power of Score Test for Variance Heterogeneity Under Local Alternatives in Nonlinear Models

Lin, Jin-Guan - 2018

Recently Lin & Wei (2003) developed the score test for heteroscedasticity in nonlinear regression models and investigated the power of this test through Monte Carlo simulations. This paper presents an approach for estimating local power of the score test, based on an asymptotic approximation to...

Persistent link: https://www.econbiz.de/10012918200