Lixin Song

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modeling and forecasting of stock index volatility with APARCH models under ordered restriction
Statistica Neerlandica
2023-12-12Paper
SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection
Statistica Neerlandica
2023-12-12Paper
Estimation of multivariate frailty models with varying coefficients
Communications in Statistics: Theory and Methods
2022-05-23Paper
Uniform asymptotics for discounted aggregate claims in dependent multi-risk model
Communications in Statistics: Theory and Methods
2022-05-23Paper
Optimal reinsurance under the standard deviation principle
SCIENTIA SINICA Mathematica
2021-12-17Paper
Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\)
Journal of Inequalities and Applications
2021-12-15Paper
Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation
Communications in Statistics: Theory and Methods
2021-10-01Paper
Robust image segmentation via Bayesian type criterion
Communications in Statistics: Theory and Methods
2021-10-01Paper
System availability of inspection constant to the dormant failures considering replacement or repair together with inspection downtime period
 
2021-01-19Paper
Variable selection in the high-dimensional continuous generalized linear model with current status data
Journal of Applied Statistics
2020-10-28Paper
Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model
Computational and Applied Mathematics
2019-09-04Paper
Nonparametric estimation of the ROC curve based on the Bernstein polynomial
Journal of Statistical Planning and Inference
2019-08-09Paper
scientific article; zbMATH DE number 7071130 (Why is no real title available?)
 
2019-06-21Paper
SCAD Ridge penalized likelihood estimators for ultra-high dimensional models
Hacettepe Journal of Mathematics and Statistics
2019-03-06Paper
Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
Journal of Nonparametric Statistics
2018-12-03Paper
Statistical inference for partially linear stochastic models with heteroscedastic errors
Computational Statistics and Data Analysis
2018-10-19Paper
Modeling clustered long-term survivors using marginal mixture cure model
Biometrical Journal
2018-09-05Paper
scientific article; zbMATH DE number 6919723 (Why is no real title available?)
 
2018-08-16Paper
New sequences with continued fraction towards Euler's constant
Applied Mathematics and Computation
2018-06-07Paper
A new continued fraction approximation and inequalities for the gamma function via the tri-gamma function
The Ramanujan Journal
2018-05-31Paper
New asymptotic formulas and inequalities for the gamma function based on continued fractions
Results in Mathematics
2018-04-13Paper
Some new approximations and proofs for Mills' ratio
Results in Mathematics
2018-04-13Paper
Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models
Open Mathematics
2018-02-15Paper
New continued fraction expansions and inequalities for \(n!\) into negative powers of a triangular number
Results in Mathematics
2017-10-04Paper
Some asymptotic formulas and inequalities about gamma and psi functions based on continued fractions
Results in Mathematics
2017-10-04Paper
Precise large deviation for the difference of non-random sums of NA random variables
 
2017-07-14Paper
Precise large deviations of nonnegative, non-identical and negatively associated random variables
 
2017-05-17Paper
scientific article; zbMATH DE number 6718948 (Why is no real title available?)
 
2017-05-17Paper
U-statistics testing method in testing the equality of two population variances of two populations
 
2017-05-17Paper
Precise large deviations for the difference of two sums of END random variables with heavy tails
Communications in Statistics: Theory and Methods
2017-04-27Paper
Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
Communications in Statistics: Theory and Methods
2017-04-27Paper
Some quicker continued fraction approximations and inequalities towards Euler's constant
Journal of Number Theory
2017-02-24Paper
Combined-penalized likelihood estimations with a diverging number of parameters
Journal of Applied Statistics
2016-12-21Paper
Some quicker approximations and inequalities of the Wallis ratio by continued fraction
Results in Mathematics
2016-11-29Paper
Precise large deviations of nonnegative, non-identical and negatively associated random variables
Mathematica Applicata
2016-10-06Paper
A quicker continued fraction approximation of the gamma function related to the Windschitl's formula
Numerical Algorithms
2016-08-31Paper
scientific article; zbMATH DE number 6612015 (Why is no real title available?)
 
