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Lower-order confounding information of inverse Yates-order designs with three levels 三能级逆耶茨阶设计的低阶混杂信息
IF 0.7 4区 数学
Metrika Pub Date : 2022-07-28 DOI: 10.1007/s00184-022-00876-z
Zhiyun Huang, Zhiming Li, Ge Zhang, Tao Chen
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引用次数: 1
The effect of intraday periodicity on realized volatility measures 日内周期对已实现波动率度量的影响
IF 0.7 4区 数学
Metrika Pub Date : 2022-07-16 DOI: 10.1007/s00184-022-00875-0
H. Dette, Vasyl Golosnoy, J. Kellermann
{"title":"The effect of intraday periodicity on realized volatility measures","authors":"H. Dette, Vasyl Golosnoy, J. Kellermann","doi":"10.1007/s00184-022-00875-0","DOIUrl":"https://doi.org/10.1007/s00184-022-00875-0","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"19 1","pages":"315-342"},"PeriodicalIF":0.7,"publicationDate":"2022-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84515988","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Robust regression against heavy heterogeneous contamination 针对重异质性污染的鲁棒回归
IF 0.7 4区 数学
Metrika Pub Date : 2022-07-01 DOI: 10.1007/s00184-022-00874-1
Takayuki Kawashima, H. Fujisawa
{"title":"Robust regression against heavy heterogeneous contamination","authors":"Takayuki Kawashima, H. Fujisawa","doi":"10.1007/s00184-022-00874-1","DOIUrl":"https://doi.org/10.1007/s00184-022-00874-1","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"76 1","pages":"421-442"},"PeriodicalIF":0.7,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88580741","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A constrained maximum likelihood estimation for skew normal mixtures 偏斜正态混合物的约束极大似然估计
IF 0.7 4区 数学
Metrika Pub Date : 2022-06-30 DOI: 10.1007/s00184-022-00873-2
Libin Jin, S. Chiu, Jianhua Zhao, Lixing Zhu
{"title":"A constrained maximum likelihood estimation for skew normal mixtures","authors":"Libin Jin, S. Chiu, Jianhua Zhao, Lixing Zhu","doi":"10.1007/s00184-022-00873-2","DOIUrl":"https://doi.org/10.1007/s00184-022-00873-2","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"78 1","pages":"391-419"},"PeriodicalIF":0.7,"publicationDate":"2022-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79300486","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ranks, copulas, and permutons 等级、组合和排列
IF 0.7 4区 数学
Metrika Pub Date : 2022-06-24 DOI: 10.1007/s00184-023-00908-2
Rdolf Grubel
{"title":"Ranks, copulas, and permutons","authors":"Rdolf Grubel","doi":"10.1007/s00184-023-00908-2","DOIUrl":"https://doi.org/10.1007/s00184-023-00908-2","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"2 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2022-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80234362","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Bayesian empirical likelihood of quantile regression with missing observations 缺失观测值的贝叶斯经验似然分位数回归
IF 0.7 4区 数学
Metrika Pub Date : 2022-06-18 DOI: 10.1007/s00184-022-00869-y
Changqing Liu, Han-Ying Liang
{"title":"Bayesian empirical likelihood of quantile regression with missing observations","authors":"Changqing Liu, Han-Ying Liang","doi":"10.1007/s00184-022-00869-y","DOIUrl":"https://doi.org/10.1007/s00184-022-00869-y","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"238 1","pages":"285-313"},"PeriodicalIF":0.7,"publicationDate":"2022-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73512682","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Communication-efficient sparse composite quantile regression for distributed data 分布式数据的高效通信稀疏复合分位数回归
IF 0.7 4区 数学
Metrika Pub Date : 2022-06-16 DOI: 10.1007/s00184-022-00868-z
Yaohong Yang, Lei Wang
{"title":"Communication-efficient sparse composite quantile regression for distributed data","authors":"Yaohong Yang, Lei Wang","doi":"10.1007/s00184-022-00868-z","DOIUrl":"https://doi.org/10.1007/s00184-022-00868-z","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"20 1","pages":"261-283"},"PeriodicalIF":0.7,"publicationDate":"2022-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80578515","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A-optimal designs for non-parametric symmetrical global sensitivity analysis 非参数对称全局灵敏度分析的最优设计
IF 0.7 4区 数学
Metrika Pub Date : 2022-06-10 DOI: 10.1007/s00184-022-00872-3
Xueping Chen, Yujie Gai, Xiao-di Wang
{"title":"A-optimal designs for non-parametric symmetrical global sensitivity analysis","authors":"Xueping Chen, Yujie Gai, Xiao-di Wang","doi":"10.1007/s00184-022-00872-3","DOIUrl":"https://doi.org/10.1007/s00184-022-00872-3","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"5 1","pages":"219-237"},"PeriodicalIF":0.7,"publicationDate":"2022-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78836723","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On conditional residual lifetimes of coherent systems consisting of components with discrete lifetimes 由离散寿命元件组成的相干系统的条件剩余寿命
IF 0.7 4区 数学
Metrika Pub Date : 2022-06-08 DOI: 10.1007/s00184-022-00871-4
Krzysztof Jasiński
{"title":"On conditional residual lifetimes of coherent systems consisting of components with discrete lifetimes","authors":"Krzysztof Jasiński","doi":"10.1007/s00184-022-00871-4","DOIUrl":"https://doi.org/10.1007/s00184-022-00871-4","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"9 1","pages":"205-218"},"PeriodicalIF":0.7,"publicationDate":"2022-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84151158","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Universally optimal balanced block designs for interference model 干涉模型的普遍最优平衡块设计
IF 0.7 4区 数学
Metrika Pub Date : 2022-06-04 DOI: 10.1007/s00184-022-00870-5
Akram Fakhari-Esferizi, S. Pooladsaz
{"title":"Universally optimal balanced block designs for interference model","authors":"Akram Fakhari-Esferizi, S. Pooladsaz","doi":"10.1007/s00184-022-00870-5","DOIUrl":"https://doi.org/10.1007/s00184-022-00870-5","url":null,"abstract":"","PeriodicalId":49821,"journal":{"name":"Metrika","volume":"144 1","pages":"1049 - 1061"},"PeriodicalIF":0.7,"publicationDate":"2022-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86196396","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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