The following pages link to Ying Fang (Q377924):
Displaying 37 items.
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Optimal dividend and capital injection strategies for a risk model under force of interest (Q474071) (← links)
- A simple spatial dependence test robust to local and distributional misspecifications (Q485576) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
- On the renewal risk model with interest and dividend (Q716514) (← links)
- Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- The validity of instruments revisited (Q738120) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- On the second order wave diffraction in two-layer fluids (Q1367428) (← links)
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
- Are ``nearly exogenous instruments'' reliable? (Q1934899) (← links)
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
- A new malware classification approach based on malware dynamic analysis (Q2014610) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
- Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
- An alternative test for conditional unconfoundedness using auxiliary variables (Q2208815) (← links)
- Statistical analysis and evaluation of macroeconomic policies: a selective review (Q2307816) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- A data-driven smooth test of symmetry (Q2516319) (← links)
- Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest (Q3444706) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- (Q4229926) (← links)
- (Q4623632) (← links)
- (Q4984577) (← links)
- On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
- Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko (Q5019735) (← links)
- Weak Instrumental Variables Models for Longitudinal Data (Q5080152) (← links)
- (Q5098650) (← links)
- Visualization analysis of heart diseases using two‐dimensional electrocardiogram sequences (Q5215982) (← links)
- Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability (Q5397575) (← links)
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
- Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
- A New Forecasting Model for USD/CNY Exchange Rate (Q5881652) (← links)
- Comparison of covariate balance weighting methods in estimating treatment effects (Q6052522) (← links)