2016-08-10Paper
Precise large deviations for claim surplus risk model
 
2016-08-10Paper
Precise large deviations for sums of independent random variables with consistently varying tails
Communications in Statistics. Theory and Methods
2016-06-28Paper
Penalized empirical likelihood via bridge estimator in Cox's proportional hazard model
Communications in Statistics. Theory and Methods
2016-06-28Paper
Profile likelihood inferences on the partially linear model with a diverging number of parameters
Communications in Statistics. Theory and Methods
2016-06-28Paper
Some new asymptotic approximations of the gamma function based on Nemes' formula, Ramanujan's formula and Burnside's formula
Applied Mathematics and Computation
2016-06-21Paper
Large deviations for sum of UEND andφ-mixing random variables with heavy tails
Communications in Statistics. Theory and Methods
2016-06-10Paper
Quadratic approximation via the SCAD penalty with a diverging number of parameters
Communications in Statistics. Simulation and Computation
2016-05-30Paper
Precise large deviation for the difference of two sums of random variables
Communications in Statistics. Theory and Methods
2016-05-25Paper
Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate
Communications in Statistics. Theory and Methods
2016-03-08Paper
Some new approximations of Glaisher-Kinkelin's and Bendersky-Adamchik's constants by continued fraction
Journal of Number Theory
2016-02-29Paper
Precise large deviations for compound renewal risk model with negative dependence claims
 
2016-01-15Paper
SCAD-penalized least absolute deviation regression in high-dimensional models
Communications in Statistics: Theory and Methods
2016-01-05Paper
Precise large deviations for compound renewal risk models with negative dependence claims
 
2015-10-28Paper
Some results of Jordan Lie superalgebras
 
2015-10-28Paper
Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain
Communications in Statistics: Theory and Methods
2015-07-29Paper
scientific article; zbMATH DE number 6452665 (Why is no real title available?)
 
2015-06-29Paper
Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables
 
2015-02-11Paper
On finite time ruin probability with random interest rate in a multi-risk model
 
2015-02-11Paper
Some new continued fraction approximation of Euler's constant
Journal of Number Theory
2014-11-20Paper
The exit probabilities of Brownian motion with variable dimension applying to the control of population growth
International Journal of Biomathematics
2014-10-29Paper
A generated approximation of the gamma function related to Windschitl's formula
Journal of Number Theory
2014-08-27Paper
Using convex combination of copulas and EM algorithm for credibility
Communications in Statistics: Theory and Methods
2014-06-06Paper
A note on the inflated-parameter binomial distribution
Statistics \& Probability Letters
2013-12-06Paper
Identification for semiparametric varying coefficient partially linear models
Statistics \& Probability Letters
2013-11-29Paper
Tuning parameter selector for the penalized likelihood method in multivariate generalized linear models
Communications in Statistics. Theory and Methods
2013-11-26Paper
Empirical likelihood inference of parameters in a censored nonlinear semiparametric regression model
 
2013-06-20Paper
Risk evaluation and capital allocation based on TVaR and EVaR with copula
 
2013-01-24Paper
scientific article; zbMATH DE number 6129127 (Why is no real title available?)
 
2013-01-24Paper
Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
Communications in Statistics. Theory and Methods
2012-10-23Paper
Bayesian estimation of a time varying parameter autoregression model
Journal of Jilin University. Science Edition
2012-10-05Paper
A test for the equality of the probability distributions of two populations with nominal scales
Journal of Northeast Normal University. Natural Science Edition
2012-10-05Paper
Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes
Statistics \& Probability Letters
2012-09-18Paper
The asymptotic behavior of a Brownian motion with a drift from a random domain
Communications in Statistics. Theory and Methods
2012-08-02Paper
Bridge Estimators in the Partially Linear Model with High Dimensionality
Communications in Statistics. Theory and Methods
2012-06-19Paper
Adaptive lasso variable selection for the accelerated failure models
Communications in Statistics. Theory and Methods
2012-06-19Paper
Estimation of Pareto distribution parameters under a \(q\)-symmetric entropy loss function
Journal of Dalian University of Technology
2012-06-01Paper
A new method of option pricing based on Black-Scholes model
Journal of Dalian University of Technology
2012-06-01Paper
Empirical Likelihood for Threshold Autoregressive Models
Communications in Statistics. Theory and Methods
2012-05-18Paper
A note on the estimate of Gamma distribution
Mathematical Inequalities & Applications
2012-03-13Paper
The first exit time of a Brownian motion from the Minimum and maximum parabolic domains
Journal of Theoretical Probability
2012-02-13Paper
The U-statistics testing method in testing the equality of two population means
 
