Lixin Song

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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 period2021-01-19Paper
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 variables2017-07-14Paper
Precise large deviations of nonnegative, non-identical and negatively associated random variables2017-05-17Paper
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 populations2017-05-17Paper
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 model2016-08-10Paper
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 claims2016-01-15Paper
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 claims2015-10-28Paper
Some results of Jordan Lie superalgebras2015-10-28Paper
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 variables2015-02-11Paper
On finite time ruin probability with random interest rate in a multi-risk model2015-02-11Paper
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 model2013-06-20Paper
Risk evaluation and capital allocation based on TVaR and EVaR with copula2013-01-24Paper
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 means2012-01-27Paper
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 populations2011-08-25Paper
On the expected discounted penalty function for a risk process with stochastic return on investments2011-07-19Paper
\(M\)-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 principles2011-02-05Paper
Asymptotic distribution of a kind of Dirichlet distributions2011-02-05Paper
Estimation of the scale parameter in the exponential family class under a weighted quadratic loss function2011-02-05Paper
scientific article; zbMATH DE number 5846682 (Why is no real title available?)2011-02-05Paper
Empirical likelihood inference for MA(\(q\)) model2010-11-05Paper
Estimation of parameters of Poisson distributions in a Bayesian frame2010-11-05Paper
Two classes of dependence stochastic orders and their properties2010-11-05Paper
Interval estimation of the unknown parameter \(p\) in the negative binomial distribution2010-11-05Paper
Bayes estimation of two general parameters of Burr distributions under order constraints2010-11-05Paper
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 rate2010-07-08Paper
scientific article; zbMATH DE number 5670877 (Why is no real title available?)2010-02-12Paper
Empirical likelihood inference for AR (\(p\)) model2009-11-11Paper
scientific article; zbMATH DE number 5631942 (Why is no real title available?)2009-11-11Paper
Testing equality of nonparametric functions in two partially linear models2009-11-11Paper
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 functions2009-07-22Paper
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 data2009-07-22Paper
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 tests2008-11-24Paper
Estimation and testing of competing risks mixture models2008-11-24Paper
Estimation of Poisson distributions under type-II censoring2008-08-06Paper
Estimation of ordered means of two sample exponential distributions under symmetric entropy loss2008-06-03Paper
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 function2008-06-03Paper
Generalized likelihood ratio tests in partially linear models2008-06-03Paper
Empirical mode decomposition method with intermittency test and separation2008-04-04Paper
Testing linearity of nonparametric components in partially linear models2008-01-14Paper
scientific article; zbMATH DE number 5218717 (Why is no real title available?)2007-12-07Paper
Optimality of the restricted MLE under the Pitman criterion2006-10-04Paper
Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction2006-05-12Paper
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


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