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"顏佑銘"???jsp.browse.items-by-author.description???
Showing items 1-14 of 14 (1 Page(s) Totally)
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| 國立政治大學 |
2017-08 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions
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顏佑銘; Yen, Yu-Min |
| 國立政治大學 |
2017-06 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions
|
顏佑銘; Yen, Yu-Min |
| 國立政治大學 |
2017-02 |
Estimating Links of a Network from Time to Event Data
|
顏佑銘; Yen, Tso-Jung; Lee, Zong-Rong; Chen, Yi-Hau; Yen, Yu-Min; Hwang, Jing-Shiang |
| 國立政治大學 |
2016-12 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions
|
顏佑銘; Yen, Yu-Min |
| 國立政治大學 |
2016-09 |
A Nonparametric Test of a Strong Leverage Hypothesis
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顏佑銘; Linton, Oliver;Whang, Yoon-Jae;Yen, Yu-Min |
| 國立政治大學 |
2016-05 |
Risk Evaluations with Robust Approximate Factor Models
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顏佑銘; Chou, Ray Yeutien;Yen, Tso-Jung;Yen, Yu-Min |
| 國立政治大學 |
2016-04 |
Structured variable selection via prior-induced hierarchical penalty functions
|
Yen, Tso-Jung;Yen, Yu-Min; 顏佑銘 |
| 國立政治大學 |
2016 |
近似因子模型的有效估計-經由懲罰最小平方法
|
顏佑銘 |
| 國立政治大學 |
2015-06 |
Sparse Weighted Norm Minimum Variance Portfolios
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顏佑銘; Yen, Yu-Min |
| 國立政治大學 |
2015 |
Sparse Weighted-Norm Minimum Variance Portfolios
|
顏佑銘; Yu-MinYen |
| 國立政治大學 |
2014-08 |
Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms
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顏佑銘; Yen, Yu-Min ;Yen, Tso-Jung |
| 國立政治大學 |
2013-04 |
Testing Jumps via False Discovery Rate Control
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顏佑銘; Yen, Yu-Min |
| 國立政治大學 |
2013-04 |
Testing Jumps via False Discovery Rate Control.
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顏佑銘; Yen,Yu-Min |
| 國立政治大學 |
2010-09 |
Discussion on "Stability Selection" by Meinshausen and Buhlmann
|
顏佑銘; Yen, Tso-Jung ;Yen, Yu-Min |
Showing items 1-14 of 14 (1 Page(s) Totally)
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