2012-01-27Paper
Further results of recursive evaluation for compound distribution with the severity distribution of mixed type
Computers & Mathematics with Applications
2011-12-18Paper
The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
Statistics \& Probability Letters
2011-11-15Paper
Hypothesis testing for the equality of \(K\) one-parameter exponential populations
 
2011-08-25Paper
On the expected discounted penalty function for a risk process with stochastic return on investments
 
2011-07-19Paper
\(M\)-estimator of a generalized linear model with measurement errors
Communications in Statistics: Theory and Methods
2011-03-23Paper
Copula based certainty equivalent risk measures and insurance premium principles
 
2011-02-05Paper
Asymptotic distribution of a kind of Dirichlet distributions
 
2011-02-05Paper
Estimation of the scale parameter in the exponential family class under a weighted quadratic loss function
 
2011-02-05Paper
scientific article; zbMATH DE number 5846682 (Why is no real title available?)
 
2011-02-05Paper
Empirical likelihood inference for MA(\(q\)) model
 
2010-11-05Paper
Estimation of parameters of Poisson distributions in a Bayesian frame
 
2010-11-05Paper
Two classes of dependence stochastic orders and their properties
 
2010-11-05Paper
Interval estimation of the unknown parameter \(p\) in the negative binomial distribution
 
2010-11-05Paper
Bayes estimation of two general parameters of Burr distributions under order constraints
 
2010-11-05Paper
Fracture mechanics analysis of thermally tempered glass plate: fracture induced by an embedded crack
International Journal of Fracture
2010-10-12Paper
Bridge estimation for generalized linear models with a diverging number of parameters
Statistics \& Probability Letters
2010-09-24Paper
Mixture normal models in which the proportions of susceptibility are related to dose levels
Acta Mathematicae Applicatae Sinica. English Series
2010-09-20Paper
Sieve least squares estimation for partially nonlinear models
Statistics \& Probability Letters
2010-08-26Paper
Comparison of nonparametric components in two partially linear models
Communications in Statistics: Theory and Methods
2010-08-19Paper
Ruin functions for two-class of risk processes with a constant interest rate
 
2010-07-08Paper
scientific article; zbMATH DE number 5670877 (Why is no real title available?)
 
2010-02-12Paper
Empirical likelihood inference for AR (\(p\)) model
 
2009-11-11Paper
scientific article; zbMATH DE number 5631942 (Why is no real title available?)
 
2009-11-11Paper
Testing equality of nonparametric functions in two partially linear models
 
2009-11-11Paper
The first exit time for a Bessel process from the minimum and maximum random domains
Statistics \& Probability Letters
2009-10-13Paper
A prediction of growth rate by non-mean-square error criterion functions
 
2009-07-22Paper
scientific article; zbMATH DE number 5584528 (Why is no real title available?)
 
2009-07-22Paper
Sieve MLE for generalized partial linear models with type II interval-censored data
 
2009-07-22Paper
Linear B-spline copulas with applications to nonparametric estimation of copulas
Computational Statistics and Data Analysis
2009-06-12Paper
scientific article; zbMATH DE number 5504826 (Why is no real title available?)
 
2009-02-09Paper
A little annotation about interval estimation and hypothesis tests
 
2008-11-24Paper
Estimation and testing of competing risks mixture models
 
2008-11-24Paper
Estimation of Poisson distributions under type-II censoring
 
2008-08-06Paper
Estimation of ordered means of two sample exponential distributions under symmetric entropy loss
 
2008-06-03Paper
scientific article; zbMATH DE number 5284126 (Why is no real title available?)
 
2008-06-03Paper
Bayesian estimation of Pascal distribution parameters under a scaled squared error loss function
 
2008-06-03Paper
Generalized likelihood ratio tests in partially linear models
 
2008-06-03Paper
Empirical mode decomposition method with intermittency test and separation
 
2008-04-04Paper
Testing linearity of nonparametric components in partially linear models
 
2008-01-14Paper
scientific article; zbMATH DE number 5218717 (Why is no real title available?)
 
2007-12-07Paper
Optimality of the restricted MLE under the Pitman criterion
 
2006-10-04Paper
Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction
 
2006-05-12Paper
scientific article; zbMATH DE number 5002103 (Why is no real title available?)
 
2006-01-27Paper
scientific article; zbMATH DE number 2229827 (Why is no real title available?)
 
2005-11-16Paper
scientific article; zbMATH DE number 2219489 (Why is no real title available?)
 
2005-10-27Paper
scientific article; zbMATH DE number 2219492 (Why is no real title available?)
 
2005-10-27Paper
scientific article; zbMATH DE number 2219510 (Why is no real title available?)
 
2005-10-27Paper
scientific article; zbMATH DE number 2197665 (Why is no real title available?)
 
2005-08-23Paper
Estimation and testing for the parameters of ARCH(q) under ordered restriction
Journal of Time Series Analysis
2005-05-20Paper
scientific article; zbMATH DE number 2164009 (Why is no real title available?)
 
2005-05-03Paper
scientific article; zbMATH DE number 2164702 (Why is no real title available?)
 
2005-05-03Paper
scientific article; zbMATH DE number 2092196 (Why is no real title available?)
 
2004-08-17Paper
scientific article; zbMATH DE number 2074008 (Why is no real title available?)
 
2004-06-14Paper
Semiparametric credibility ratemaking using a piecewise linear prior.
Insurance Mathematics \& Economics
2004-02-14Paper
scientific article; zbMATH DE number 1832461 (Why is no real title available?)
 
2002-11-19Paper
Asymptotic properties of MLE for Weibull distribution with grouped data
Journal of Systems Science and Complexity
2002-11-04Paper
scientific article; zbMATH DE number 1763621 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1763637 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1763830 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1763841 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1763842 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1763844 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1763900 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1763929 (Why is no real title available?)
 
2002-07-04Paper
scientific article; zbMATH DE number 1501701 (Why is no real title available?)
 
2001-10-04Paper
Sieve maximal likelihood estimation for partly linear models with type one interval censoring
Acta Mathematicae Applicatae Sinica
2001-06-24Paper
scientific article; zbMATH DE number 1530138 (Why is no real title available?)
 
2001-05-02Paper
Asymptotical efficiency of MLE with grouped data
Journal of Systems Science and Mathematical Sciences
2001-01-01Paper
scientific article; zbMATH DE number 1547753 (Why is no real title available?)
 
2000-12-21Paper
scientific article; zbMATH DE number 1536305 (Why is no real title available?)
 
2000-11-28Paper
scientific article; zbMATH DE number 1536433 (Why is no real title available?)
 
2000-11-28Paper
scientific article; zbMATH DE number 1536487 (Why is no real title available?)
 
2000-11-28Paper
scientific article; zbMATH DE number 1536331 (Why is no real title available?)
 
2000-11-28Paper
scientific article; zbMATH DE number 1004246 (Why is no real title available?)
 
1998-10-25Paper
A Counterexample in the Central Limit Theorem
Bulletin of the London Mathematical Society
1998-08-10Paper
scientific article; zbMATH DE number 1159346 (Why is no real title available?)
 
1998-06-07Paper
scientific article; zbMATH DE number 949686 (Why is no real title available?)
 
1997-03-23Paper


Research outcomes over time


This page was built for person: Lixin Song